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;
+using System.Linq;
+using System.Linq.Expressions;
+
+namespace QuantConnect.Util
+{
+    /// <summary>
+    /// Provides methods for constructing expressions at runtime
+    /// </summary>
+    public static class ExpressionBuilder
+    {
+        /// <summary>
+        /// Constructs a selector of the form: x => x.propertyOrField where x is an instance of 'type'
+        /// </summary>
+        /// <param name="type">The type of the parameter in the expression</param>
+        /// <param name="propertyOrField">The name of the property or field to bind to</param>
+        /// <returns>A new lambda expression that represents accessing the property or field on 'type'</returns>
+        public static LambdaExpression MakePropertyOrFieldSelector(Type type, string propertyOrField)
+        {
+            var parameter = Expression.Parameter(type);
+            var property = Expression.PropertyOrField(parameter, propertyOrField);
+            var lambda = Expression.Lambda(property, parameter);
+            return lambda;
+        }
+
+        /// <summary>
+        /// Constructs a selector of the form: x => x.propertyOrField where x is an instance of 'type'
+        /// </summary>
+        /// <typeparam name="T">The type of the parameter in the expression</typeparam>
+        /// <typeparam name="TProperty">The type of the property or field being accessed in the expression</typeparam>
+        /// <param name="propertyOrField">The name of the property or field to bind to</param>
+        /// <returns>A new lambda expression that represents accessing the property or field on 'type'</returns>
+        public static Expression<Func<T, TProperty>> MakePropertyOrFieldSelector<T, TProperty>(string propertyOrField)
+        {
+            return (Expression<Func<T, TProperty>>) MakePropertyOrFieldSelector(typeof (T), propertyOrField);
+        }
+
+        /// <summary>
+        /// Constructs a lambda expression that accepts two parameters of type <typeparamref name="T"/> and applies
+        /// the specified binary comparison and returns the boolean result.
+        /// </summary>
+        public static Expression<Func<T, T, bool>> MakeBinaryComparisonLambda<T>(ExpressionType type)
+        {
+            if (!type.IsBinaryComparison())
+            {
+                throw new ArgumentException($"Provided ExpressionType '{type}' is not a binary comparison.");
+            }
+
+            var left = Expression.Parameter(typeof(T), "left");
+            var right = Expression.Parameter(typeof(T), "right");
+            var body = Expression.MakeBinary(type, left, right);
+            var lambda = Expression.Lambda<Func<T, T, bool>>(body, left, right);
+            return lambda;
+        }
+
+        /// <summary>
+        /// Determines whether or not the specified <paramref name="type"/> is a binary comparison.
+        /// </summary>
+        public static bool IsBinaryComparison(this ExpressionType type)
+        {
+            switch (type)
+            {
+                case ExpressionType.Equal:
+                case ExpressionType.NotEqual:
+                case ExpressionType.LessThan:
+                case ExpressionType.LessThanOrEqual:
+                case ExpressionType.GreaterThan:
+                case ExpressionType.GreaterThanOrEqual:
+                    return true;
+
+                default:
+                    return false;
+            }
+        }
+
+        /// <summary>
+        /// Converts the specified expression into an enumerable of expressions by walking the expression tree
+        /// </summary>
+        /// <param name="expression">The expression to enumerate</param>
+        /// <returns>An enumerable containing all expressions in the input expression</returns>
+        public static IEnumerable<Expression> AsEnumerable(this Expression expression)
+        {
+            var walker = new ExpressionWalker();
+            walker.Visit(expression);
+            return walker.Expressions;
+        }
+
+        /// <summary>
+        /// Returns all the expressions of the specified type in the given expression tree
+        /// </summary>
+        /// <typeparam name="T">The type of expression to search for</typeparam>
+        /// <param name="expression">The expression to search</param>
+        /// <returns>All expressions of the given type in the specified expression</returns>
+        public static IEnumerable<T> OfType<T>(this Expression expression)
+            where T : Expression
+        {
+            return expression.AsEnumerable().OfType<T>();
+        }
+
+        /// <summary>
+        /// Returns the single expression of the specified type or throws if none or more than one expression
+        /// of the specified type is contained within the expression.
+        /// </summary>
+        /// <typeparam name="T">The type of expression to search for</typeparam>
+        /// <param name="expression">The expression to search</param>
+        /// <returns>Expression of the specified type</returns>
+        public static T Single<T>(this Expression expression)
+            where T : Expression
+        {
+            return expression.AsEnumerable().OfType<T>().Single();
+        }
+
+        /// <summary>
+        /// Returns the single expression of the specified type or throws if none or more than one expression
+        /// of the specified type is contained within the expression.
+        /// </summary>
+        /// <typeparam name="T">The type of expression to search for</typeparam>
+        /// <param name="expressions">The expressions to search</param>
+        /// <returns>Expression of the specified type</returns>
+        public static T Single<T>(this IEnumerable<Expression> expressions)
+            where T : Expression
+        {
+            return expressions.OfType<T>().Single();
+        }
+
+        private class ExpressionWalker : ExpressionVisitor
+        {
+            public readonly HashSet<Expression> Expressions = new HashSet<Expression>();
+            public override Expression Visit(Expression node)
+            {
+                Expressions.Add(node);
+                return base.Visit(node);
+            }
+        }
+    }
+}