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 QuantConnect.Data;
+using QuantConnect.Python;
+using QuantConnect.Securities.Interfaces;
+
+namespace QuantConnect.Securities
+{
+    /// <summary>
+    /// Python Wrapper for custom security data filters from Python
+    /// </summary>
+    public class SecurityDataFilterPythonWrapper : BasePythonWrapper<ISecurityDataFilter>, ISecurityDataFilter
+    {
+        /// <summary>
+        /// Creates a new instance
+        /// </summary>
+        /// <param name="dataFilter">The Python class to wrapp</param>
+        public SecurityDataFilterPythonWrapper(PyObject dataFilter)
+            : base(dataFilter)
+        {
+        }
+
+        /// <summary>
+        /// Performs Filter method from Python instance returning true to accept, or false to fail/reject the data point.
+        /// </summary>
+        /// <param name="data">BasData data object we're filtering</param>
+        /// <param name="vehicle">Security vehicle for filter</param>
+        public bool Filter(Security vehicle, BaseData data)
+        {
+            return InvokeMethod<bool>(nameof(Filter), vehicle, data);
+        }
+    }
+}