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;
+using System.ComponentModel.Composition;
+using NodaTime;
+using QuantConnect.Data;
+using HistoryRequest = QuantConnect.Data.HistoryRequest;
+
+namespace QuantConnect.Interfaces
+{
+    /// <summary>
+    /// Provides historical data to an algorithm at runtime
+    /// </summary>
+    [InheritedExport(typeof(IHistoryProvider))]
+    public interface IHistoryProvider : IDataProviderEvents
+    {
+        /// <summary>
+        /// Gets the total number of data points emitted by this history provider
+        /// </summary>
+        int DataPointCount { get; }
+
+        /// <summary>
+        /// Initializes this history provider to work for the specified job
+        /// </summary>
+        /// <param name="parameters">The initialization parameters</param>
+        void Initialize(HistoryProviderInitializeParameters parameters);
+
+        /// <summary>
+        /// Gets the history for the requested securities
+        /// </summary>
+        /// <param name="requests">The historical data requests</param>
+        /// <param name="sliceTimeZone">The time zone used when time stamping the slice instances</param>
+        /// <returns>An enumerable of the slices of data covering the span specified in each request</returns>
+        IEnumerable<Slice> GetHistory(IEnumerable<HistoryRequest> requests, DateTimeZone sliceTimeZone);
+    }
+}