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 +1,98 @@
+/*
+ * 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 Newtonsoft.Json;
+
+namespace QuantConnect.Packets
+{
+
+    /// <summary>
+    /// Market today information class
+    /// </summary>
+    public class MarketToday
+    {
+        /// <summary>
+        /// Date this packet was generated.
+        /// </summary>
+        [JsonProperty(PropertyName = "date")]
+        public DateTime Date { get; set; }
+
+        /// <summary>
+        /// Given the dates and times above, what is the current market status - open or closed.
+        /// </summary>
+        [JsonProperty(PropertyName = "status")]
+        public string Status { get; set; } = string.Empty;
+
+        /// <summary>
+        /// Premarket hours for today
+        /// </summary>
+        [JsonProperty(PropertyName = "premarket")]
+        public MarketHours PreMarket { get; set; }
+
+        /// <summary>
+        /// Normal trading market hours for today
+        /// </summary>
+        [JsonProperty(PropertyName = "open")]
+        public MarketHours Open { get; set; }
+
+        /// <summary>
+        /// Post market hours for today
+        /// </summary>
+        [JsonProperty(PropertyName = "postmarket")]
+        public MarketHours PostMarket { get; set; }
+
+        /// <summary>
+        /// Default constructor (required for JSON serialization)
+        /// </summary>
+        public MarketToday()
+        { }
+    }
+
+    /// <summary>
+    /// Market open hours model for pre, normal and post market hour definitions.
+    /// </summary>
+    public class MarketHours
+    {
+        /// <summary>
+        /// Start time for this market hour category
+        /// </summary>
+        [JsonProperty(PropertyName = "start")]
+        public DateTime Start { get; set; }
+
+        /// <summary>
+        /// End time for this market hour category
+        /// </summary>
+        [JsonProperty(PropertyName = "end")]
+        public DateTime End { get; set; }
+
+        /// <summary>
+        /// Market hours initializer given an hours since midnight measure for the market hours today
+        /// </summary>
+        /// <param name="referenceDate">Reference date used for as base date from the specified hour offsets</param>
+        /// <param name="defaultStart">Time in hours since midnight to start this open period.</param>
+        /// <param name="defaultEnd">Time in hours since midnight to end this open period.</param>
+        public MarketHours(DateTime referenceDate, double defaultStart, double defaultEnd)
+        {
+            Start = referenceDate.Date.AddHours(defaultStart);
+            End = referenceDate.Date.AddHours(defaultEnd);
+            if (defaultEnd == 24)
+            {
+                // when we mark it as the end of the day other code that relies on .TimeOfDay has issues
+                End = End.AddTicks(-1);
+            }
+        }
+    }
+}