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chore: import upstream snapshot with attribution

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wehub-resource-sync
2026-07-13 13:02:50 +08:00
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Common/Util/StreamReaderExtensions.cs
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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.Text;
using System.Globalization;
using System.Collections.Concurrent;
using System.Runtime.CompilerServices;
namespace QuantConnect.Util
{
/// <summary>
/// Extension methods to fetch data from a <see cref="StreamReader"/> instance
/// </summary>
/// <remarks>The value of these methods is performance. The objective is to avoid using
/// <see cref="StreamReader.ReadLine"/> and having to create intermediate substrings, parsing and splitting</remarks>
public static class StreamReaderExtensions
{
// we use '-1' value as a flag to determine whether we have decimal places or not, so we avoid having another variable required
private const int NoDecimalPlaces = -1;
private const char NoMoreData = unchecked((char)-1);
private const char DefaultDelimiter = ',';
/// <summary>
/// Gets a decimal from the provided stream reader
/// </summary>
/// <param name="stream">The data stream</param>
/// <param name="delimiter">The data delimiter character to use, default is ','</param>
/// <returns>The decimal read from the stream</returns>
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static decimal GetDecimal(this StreamReader stream, char delimiter = DefaultDelimiter)
{
return GetDecimal(stream, out _, delimiter);
}
/// <summary>
/// Gets a decimal from the provided stream reader
/// </summary>
/// <param name="stream">The data stream</param>
/// <param name="delimiter">The data delimiter character to use, default is ','</param>
/// <param name="pastEndLine">True if end line was past, useful for consumers to know a line ended</param>
/// <returns>The decimal read from the stream</returns>
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static decimal GetDecimal(this StreamReader stream, out bool pastEndLine, char delimiter = DefaultDelimiter)
{
long value = 0;
var decimalPlaces = NoDecimalPlaces;
var current = (char)stream.Read();
while (current == ' ')
{
current = (char)stream.Read();
}
var isNegative = current == '-';
if (isNegative)
{
current = (char)stream.Read();
}
pastEndLine = current == '\n' || current == '\r' && (stream.Peek() != '\n' || stream.Read() == '\n') || current == NoMoreData;
while (!(current == delimiter || pastEndLine || current == ' '))
{
if (current == '.')
{
decimalPlaces = 0;
}
else
{
value = value * 10 + (current - '0');
if (decimalPlaces != NoDecimalPlaces)
{
decimalPlaces++;
}
}
current = (char)stream.Read();
pastEndLine = current == '\n' || current == '\r' && (stream.Peek() != '\n' || stream.Read() == '\n') || current == NoMoreData;
}
var lo = (int)value;
var mid = (int)(value >> 32);
return new decimal(lo, mid, 0, isNegative, (byte)(decimalPlaces != NoDecimalPlaces ? decimalPlaces : 0));
}
/// <summary>
/// Gets a date time instance from a stream reader
/// </summary>
/// <param name="stream">The data stream</param>
/// <param name="format">The format in which the date time is</param>
/// <param name="delimiter">The data delimiter character to use, default is ','</param>
/// <returns>The date time instance read</returns>
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static DateTime GetDateTime(this StreamReader stream, string format = DateFormat.TwelveCharacter, char delimiter = DefaultDelimiter)
{
var current = (char)stream.Read();
while (current == ' ')
{
current = (char)stream.Read();
}
var index = 0;
// we know the exact format we want to parse so we can allocate the char array and not use an expensive string builder
var data = new char[format.Length];
while (!(current == delimiter || current == '\n' || current == '\r' && (stream.Peek() != '\n' || stream.Read() == '\n') || current == NoMoreData))
{
data[index++] = current;
current = (char)stream.Read();
}
return DateTime.ParseExact(data,
format,
CultureInfo.InvariantCulture);
}
/// <summary>
/// Gets an integer from a stream reader
/// </summary>
/// <param name="stream">The data stream</param>
/// <param name="delimiter">The data delimiter character to use, default is ','</param>
/// <returns>The integer instance read</returns>
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static int GetInt32(this StreamReader stream, char delimiter = DefaultDelimiter)
{
var result = 0;
var current = (char)stream.Read();
while (current == ' ')
{
current = (char)stream.Read();
}
var isNegative = current == '-';
if (isNegative)
{
current = (char)stream.Read();
}
while (!(current == delimiter || current == '\n' || current == '\r' && (stream.Peek() != '\n' || stream.Read() == '\n') || current == NoMoreData || current == ' '))
{
result = (current - '0') + result * 10;
current = (char)stream.Read();
}
return isNegative ? result * -1 : result;
}
/// <summary>
/// Gets an integer from a stream reader
/// </summary>
/// <param name="stream">The data stream</param>
/// <param name="delimiter">The data delimiter character to use, default is ','</param>
/// <returns>The integer instance read</returns>
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static long GetInt64(this StreamReader stream, char delimiter = DefaultDelimiter)
{
var result = 0L;
var current = (char)stream.Read();
while (current == ' ')
{
current = (char)stream.Read();
}
var isNegative = current == '-';
if (isNegative)
{
current = (char)stream.Read();
}
while (!(current == delimiter || current == '\n' || current == '\r' && (stream.Peek() != '\n' || stream.Read() == '\n') || current == NoMoreData || current == ' '))
{
result = (current - '0') + result * 10L;
current = (char)stream.Read();
}
return isNegative ? result * -1L : result;
}
private readonly static ConcurrentBag<StringBuilder> StringBuilders = new();
/// <summary>
/// Gets a string from a stream reader
/// </summary>
/// <param name="stream">The data stream</param>
/// <param name="delimiter">The data delimiter character to use, default is ','</param>
/// <returns>The string instance read</returns>
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static string GetString(this StreamReader stream, char delimiter = DefaultDelimiter)
{
if (!StringBuilders.TryTake(out var builder))
{
builder = new();
}
try
{
var current = (char)stream.Read();
while (!(current == delimiter || current == '\n' || current == '\r' && (stream.Peek() != '\n' || stream.Read() == '\n') || current == NoMoreData))
{
builder.Append(current);
current = (char)stream.Read();
}
return builder.ToString();
}
finally
{
builder.Clear();
StringBuilders.Add(builder);
}
}
/// <summary>
/// Gets a character from a stream reader
/// </summary>
/// <param name="stream">The data stream</param>
/// <param name="delimiter">The data delimiter character to use, default is ','</param>
/// <returns>The string instance read</returns>
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static char GetChar(this StreamReader stream, char delimiter = DefaultDelimiter)
{
var current = (char)stream.Read();
var next = (char)stream.Peek();
if (current == delimiter || current == '\n' || current == '\r' && (next != '\n' || stream.Read() == '\n') || current == NoMoreData)
{
return '\0';
}
if (next == delimiter || next == '\n' || next == '\r' && stream.Read() == '\r' && stream.Peek() == '\n' || next == NoMoreData)
{
// Consume the delimiter
stream.Read();
}
return current;
}
}
}