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 Python.Runtime;
+using System;
+using System.Collections.Generic;
+
+namespace QuantConnect.Scheduling
+{
+    /// <summary>
+    /// Uses a function to define an enumerable of dates over a requested start/end period
+    /// </summary>
+    public class FuncDateRule : IDateRule
+    {
+        private readonly Func<DateTime, DateTime, IEnumerable<DateTime>> _getDatesFunction;
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="FuncDateRule"/> class
+        /// </summary>
+        /// <param name="name">The name of this rule</param>
+        /// <param name="getDatesFunction">The time applicator function</param>
+        public FuncDateRule(string name, Func<DateTime, DateTime, IEnumerable<DateTime>> getDatesFunction)
+        {
+            Name = name;
+            _getDatesFunction = getDatesFunction;
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="FuncDateRule"/> class using a Python function
+        /// </summary>
+        /// <param name="name">The name of this rule</param>
+        /// <param name="getDatesFunction">The time applicator function in Python</param>
+        public FuncDateRule(string name, PyObject getDatesFunction)
+        {
+            Name = name;
+            if (!getDatesFunction.TrySafeAs(out _getDatesFunction))
+            {
+                throw new ArgumentException("Python DateRule provided is not a function");
+            }
+        }
+
+        /// <summary>
+        /// Gets a name for this rule
+        /// </summary>
+        public string Name
+        {
+            get; private set;
+        }
+
+        /// <summary>
+        /// Gets the dates produced by this date rule between the specified times
+        /// </summary>
+        /// <param name="start">The start of the interval to produce dates for</param>
+        /// <param name="end">The end of the interval to produce dates for</param>
+        /// <returns>All dates in the interval matching this date rule</returns>
+        public IEnumerable<DateTime> GetDates(DateTime start, DateTime end)
+        {
+            return _getDatesFunction(start, end);
+        }
+    }
+}