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 a time rule as a projection of date times to date times
+    /// </summary>
+    public class FuncTimeRule : ITimeRule
+    {
+        private readonly Func<IEnumerable<DateTime>, IEnumerable<DateTime>> _createUtcEventTimesFunction;
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="FuncTimeRule"/> class
+        /// </summary>
+        /// <param name="name">The name of the time rule</param>
+        /// <param name="createUtcEventTimesFunction">Function used to transform dates into event date times</param>
+        public FuncTimeRule(string name, Func<IEnumerable<DateTime>, IEnumerable<DateTime>> createUtcEventTimesFunction)
+        {
+            Name = name;
+            _createUtcEventTimesFunction = createUtcEventTimesFunction;
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="FuncTimeRule"/> class using a Python function
+        /// </summary>
+        /// <param name="name">The name of the time rule</param>
+        /// <param name="createUtcEventTimesFunction">Function used to transform dates into event date times in Python</param>
+        public FuncTimeRule(string name, PyObject createUtcEventTimesFunction)
+        {
+            Name = name;
+            if (!createUtcEventTimesFunction.TrySafeAs(out _createUtcEventTimesFunction))
+            {
+                throw new ArgumentException("Python TimeRule provided is not a function");
+            }
+        }
+
+        /// <summary>
+        /// Gets a name for this rule
+        /// </summary>
+        public string Name
+        {
+            get; private set;
+        }
+
+        /// <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)
+        {
+            return _createUtcEventTimesFunction(dates);
+        }
+    }
+}