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 +1,214 @@
+/*
+ * 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.Concurrent;
+using System.Collections.Generic;
+using System.Threading;
+using QuantConnect.Interfaces;
+
+namespace QuantConnect.Util
+{
+    /// <summary>
+    /// A small wrapper around <see cref="BlockingCollection{T}"/> used to communicate busy state of the items
+    /// being processed
+    /// </summary>
+    /// <typeparam name="T">The item type being processed</typeparam>
+    public class BusyBlockingCollection<T> : IBusyCollection<T>
+    {
+        private readonly BlockingCollection<T> _collection;
+        private readonly ManualResetEventSlim _processingCompletedEvent;
+        private readonly object _lock = new object();
+
+        /// <summary>
+        /// Gets a wait handle that can be used to wait until this instance is done
+        /// processing all of it's item
+        /// </summary>
+        public WaitHandle WaitHandle
+        {
+            get { return _processingCompletedEvent.WaitHandle; }
+        }
+
+        /// <summary>
+        /// Gets the number of items held within this collection
+        /// </summary>
+        public int Count
+        {
+            get { return _collection.Count; }
+        }
+
+        /// <summary>
+        /// Returns true if processing, false otherwise
+        /// </summary>
+        public bool IsBusy
+        {
+            get
+            {
+                lock (_lock)
+                {
+                    return _collection.Count > 0 || !_processingCompletedEvent.IsSet;
+                }
+            }
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="BusyBlockingCollection{T}"/> class
+        /// with a bounded capacity of <see cref="int.MaxValue"/>
+        /// </summary>
+        public BusyBlockingCollection()
+            : this(int.MaxValue)
+        {
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="BusyBlockingCollection{T}"/> class
+        /// with the specified <paramref name="boundedCapacity"/>
+        /// </summary>
+        /// <param name="boundedCapacity">The maximum number of items allowed in the collection</param>
+        public BusyBlockingCollection(int boundedCapacity)
+        {
+            _collection = new BlockingCollection<T>(boundedCapacity);
+
+            // initialize as not busy
+            _processingCompletedEvent = new ManualResetEventSlim(true);
+        }
+
+        /// <summary>
+        /// Adds the items to this collection
+        /// </summary>
+        /// <param name="item">The item to be added</param>
+        public void Add(T item)
+        {
+            Add(item, CancellationToken.None);
+        }
+
+        /// <summary>
+        /// Adds the items to this collection
+        /// </summary>
+        /// <param name="item">The item to be added</param>
+        /// <param name="cancellationToken">A cancellation token to observer</param>
+        public void Add(T item, CancellationToken cancellationToken)
+        {
+            bool added;
+            lock (_lock)
+            {
+                // we're adding work to be done, mark us as busy
+                _processingCompletedEvent.Reset();
+                added = _collection.TryAdd(item, 0, cancellationToken);
+            }
+
+            if (!added)
+            {
+                _collection.Add(item, cancellationToken);
+            }
+        }
+
+        /// <summary>
+        /// Marks the <see cref="BusyBlockingCollection{T}"/> as not accepting any more additions
+        /// </summary>
+        public void CompleteAdding()
+        {
+            _collection.CompleteAdding();
+        }
+
+        /// <summary>
+        /// Provides a consuming enumerable for items in this collection.
+        /// </summary>
+        /// <returns>An enumerable that removes and returns items from the collection</returns>
+        public IEnumerable<T> GetConsumingEnumerable()
+        {
+            return GetConsumingEnumerable(CancellationToken.None);
+        }
+
+        /// <summary>
+        /// Provides a consuming enumerable for items in this collection.
+        /// </summary>
+        /// <param name="cancellationToken">A cancellation token to observer</param>
+        /// <returns>An enumerable that removes and returns items from the collection</returns>
+        public IEnumerable<T> GetConsumingEnumerable(CancellationToken cancellationToken)
+        {
+            while (!_collection.IsCompleted)
+            {
+                T item;
+
+                // check to see if something is immediately available
+                bool tookItem;
+
+                try
+                {
+                    tookItem = _collection.TryTake(out item, 0, cancellationToken);
+                }
+                catch (OperationCanceledException)
+                {
+                    // if the operation was canceled, just bail on the enumeration
+                    yield break;
+                }
+
+                if (tookItem)
+                {
+                    // something was immediately available, emit it
+                    yield return item;
+                    continue;
+                }
+
+
+                // we need to lock this with the Add method since we need to model the act of
+                // taking/flipping the switch and adding/flipping the switch as one operation
+                lock (_lock)
+                {
+                    // double check that there's nothing in the collection within a lock, it's possible
+                    // that between the TryTake above and this statement, the Add method was called, so we
+                    // don't want to flip the switch if there's something in the collection
+                    if (_collection.Count == 0)
+                    {
+                        // nothing was immediately available, mark us as idle
+                        _processingCompletedEvent.Set();
+                    }
+                }
+
+                try
+                {
+                    // now block until something is available
+                    tookItem = _collection.TryTake(out item, Timeout.Infinite, cancellationToken);
+                }
+                catch (OperationCanceledException)
+                {
+                    // if the operation was canceled, just bail on the enumeration
+                    yield break;
+                }
+
+                if (tookItem)
+                {
+                    // emit the item we found
+                    yield return item;
+                }
+            }
+
+            // no more items to process
+            _processingCompletedEvent.Set();
+        }
+
+        /// <summary>
+        /// Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.
+        /// </summary>
+        /// <filterpriority>2</filterpriority>
+        public void Dispose()
+        {
+            _collection.Dispose();
+            _processingCompletedEvent.Dispose();
+        }
+    }
+}