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 +1,149 @@
+/*
+ * 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 QuantConnect.Data;
+
+namespace QuantConnect.Lean.Engine.DataFeeds.Enumerators
+{
+    /// <summary>
+    /// Provides an implementation of <see cref="IEnumerator{BaseData}"/> that will not emit
+    /// data ahead of the frontier as specified by an instance of <see cref="ITimeProvider"/>.
+    /// An instance of <see cref="TimeZoneOffsetProvider"/> is used to convert between UTC
+    /// and the data's native time zone
+    /// </summary>
+    public class FrontierAwareEnumerator : IEnumerator<BaseData>
+    {
+        private BaseData _current;
+        private bool _needsMoveNext = true;
+
+        private readonly ITimeProvider _timeProvider;
+        private readonly IEnumerator<BaseData> _enumerator;
+        private readonly TimeZoneOffsetProvider _offsetProvider;
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="FrontierAwareEnumerator"/> class
+        /// </summary>
+        /// <param name="enumerator">The underlying enumerator to make frontier aware</param>
+        /// <param name="timeProvider">The time provider used for resolving the current frontier time</param>
+        /// <param name="offsetProvider">An offset provider used for converting the frontier UTC time into the data's native time zone</param>
+        public FrontierAwareEnumerator(IEnumerator<BaseData> enumerator, ITimeProvider timeProvider, TimeZoneOffsetProvider offsetProvider)
+        {
+            _enumerator = enumerator;
+            _timeProvider = timeProvider;
+            _offsetProvider = offsetProvider;
+        }
+
+        /// <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()
+        {
+            var underlyingCurrent = _enumerator.Current;
+            var frontier = _timeProvider.GetUtcNow();
+            var localFrontier = new DateTime(frontier.Ticks + _offsetProvider.GetOffsetTicks(frontier));
+
+            // if we moved next, but didn't emit, check to see if it's time to emit yet
+            if (!_needsMoveNext && underlyingCurrent != null)
+            {
+                if (underlyingCurrent.EndTime <= localFrontier)
+                {
+                    // we can now emit the underlyingCurrent as part of this time slice
+                    _current = underlyingCurrent;
+                    _needsMoveNext = true;
+                }
+                else
+                {
+                    // it's still not time to emit the underlyingCurrent, keep waiting for time to advance
+                    _current = null;
+                    _needsMoveNext = false;
+                }
+                return true;
+            }
+
+            // we've exhausted the underlying enumerator, iteration completed
+            if (_needsMoveNext && !_enumerator.MoveNext())
+            {
+                _needsMoveNext = true;
+                _current = null;
+                return false;
+            }
+
+            underlyingCurrent = _enumerator.Current;
+
+            if (underlyingCurrent != null && underlyingCurrent.EndTime <= localFrontier)
+            {
+                _needsMoveNext = true;
+                _current = underlyingCurrent;
+            }
+            else
+            {
+                _current = null;
+                _needsMoveNext = underlyingCurrent == null;
+            }
+
+            // technically we still need to return true since the iteration is not completed,
+            // however, Current may be null follow a true result here
+            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()
+        {
+            _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();
+        }
+    }
+}