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.Diagnostics;
+using System.Threading;
+
+namespace QuantConnect 
+{
+    /// <summary>
+    /// Real time timer class for precise callbacks on a millisecond resolution in a self managed thread.
+    /// </summary>
+    /// <remarks>Due to the way Window's system clock works the clock is only accurate to the nearest 16ms. In linux it is accurate to the millisecond.</remarks>
+    public class RealTimeSynchronizedTimer
+    {        
+        private bool _stopped;
+        private Thread _thread;
+        private TimeSpan _period;
+        private Action<DateTime> _callback = null;
+        private Stopwatch _timer = new Stopwatch();
+        private DateTime _triggerTime;
+        private bool _paused;
+
+        /// <summary>
+        /// Constructor for Real Time Event Driver:
+        /// </summary>
+        public RealTimeSynchronizedTimer()
+        {
+            _period = TimeSpan.FromSeconds(0);
+            _thread = new Thread(Scanner) { IsBackground = true };
+        }
+
+        /// <summary>
+        /// Trigger an event callback after precisely milliseconds-lapsed. 
+        /// This is expensive, it creates a new thread and closely monitors the loop.
+        /// </summary>
+        /// <param name="period">delay period between event callbacks</param>
+        /// <param name="callback">Callback event passed the UTC time the event is intended to be triggered</param>
+        public RealTimeSynchronizedTimer(TimeSpan period, Action<DateTime> callback)
+        {
+            _period = period;
+            _callback = callback;
+            _timer = new Stopwatch();
+            _thread = new Thread(Scanner) { IsBackground = true };
+            _stopped = false;
+            _triggerTime = DateTime.UtcNow.RoundUp(period);
+        }
+
+        /// <summary>
+        /// Start the synchronized real time timer - fire events at start of each second or minute 
+        /// </summary>
+        public void Start()
+        { 
+            _timer.Start();
+            _thread.Start();
+            _triggerTime = DateTime.UtcNow.RoundDown(_period).Add(_period);
+        }
+        
+        /// <summary>
+        /// Scan the stopwatch for the desired millisecond delay:
+        /// </summary>
+        public void Scanner()
+        {
+            while (!_stopped)
+            {
+                if (_callback != null && DateTime.UtcNow >= _triggerTime)
+                {
+                    _timer.Restart();
+                    var triggeredAt = _triggerTime;
+                    _triggerTime = DateTime.UtcNow.RoundDown(_period).Add(_period);
+                    _callback(triggeredAt);
+                }
+
+                while (_paused && !_stopped) Thread.Sleep(10);
+                Thread.Sleep(1);
+            }
+        }
+
+        /// <summary>
+        /// Hang the real time event:
+        /// </summary>
+        public void Pause()
+        {
+            _paused = true;
+        }
+
+        /// <summary>
+        /// Resume clock
+        /// </summary>
+        public void Resume()
+        {
+            _paused = false;
+        }
+
+        /// <summary>
+        /// Stop the real time timer:
+        /// </summary>
+        public void Stop()
+        {
+            _stopped = true;
+        }
+
+    } // End Time Class
+
+} // End QC Namespace