chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
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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.IO;
+using System.Globalization;
+using System.Collections.Generic;
+
+using QuantConnect.Interfaces;
+
+namespace QuantConnect.Securities
+{
+    /// <summary>
+    /// Helper class containing various unique identifiers for a given
+    /// <see cref="SecurityIdentifier"/>, such as FIGI, ISIN, CUSIP, SEDOL.
+    /// </summary>
+    public class SecurityDefinition
+    {
+        /// <summary>
+        /// The unique <see cref="SecurityIdentifier"/> identified by
+        /// the industry-standard security identifiers contained within this class.
+        /// </summary>
+        public SecurityIdentifier SecurityIdentifier { get; set; }
+
+        /// <summary>
+        /// The Committee on Uniform Securities Identification Procedures (CUSIP) number of a security
+        /// </summary>
+        /// <remarks>For more information on CUSIP numbers: https://en.wikipedia.org/wiki/CUSIP</remarks>
+        public string CUSIP { get; set; }
+
+        /// <summary>
+        /// The composite Financial Instrument Global Identifier (FIGI) of a security
+        /// </summary>
+        /// <remarks>
+        /// The composite FIGI differs from an exchange-level FIGI, in that it identifies
+        /// an asset across all exchanges in a single country that the asset trades in.
+        /// For more information about the FIGI standard: https://en.wikipedia.org/wiki/Financial_Instrument_Global_Identifier
+        /// </remarks>
+        public string CompositeFIGI { get; set; }
+
+        /// <summary>
+        /// The Stock Exchange Daily Official List (SEDOL) security identifier of a security
+        /// </summary>
+        /// <remarks>For more information about SEDOL security identifiers: https://en.wikipedia.org/wiki/SEDOL</remarks>
+        public string SEDOL { get; set; }
+
+        /// <summary>
+        /// The International Securities Identification Number (ISIN) of a security
+        /// </summary>
+        /// <remarks>For more information about the ISIN standard: https://en.wikipedia.org/wiki/International_Securities_Identification_Number</remarks>
+        public string ISIN { get; set; }
+
+        /// <summary>
+        /// A Central Index Key or CIK number is a unique number assigned to an individual, company, filing agent or foreign government by the United States
+        /// Securities and Exchange Commission (SEC). The number is used to identify its filings in several online databases, including EDGAR.
+        /// </summary>
+        /// <remarks>For more information about CIK: https://en.wikipedia.org/wiki/Central_Index_Key</remarks>
+        public int? CIK { get; set; }
+
+        /// <summary>
+        /// Reads data from the specified file and converts it to a list of SecurityDefinition
+        /// </summary>
+        /// <param name="dataProvider">Data provider used to obtain symbol mappings data</param>
+        /// <param name="securitiesDefinitionKey">Location to read the securities definition data from</param>
+        /// <returns>List of security definitions</returns>
+        public static List<SecurityDefinition> Read(IDataProvider dataProvider, string securitiesDefinitionKey)
+        {
+            using var stream = dataProvider.Fetch(securitiesDefinitionKey);
+            using var reader = new StreamReader(stream);
+
+            var securityDefinitions = new List<SecurityDefinition>();
+
+            string line;
+            while ((line = reader.ReadLine()) != null)
+            {
+                if (string.IsNullOrWhiteSpace(line) || line.StartsWith("#", StringComparison.InvariantCulture))
+                {
+                    continue;
+                }
+
+                securityDefinitions.Add(FromCsvLine(line));
+            }
+
+            return securityDefinitions;
+        }
+
+        /// <summary>
+        /// Attempts to read data from the specified file and convert it into a list of SecurityDefinition
+        /// </summary>
+        /// <param name="dataProvider">Data provider used to obtain symbol mappings data</param>
+        /// <param name="securitiesDatabaseKey">Location of the file to read from</param>
+        /// <param name="securityDefinitions">Security definitions read</param>
+        /// <returns>true if data was read successfully, false otherwise</returns>
+        public static bool TryRead(IDataProvider dataProvider, string securitiesDatabaseKey, out List<SecurityDefinition> securityDefinitions)
+        {
+            try
+            {
+                securityDefinitions = Read(dataProvider, securitiesDatabaseKey);
+                return true;
+            }
+            catch
+            {
+                securityDefinitions = null;
+                return false;
+            }
+        }
+
+        /// <summary>
+        /// Parses a single line of CSV and converts it into an instance
+        /// </summary>
+        /// <param name="line">Line of CSV</param>
+        /// <returns>SecurityDefinition instance</returns>
+        public static SecurityDefinition FromCsvLine(string line)
+        {
+            var csv = line.Split(',');
+            return new SecurityDefinition
+            {
+                SecurityIdentifier = SecurityIdentifier.Parse(csv[0]),
+                CUSIP = string.IsNullOrWhiteSpace(csv[1]) ? null : csv[1],
+                CompositeFIGI = string.IsNullOrWhiteSpace(csv[2]) ? null : csv[2],
+                SEDOL = string.IsNullOrWhiteSpace(csv[3]) ? null : csv[3],
+                ISIN = string.IsNullOrWhiteSpace(csv[4]) ? null : csv[4],
+                CIK = (csv.Length <= 5 || string.IsNullOrWhiteSpace(csv[5])) ? null : int.Parse(csv[5], CultureInfo.InvariantCulture)
+            };
+        }
+    }
+}