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
@@ -0,0 +1,156 @@
+/*
+ * 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.Collections;
+using System.Collections.Concurrent;
+using System.Collections.Generic;
+using System.Collections.Specialized;
+using System.Linq;
+using QuantConnect.Data.UniverseSelection;
+using QuantConnect.Util;
+using Common.Util;
+
+namespace QuantConnect.Securities
+{
+    /// <summary>
+    /// Manages the algorithm's collection of universes
+    /// </summary>
+    public class UniverseManager : BaseExtendedDictionary<Symbol, Universe, ConcurrentDictionary<Symbol, Universe>>
+    {
+        private readonly Queue<UniverseManagerChanged> _pendingChanges = new();
+
+        /// <summary>
+        /// Event fired when a universe is added or removed
+        /// </summary>
+        public event EventHandler<UniverseManagerChanged> CollectionChanged;
+
+        /// <summary>
+        /// Read-only dictionary containing all active securities. An active security is
+        /// a security that is currently selected by the universe or has holdings or open orders.
+        /// </summary>
+        public ReadOnlyExtendedDictionary<Symbol, Security> ActiveSecurities => this
+            .SelectMany(ukvp => ukvp.Value.Members.Select(mkvp => mkvp.Value))
+            .DistinctBy(s => s.Symbol)
+            .ToReadOnlyExtendedDictionary(s => s.Symbol);
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="UniverseManager"/> class
+        /// </summary>
+        public UniverseManager() : base(new ConcurrentDictionary<Symbol, Universe>())
+        {
+        }
+
+        /// <summary>
+        /// Adds an element with the provided key and value to the dictionary
+        /// </summary>
+        public override void Add(Symbol key, Universe value)
+        {
+            if (Dictionary.TryAdd(key, value))
+            {
+                lock (_pendingChanges)
+                {
+                    _pendingChanges.Enqueue(new UniverseManagerChanged(NotifyCollectionChangedAction.Add, value));
+                }
+            }
+        }
+
+        /// <summary>
+        /// Updates an element with the provided key and value to the dictionary
+        /// </summary>
+        public void Update(Symbol key, Universe value, NotifyCollectionChangedAction action)
+        {
+            if (Dictionary.ContainsKey(key) && !_pendingChanges.Any(x => x.Value == value))
+            {
+                lock (_pendingChanges)
+                {
+                    _pendingChanges.Enqueue(new UniverseManagerChanged(action, value));
+                }
+            }
+        }
+
+        /// <summary>
+        /// Will trigger collection changed event if required
+        /// </summary>
+        public void ProcessChanges()
+        {
+            UniverseManagerChanged universeChange;
+            do
+            {
+                lock (_pendingChanges)
+                {
+                    _pendingChanges.TryDequeue(out universeChange);
+                }
+
+                if (universeChange != null)
+                {
+                    OnCollectionChanged(universeChange);
+                }
+            }
+            while (universeChange != null);
+        }
+
+        /// <summary>
+        /// Removes the element with the specified key from the dictionary
+        /// </summary>
+        public override bool Remove(Symbol key)
+        {
+            if (Dictionary.TryRemove(key, out var universe))
+            {
+                universe.Dispose();
+                OnCollectionChanged(new UniverseManagerChanged(NotifyCollectionChangedAction.Remove, universe));
+                return true;
+            }
+            return false;
+        }
+
+        /// <summary>
+        /// Gets or sets the element with the specified key
+        /// </summary>
+        public override Universe this[Symbol symbol]
+        {
+            get
+            {
+                if (!Dictionary.ContainsKey(symbol))
+                {
+                    throw new KeyNotFoundException($"This universe symbol ({symbol}) was not found in your universe list. Please add this security or check it exists before using it with 'Universes.ContainsKey(\"{SymbolCache.GetTicker(symbol)}\")'");
+                }
+                return Dictionary[symbol];
+            }
+            set
+            {
+                Universe existing;
+                if (Dictionary.TryGetValue(symbol, out existing) && existing != value)
+                {
+                    throw new ArgumentException($"Unable to over write existing Universe: {symbol.Value}");
+                }
+
+                // no security exists for the specified symbol key, add it now
+                if (existing == null)
+                {
+                    Add(symbol, value);
+                }
+            }
+        }
+
+        /// <summary>
+        /// Event invocator for the <see cref="CollectionChanged"/> event
+        /// </summary>
+        protected virtual void OnCollectionChanged(UniverseManagerChanged e)
+        {
+            CollectionChanged?.Invoke(this, e);
+        }
+    }
+}