chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
5008 changed files with 910633 additions and 0 deletions
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+/*
+ * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+ * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+*/
+
+using System.Collections.Generic;
+
+namespace QuantConnect.Interfaces
+{
+    /// <summary>
+    /// This interface allows interested parties to lookup or enumerate the available symbols. Data source exposes it if this feature is available.
+    /// Availability of a symbol doesn't imply that it is possible to trade it. This is a data source specific interface, not broker specific.
+    /// </summary>
+    public interface IDataQueueUniverseProvider
+    {
+        /// <summary>
+        /// Method returns a collection of Symbols that are available at the data source.
+        /// </summary>
+        /// <param name="symbol">Symbol to lookup</param>
+        /// <param name="includeExpired">Include expired contracts</param>
+        /// <param name="securityCurrency">Expected security currency(if any)</param>
+        /// <returns>Enumerable of Symbols, that are associated with the provided Symbol</returns>
+        IEnumerable<Symbol> LookupSymbols(Symbol symbol, bool includeExpired, string securityCurrency = null);
+
+        /// <summary>
+        /// Returns whether selection can take place or not.
+        /// </summary>
+        /// <remarks>This is useful to avoid a selection taking place during invalid times, for example IB reset times or when not connected,
+        /// because if allowed selection would fail since IB isn't running and would kill the algorithm</remarks>
+        /// <returns>True if selection can take place</returns>
+        bool CanPerformSelection();
+    }
+}