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 +1,132 @@
+/*
+ * 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;
+using System.Collections.Generic;
+using NodaTime;
+using QuantConnect.Data;
+
+namespace QuantConnect.Lean.Engine.DataFeeds.Enumerators
+{
+    /// <summary>
+    /// Provides the ability to fast forward an enumerator based on the age of the data
+    /// </summary>
+    public class FastForwardEnumerator : IEnumerator<BaseData>
+    {
+        private BaseData _current;
+
+        private readonly DateTimeZone _timeZone;
+        private readonly TimeSpan _maximumDataAge;
+        private readonly ITimeProvider _timeProvider;
+        private readonly IEnumerator<BaseData> _enumerator;
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="FastForwardEnumerator"/> class
+        /// </summary>
+        /// <param name="enumerator">The source enumerator</param>
+        /// <param name="timeProvider">A time provider used to determine age of data</param>
+        /// <param name="timeZone">The data's time zone</param>
+        /// <param name="maximumDataAge">The maximum age of data allowed</param>
+        public FastForwardEnumerator(IEnumerator<BaseData> enumerator, ITimeProvider timeProvider, DateTimeZone timeZone, TimeSpan maximumDataAge)
+        {
+            _enumerator = enumerator;
+            _timeProvider = timeProvider;
+            _timeZone = timeZone;
+            _maximumDataAge = maximumDataAge;
+        }
+
+        /// <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>
+        public bool MoveNext()
+        {
+            // keep churning until recent data or null
+            while (_enumerator.MoveNext())
+            {
+                // we can't fast forward nulls or bad times
+                if (_enumerator.Current == null || _enumerator.Current.Time == DateTime.MinValue)
+                {
+                    _current = null;
+                    return true;
+                }
+
+                // make sure we never emit past data
+                if (_current != null && _current.EndTime > _enumerator.Current.EndTime)
+                {
+                    continue;
+                }
+
+                // comute the age of the data, if within limits we're done
+                var age = _timeProvider.GetUtcNow().ConvertFromUtc(_timeZone) - _enumerator.Current.EndTime;
+                if (age <= _maximumDataAge)
+                {
+                    _current = _enumerator.Current;
+                    return true;
+                }
+            }
+
+            // we've exhausted the underlying enumerator, iterator completed
+            _current = null;
+            return false;
+        }
+
+        /// <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()
+        {
+            _enumerator.Reset();
+        }
+
+        /// <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 BaseData 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()
+        {
+            _enumerator.Dispose();
+        }
+
+    }
+}