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.Threading;
+using System.Collections;
+using System.Collections.Generic;
+
+namespace QuantConnect.Lean.Engine.DataFeeds.Enumerators
+{
+    /// <summary>
+    /// An implementation of <see cref="IEnumerator{T}"/> that relies on the
+    /// <see cref="Enqueue"/> method being called and only ends when <see cref="Stop"/>
+    /// is called
+    /// </summary>
+    /// <typeparam name="T">The item type yielded by the enumerator</typeparam>
+    public class EnqueueableEnumerator<T> : IEnumerator<T>
+    {
+        private T _current;
+        private bool _end;
+
+        private readonly bool _isBlocking;
+        private long _consumerCount;
+        private Queue<T> _consumer = new();
+        private Queue<T> _producer = new();
+        private readonly object _lock = new object();
+        private readonly ManualResetEventSlim _resetEvent = new(false);
+
+        /// <summary>
+        /// Gets the current number of items held in the internal queue
+        /// </summary>
+        public int Count
+        {
+            get
+            {
+                lock (_lock)
+                {
+                    if (_end) return 0;
+                    return _producer.Count + (int)Interlocked.Read(ref _consumerCount);
+                }
+            }
+        }
+
+        /// <summary>
+        /// Returns true if the enumerator has finished and will not accept any more data
+        /// </summary>
+        public bool HasFinished
+        {
+            get { return _end; }
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="EnqueueableEnumerator{T}"/> class
+        /// </summary>
+        /// <param name="blocking">Specifies whether or not to use the blocking behavior</param>
+        public EnqueueableEnumerator(bool blocking = false)
+        {
+            _isBlocking = blocking;
+        }
+
+        /// <summary>
+        /// Enqueues the new data into this enumerator
+        /// </summary>
+        /// <param name="data">The data to be enqueued</param>
+        public void Enqueue(T data)
+        {
+            lock (_lock)
+            {
+                _producer.Enqueue(data);
+                // most of the time this will be set
+                if(!_resetEvent.IsSet)
+                {
+                    _resetEvent.Set();
+                }
+            }
+        }
+
+        /// <summary>
+        /// Signals the enumerator to stop enumerating when the items currently
+        /// held inside are gone. No more items will be added to this enumerator.
+        /// </summary>
+        public void Stop()
+        {
+            lock (_lock)
+            {
+                if (_end) return;
+                _end = true;
+
+                // no more items can be added, so no need to wait anymore
+                _resetEvent.Set();
+                _resetEvent.Dispose();
+            }
+        }
+
+        /// <summary>
+        /// Advances the enumerator to the next element of the collection.
+        /// </summary>
+        /// <returns>
+        /// true if the enumerator was successfully advanced to the next element; false if the enumerator has passed the end of the collection.
+        /// </returns>
+        /// <exception cref="T:System.InvalidOperationException">The collection was modified after the enumerator was created. </exception><filterpriority>2</filterpriority>
+        public bool MoveNext()
+        {
+            // we read with no lock most of the time
+            if (_consumer.TryDequeue(out _current))
+            {
+                Interlocked.Decrement(ref _consumerCount);
+                return true;
+            }
+
+            bool ended;
+            do
+            {
+                var producer = _producer;
+                lock (_lock)
+                {
+                    // swap queues
+                    ended = _end;
+                    _producer = _consumer;
+                }
+                _consumer = producer;
+                if(_consumer.Count > 0)
+                {
+                    _current = _consumer.Dequeue();
+                    Interlocked.Exchange(ref _consumerCount, _consumer.Count);
+                    break;
+                }
+
+                // if we are here no queue has data
+                if (ended)
+                {
+                    return false;
+                }
+
+                if (_isBlocking)
+                {
+                    try
+                    {
+                        _resetEvent.Wait(Timeout.Infinite);
+                        _resetEvent.Reset();
+                    }
+                    catch (ObjectDisposedException)
+                    {
+                        // can happen if disposed
+                    }
+                }
+                else
+                {
+                    break;
+                }
+            }
+            while (!ended);
+
+            // even if we don't have data to return, we haven't technically
+            // passed the end of the collection, so always return true until
+            // the enumerator is explicitly disposed or ended
+            return true;
+        }
+
+        /// <summary>
+        /// Sets the enumerator to its initial position, which is before the first element in the collection.
+        /// </summary>
+        /// <exception cref="T:System.InvalidOperationException">The collection was modified after the enumerator was created. </exception><filterpriority>2</filterpriority>
+        public void Reset()
+        {
+            throw new NotImplementedException("EnqueableEnumerator.Reset() has not been implemented yet.");
+        }
+
+        /// <summary>
+        /// Gets the element in the collection at the current position of the enumerator.
+        /// </summary>
+        /// <returns>
+        /// The element in the collection at the current position of the enumerator.
+        /// </returns>
+        public T Current
+        {
+            get { return _current; }
+        }
+
+        /// <summary>
+        /// Gets the current element in the collection.
+        /// </summary>
+        /// <returns>
+        /// The current element in the collection.
+        /// </returns>
+        /// <filterpriority>2</filterpriority>
+        object IEnumerator.Current
+        {
+            get { return Current; }
+        }
+
+        /// <summary>
+        /// Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.
+        /// </summary>
+        /// <filterpriority>2</filterpriority>
+        public void Dispose()
+        {
+            Stop();
+        }
+    }
+}