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 Python.Runtime;
+using QuantConnect.Data;
+using QuantConnect.Logging;
+using System.Collections.Generic;
+
+namespace QuantConnect.Securities
+{
+    /// <summary>
+    /// Seed a security price from a history function
+    /// </summary>
+    public class FuncSecuritySeeder : ISecuritySeeder
+    {
+        private readonly Func<Security, IEnumerable<BaseData>> _seedFunction;
+
+
+        /// <summary>
+        /// Constructor that takes as a parameter the security used to seed the price
+        /// </summary>
+        /// <param name="seedFunction">The seed function to use</param>
+        public FuncSecuritySeeder(PyObject seedFunction)
+        {
+            var result = seedFunction.SafeAs<Func<Security, object>>();
+            _seedFunction = security =>
+            {
+                var dataObject = result(security);
+                var dataPoint = dataObject as BaseData;
+                if (dataPoint != null)
+                {
+                    return new[] { dataPoint };
+                }
+
+                return (IEnumerable<BaseData>)dataObject;
+            };
+        }
+
+        /// <summary>
+        /// Constructor that takes as a parameter the security used to seed the price
+        /// </summary>
+        /// <param name="seedFunction">The seed function to use</param>
+        public FuncSecuritySeeder(Func<Security, BaseData> seedFunction)
+         : this(security => { return new []{ seedFunction(security) }; })
+        {
+        }
+
+        /// <summary>
+        /// Constructor that takes as a parameter the security used to seed the price
+        /// </summary>
+        /// <param name="seedFunction">The seed function to use</param>
+        public FuncSecuritySeeder(Func<Security, IEnumerable<BaseData>> seedFunction)
+        {
+            _seedFunction = seedFunction;
+        }
+
+        /// <summary>
+        /// Seed the security
+        /// </summary>
+        /// <param name="security"><see cref="Security"/> being seeded</param>
+        /// <returns>true if the security was seeded, false otherwise</returns>
+        public bool SeedSecurity(Security security)
+        {
+            try
+            {
+                // Do not seed canonical symbols
+                if (!security.Symbol.IsCanonical())
+                {
+                    var gotData = false;
+                    foreach (var seedData in _seedFunction(security))
+                    {
+                        gotData = true;
+                        security.SetMarketPrice(seedData);
+                        Log.Debug("FuncSecuritySeeder.SeedSecurity(): " + Messages.FuncSecuritySeeder.SeededSecurityInfo(seedData));
+                    }
+
+                    if (!gotData)
+                    {
+                        Log.Trace("FuncSecuritySeeder.SeedSecurity(): " + Messages.FuncSecuritySeeder.UnableToSeedSecurity(security));
+                        return false;
+                    }
+                }
+            }
+            catch (Exception exception)
+            {
+                Log.Trace("FuncSecuritySeeder.SeedSecurity(): " + Messages.FuncSecuritySeeder.UnableToSecurityPrice(security) + $": {exception}");
+                return false;
+            }
+
+            return true;
+        }
+    }
+}