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;
+using System.Collections.Generic;
+using QuantConnect.Data;
+
+namespace QuantConnect.Interfaces
+{
+    /// <summary>
+    /// This interface exposes methods for creating a list of <see cref="SubscriptionDataConfig" /> for a given
+    /// configuration
+    /// </summary>
+    public interface ISubscriptionDataConfigService : ISubscriptionDataConfigProvider
+    {
+        /// <summary>
+        /// Creates and adds a list of <see cref="SubscriptionDataConfig" /> for a given symbol and configuration.
+        /// Can optionally pass in desired subscription data type to use.
+        /// If the config already existed will return existing instance instead
+        /// </summary>
+        SubscriptionDataConfig Add(
+            Type dataType,
+            Symbol symbol,
+            Resolution? resolution = null,
+            bool fillForward = true,
+            bool extendedMarketHours = false,
+            bool isFilteredSubscription = true,
+            bool isInternalFeed = false,
+            bool isCustomData = false,
+            DataNormalizationMode dataNormalizationMode = DataNormalizationMode.Adjusted,
+            DataMappingMode dataMappingMode = DataMappingMode.OpenInterest,
+            uint contractDepthOffset = 0
+            );
+
+        /// <summary>
+        /// Creates and adds a list of <see cref="SubscriptionDataConfig" /> for a given symbol and configuration.
+        /// Can optionally pass in desired subscription data types to use.
+        /// If the config already existed will return existing instance instead
+        /// </summary>
+        List<SubscriptionDataConfig> Add(
+            Symbol symbol,
+            Resolution? resolution = null,
+            bool fillForward = true,
+            bool extendedMarketHours = false,
+            bool isFilteredSubscription = true,
+            bool isInternalFeed = false,
+            bool isCustomData = false,
+            List<Tuple<Type, TickType>> subscriptionDataTypes = null,
+            DataNormalizationMode dataNormalizationMode = DataNormalizationMode.Adjusted,
+            DataMappingMode dataMappingMode = DataMappingMode.OpenInterest,
+            uint contractDepthOffset = 0
+            );
+
+        /// <summary>
+        /// Get the data feed types for a given <see cref="SecurityType" /> <see cref="Resolution" />
+        /// </summary>
+        /// <param name="symbolSecurityType">The <see cref="SecurityType" /> used to determine the types</param>
+        /// <param name="resolution">The resolution of the data requested</param>
+        /// <param name="isCanonical">Indicates whether the security is Canonical (future and options)</param>
+        /// <returns>Types that should be added to the <see cref="SubscriptionDataConfig" /></returns>
+        List<Tuple<Type, TickType>> LookupSubscriptionConfigDataTypes(
+            SecurityType symbolSecurityType,
+            Resolution resolution,
+            bool isCanonical
+            );
+
+        /// <summary>
+        /// Gets the available data types
+        /// </summary>
+        Dictionary<SecurityType, List<TickType>> AvailableDataTypes { get; }
+    }
+}