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 System.Linq;
+using QuantConnect.Util;
+
+namespace QuantConnect.Scheduling
+{
+    /// <summary>
+    /// Combines multiple time rules into a single rule that emits for each rule
+    /// </summary>
+    public class CompositeTimeRule : ITimeRule
+    {
+        /// <summary>
+        /// Gets the individual rules for this composite rule
+        /// </summary>
+        public IReadOnlyList<ITimeRule> Rules { get; init; }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="CompositeTimeRule"/> class
+        /// </summary>
+        /// <param name="timeRules">The time rules to compose</param>
+        public CompositeTimeRule(params ITimeRule[] timeRules)
+            : this((IEnumerable<ITimeRule>) timeRules)
+        {
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="CompositeTimeRule"/> class
+        /// </summary>
+        /// <param name="timeRules">The time rules to compose</param>
+        public CompositeTimeRule(IEnumerable<ITimeRule> timeRules)
+        {
+            Rules = timeRules.ToList();
+        }
+
+        /// <summary>
+        /// Gets a name for this rule
+        /// </summary>
+        public string Name
+        {
+            get { return string.Join(",", Rules.Select(x => x.Name)); }
+        }
+
+        /// <summary>
+        /// Creates the event times for the specified dates in UTC
+        /// </summary>
+        /// <param name="dates">The dates to apply times to</param>
+        /// <returns>An enumerable of date times that is the result
+        /// of applying this rule to the specified dates</returns>
+        public IEnumerable<DateTime> CreateUtcEventTimes(IEnumerable<DateTime> dates)
+        {
+            foreach (var date in dates)
+            {
+                // make unqiue times and order the events before yielding
+                var enumerable = new[] {date};
+                var times = Rules.SelectMany(time => time.CreateUtcEventTimes(enumerable)).ToHashSet().OrderBy(x => x);
+                foreach (var time in times)
+                {
+                    yield return time;
+                }
+            }
+        }
+    }
+}