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 QuantConnect.Data;
+using QuantConnect.Packets;
+using QuantConnect.Interfaces;
+using QuantConnect.Data.Market;
+using QuantConnect.Data.Fundamental;
+using QuantConnect.Data.UniverseSelection;
+
+namespace QuantConnect.Lean.Engine.DataFeeds
+{
+    /// <summary>
+    /// Specifies data channel settings
+    /// </summary>
+    public class DataChannelProvider : IDataChannelProvider
+    {
+        /// <summary>
+        /// Initializes the instance with an algorithm node packet
+        /// </summary>
+        /// <param name="packet">Algorithm node packet</param>
+        public virtual void Initialize(AlgorithmNodePacket packet)
+        {
+        }
+
+        /// <summary>
+        /// True if this subscription request should be streamed
+        /// </summary>
+        public virtual bool ShouldStreamSubscription(SubscriptionDataConfig config)
+        {
+            return IsStreamingType(config) || !config.IsCustomData && config.Type != typeof(CoarseFundamental) && config.Type != typeof(Fundamental) && config.Type != typeof(MarginInterestRate);
+        }
+
+        /// <summary>
+        /// Returns true if the data type for the given subscription configuration supports streaming
+        /// </summary>
+        protected static bool IsStreamingType(SubscriptionDataConfig configuration)
+        {
+            var dataTypeInstance = configuration.Type.GetBaseDataInstance();
+            var source = dataTypeInstance.GetSource(configuration, DateTime.UtcNow, true);
+            return source != null && source.TransportMedium == SubscriptionTransportMedium.Streaming;
+        }
+    }
+}