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.Linq;
+using QuantConnect.Data;
+using QuantConnect.Logging;
+using QuantConnect.Data.Market;
+using System.Collections.Generic;
+
+namespace QuantConnect.Lean.Engine.DataFeeds.Enumerators
+{
+    /// <summary>
+    /// Event provider who will emit <see cref="SymbolChangedEvent"/> events
+    /// </summary>
+    /// <remarks>Only special behavior is that it will refresh factor file on each new tradable date event</remarks>
+    public class LiveSplitEventProvider : SplitEventProvider
+    {
+        /// <summary>
+        /// Check for dividends and returns them
+        /// </summary>
+        /// <param name="eventArgs">The new tradable day event arguments</param>
+        /// <returns>New Dividend event if any</returns>
+        public override IEnumerable<BaseData> GetEvents(NewTradableDateEventArgs eventArgs)
+        {
+            var currentInstance = FactorFile;
+            // refresh factor file instance
+            InitializeFactorFile();
+            var newInstance = FactorFile;
+
+            if(currentInstance?.Count() != newInstance?.Count())
+            {
+                // All future and option contracts sharing the same canonical symbol, share the same configuration too. Thus, in
+                // order to reduce logs, we log the configuration using the canonical symbol. See the optional parameter
+                // "overrideMessageFloodProtection" in Log.Trace() method for more information
+                var symbol = Config.Symbol.HasCanonical() ? Config.Symbol.Canonical.Value : Config.Symbol.Value;
+                Log.Trace($"LiveSplitEventProvider({Config.ToString(symbol)}): new tradable date {eventArgs.Date:yyyyMMdd}. " +
+                    $"New FactorFile: {!ReferenceEquals(currentInstance, newInstance)}. " +
+                    $"FactorFile.Count Old: {currentInstance?.Count()} New: {newInstance?.Count()}");
+            }
+
+            return base.GetEvents(eventArgs);
+        }
+    }
+}