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 +1,89 @@
+/*
+ * 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 QuantConnect.Interfaces;
+
+namespace QuantConnect.Lean.Engine.DataFeeds
+{
+    /// <summary>
+    /// Default file provider functionality that retrieves data from disc to be used in an algorithm
+    /// </summary>
+    public class DefaultDataProvider : IDataProvider, IDisposable
+    {
+        private bool _oneTimeWarningLog;
+
+        /// <summary>
+        /// Event raised each time data fetch is finished (successfully or not)
+        /// </summary>
+        public event EventHandler<DataProviderNewDataRequestEventArgs> NewDataRequest;
+
+        /// <summary>
+        /// Retrieves data from disc to be used in an algorithm
+        /// </summary>
+        /// <param name="key">A string representing where the data is stored</param>
+        /// <returns>A <see cref="Stream"/> of the data requested</returns>
+        public virtual Stream Fetch(string key)
+        {
+            var success = true;
+            var errorMessage = string.Empty;
+            try
+            {
+                return new FileStream(FileExtension.ToNormalizedPath(key), FileMode.Open, FileAccess.Read, FileShare.Read);
+            }
+            catch (Exception exception)
+            {
+                success = false;
+                errorMessage = exception.Message;
+                if (exception is DirectoryNotFoundException)
+                {
+                    if (!_oneTimeWarningLog)
+                    {
+                        _oneTimeWarningLog = true;
+                        Logging.Log.Debug($"DefaultDataProvider.Fetch(): DirectoryNotFoundException: please review data paths, current 'Globals.DataFolder': {Globals.DataFolder}");
+                    }
+                    return null;
+                }
+                else if (exception is FileNotFoundException)
+                {
+                    return null;
+                }
+
+                throw;
+            }
+            finally
+            {
+                OnNewDataRequest(new DataProviderNewDataRequestEventArgs(key, success, errorMessage));
+            }
+        }
+
+        /// <summary>
+        /// The stream created by this type is passed up the stack to the IStreamReader
+        /// The stream is closed when the StreamReader that wraps this stream is disposed</summary>
+        public void Dispose()
+        {
+            //
+        }
+
+        /// <summary>
+        /// Event invocator for the <see cref="NewDataRequest"/> event
+        /// </summary>
+        protected virtual void OnNewDataRequest(DataProviderNewDataRequestEventArgs e)
+        {
+            NewDataRequest?.Invoke(this, e);
+        }
+    }
+}