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
@@ -0,0 +1,233 @@
+/*
+ * 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;
+
+namespace QuantConnect.Packets
+{
+    /// <summary>
+    /// Packet for history jobs
+    /// </summary>
+    public class HistoryPacket : Packet
+    {
+        /// <summary>
+        /// The queue where the data should be sent
+        /// </summary>
+        public string QueueName { get; set; }
+
+        /// <summary>
+        /// The individual requests to be processed
+        /// </summary>
+        public List<HistoryRequest> Requests { get; set; } = new List<HistoryRequest>();
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="HistoryPacket"/> class
+        /// </summary>
+        public HistoryPacket()
+            : base(PacketType.History)
+        {
+        }
+    }
+
+    /// <summary>
+    /// Specifies request parameters for a single historical request.
+    /// A HistoryPacket is made of multiple requests for data. These
+    /// are used to request data during live mode from a data server
+    /// </summary>
+    public class HistoryRequest
+    {
+        /// <summary>
+        /// The start time to request data in UTC
+        /// </summary>
+        public DateTime StartTimeUtc { get; set; }
+
+        /// <summary>
+        /// The end time to request data in UTC
+        /// </summary>
+        public DateTime EndTimeUtc { get; set; }
+
+        /// <summary>
+        /// The symbol to request data for
+        /// </summary>
+        public Symbol Symbol { get; set; }
+
+        /// <summary>
+        /// The requested resolution
+        /// </summary>
+        public Resolution Resolution { get; set; }
+
+        /// <summary>
+        /// The type of data to retrieve
+        /// </summary>
+        public TickType TickType { get; set; }
+    }
+
+    /// <summary>
+    /// Specifies various types of history results
+    /// </summary>
+    public enum HistoryResultType
+    {
+        /// <summary>
+        /// The requested file data
+        /// </summary>
+        File,
+
+        /// <summary>
+        /// The request's status
+        /// </summary>
+        Status,
+
+        /// <summary>
+        /// The request is completed
+        /// </summary>
+        Completed,
+
+        /// <summary>
+        /// The request had an error
+        /// </summary>
+        Error
+    }
+
+    /// <summary>
+    /// Provides a container for results from history requests. This contains
+    /// the file path relative to the /Data folder where the data can be written
+    /// </summary>
+    public abstract class HistoryResult
+    {
+        /// <summary>
+        /// Gets the type of history result
+        /// </summary>
+        public HistoryResultType Type { get; private set; }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="HistoryResult"/> class
+        /// </summary>
+        /// <param name="type">The type of history result</param>
+        protected HistoryResult(HistoryResultType type)
+        {
+            Type = type;
+        }
+    }
+
+    /// <summary>
+    /// Defines requested file data for a history request
+    /// </summary>
+    public class FileHistoryResult : HistoryResult
+    {
+        /// <summary>
+        /// The relative file path where the data should be written
+        /// </summary>
+        public string Filepath { get; set; }
+
+        /// <summary>
+        /// The file's contents, this is a zipped csv file
+        /// </summary>
+        public byte[] File { get; set; }
+
+        /// <summary>
+        /// Default constructor for serializers
+        /// </summary>
+        public FileHistoryResult()
+            : base(HistoryResultType.File)
+        {
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="HistoryResult"/> class
+        /// </summary>
+        /// <param name="filepath">The relative file path where the file should be written, rooted in /Data, so for example ./forex/fxcm/daily/eurusd.zip</param>
+        /// <param name="file">The zipped csv file content in bytes</param>
+        public FileHistoryResult(string filepath, byte[] file)
+            : this()
+        {
+            Filepath = filepath;
+            File = file;
+        }
+    }
+
+    /// <summary>
+    /// Specifies the completed message from a history result
+    /// </summary>
+    public class CompletedHistoryResult : HistoryResult
+    {
+        /// <summary>
+        /// Initializes a new instance of <see cref="CompletedHistoryResult"/> class
+        /// </summary>
+        public CompletedHistoryResult()
+            : base(HistoryResultType.Completed)
+        {
+        }
+    }
+
+    /// <summary>
+    /// Specfies an error message in a history result
+    /// </summary>
+    public class ErrorHistoryResult : HistoryResult
+    {
+        /// <summary>
+        /// Gets the error that was encountered
+        /// </summary>
+        public string Message { get; set; }
+
+        /// <summary>
+        /// Default constructor for serializers
+        /// </summary>
+        public ErrorHistoryResult()
+            : base(HistoryResultType.Error)
+        {
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="ErrorHistoryResult"/> class
+        /// </summary>
+        /// <param name="message">The error message</param>
+        public ErrorHistoryResult(string message)
+            : this()
+        {
+            Message = message;
+        }
+    }
+
+    /// <summary>
+    /// Specifies the progress of a request
+    /// </summary>
+    public class StatusHistoryResult : HistoryResult
+    {
+        /// <summary>
+        /// Gets the progress of the request
+        /// </summary>
+        public int Progress { get; set; }
+
+        /// <summary>
+        /// Default constructor for serializers
+        /// </summary>
+        public StatusHistoryResult()
+            : base(HistoryResultType.Status)
+        {
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="StatusHistoryResult"/> class
+        /// </summary>
+        /// <param name="progress">The progress, from 0 to 100</param>
+        public StatusHistoryResult(int progress)
+            : this()
+        {
+            Progress = progress;
+        }
+    }
+}