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 System.Collections.Generic;
+
+namespace QuantConnect
+{
+    /// <summary>
+    /// Enum lists available trading events
+    /// </summary>
+    public enum TradingDayType
+    {
+        /// <summary>
+        /// Business day (0)
+        /// </summary>
+        BusinessDay,
+
+        /// <summary>
+        /// Public Holiday (1)
+        /// </summary>
+        PublicHoliday,
+
+        /// <summary>
+        /// Weekend (2)
+        /// </summary>
+        Weekend,
+
+        /// <summary>
+        /// Option Expiration Date (3)
+        /// </summary>
+        OptionExpiration,
+
+        /// <summary>
+        /// Futures Expiration Date (4)
+        /// </summary>
+        FutureExpiration,
+
+        /// <summary>
+        /// Futures Roll Date (5)
+        /// </summary>
+        /// <remarks>Not used yet. For future use.</remarks>
+        FutureRoll,
+
+        /// <summary>
+        /// Symbol Delisting Date (6)
+        /// </summary>
+        /// <remarks>Not used yet. For future use.</remarks>
+        SymbolDelisting,
+
+        /// <summary>
+        /// Equity Ex-dividend Date (7)
+        /// </summary>
+        /// <remarks>Not used yet. For future use.</remarks>
+        EquityDividends,
+
+        /// <summary>
+        /// FX Economic Event (8)
+        /// </summary>
+        /// <remarks>FX Economic Event e.g. from DailyFx (DailyFx.cs). Not used yet. For future use.</remarks>
+        EconomicEvent
+    }
+
+    /// <summary>
+    /// Class contains trading events associated with particular day in <see cref="TradingCalendar"/>
+    /// </summary>
+    public class TradingDay
+    {
+        /// <summary>
+        /// The date that this instance is associated with
+        /// </summary>
+        public DateTime Date { get; internal set; }
+
+        /// <summary>
+        /// Property returns true, if the day is a business day
+        /// </summary>
+        public bool BusinessDay { get; internal set; }
+
+        /// <summary>
+        /// Property returns true, if the day is a public holiday
+        /// </summary>
+        public bool PublicHoliday { get; internal set; }
+
+        /// <summary>
+        /// Property returns true, if the day is a weekend
+        /// </summary>
+        public bool Weekend { get; internal set; }
+
+        /// <summary>
+        /// Property returns the list of options (among currently traded) that expire on this day
+        /// </summary>
+        public IEnumerable<Symbol> OptionExpirations { get; internal set; }
+
+        /// <summary>
+        /// Property returns the list of futures (among currently traded) that expire on this day
+        /// </summary>
+        public IEnumerable<Symbol> FutureExpirations { get; internal set; }
+
+        /// <summary>
+        /// Property returns the list of futures (among currently traded) that roll forward on this day
+        /// </summary>
+        /// <remarks>Not used yet. For future use.</remarks>
+        public IEnumerable<Symbol> FutureRolls { get; internal set; }
+
+        /// <summary>
+        /// Property returns the list of symbols (among currently traded) that are delisted on this day
+        /// </summary>
+        /// <remarks>Not used yet. For future use.</remarks>
+        public IEnumerable<Symbol> SymbolDelistings { get; internal set; }
+
+        /// <summary>
+        /// Property returns the list of symbols (among currently traded) that have ex-dividend date on this day
+        /// </summary>
+        /// <remarks>Not used yet. For future use.</remarks>
+        public IEnumerable<Symbol> EquityDividends { get; internal set; }
+    }
+}