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 +1,128 @@
+/*
+ * 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;
+
+namespace QuantConnect.Lean.Engine.DataFeeds.Enumerators
+{
+    /// <summary>
+    /// Provides augmentation of how often an enumerator can be called. Time is measured using
+    /// an <see cref="ITimeProvider"/> instance and calls to the underlying enumerator are limited
+    /// to a minimum time between each call.
+    /// </summary>
+    public class RateLimitEnumerator<T> : IEnumerator<T>
+    {
+        private T _current;
+        private DateTime _lastCallTime;
+
+        private readonly ITimeProvider _timeProvider;
+        private readonly IEnumerator<T> _enumerator;
+        private readonly TimeSpan _minimumTimeBetweenCalls;
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="RateLimitEnumerator{T}"/> class
+        /// </summary>
+        /// <param name="enumerator">The underlying enumerator to place rate limits on</param>
+        /// <param name="timeProvider">Time provider used for determing the time between calls</param>
+        /// <param name="minimumTimeBetweenCalls">The minimum time allowed between calls to the underlying enumerator</param>
+        public RateLimitEnumerator(IEnumerator<T> enumerator, ITimeProvider timeProvider, TimeSpan minimumTimeBetweenCalls)
+        {
+            _enumerator = enumerator;
+            _timeProvider = timeProvider;
+            _minimumTimeBetweenCalls = minimumTimeBetweenCalls;
+        }
+
+        /// <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()
+        {
+            // determine time since last successful call, do this on units of the minimum time
+            // this will give us nice round emit times
+            var currentTime = _timeProvider.GetUtcNow().RoundDown(_minimumTimeBetweenCalls);
+            var timeBetweenCalls = currentTime - _lastCallTime;
+
+            // if within limits, patch it through to move next
+            if (timeBetweenCalls >= _minimumTimeBetweenCalls)
+            {
+                if (!_enumerator.MoveNext())
+                {
+                    // our underlying is finished
+                    _current = default(T);
+                    return false;
+                }
+
+                // only update last call time on non rate limited requests
+                _lastCallTime = currentTime;
+                _current = _enumerator.Current;
+            }
+            else
+            {
+                // we've been rate limitted
+                _current = default(T);
+            }
+
+            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 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()
+        {
+            _enumerator.Dispose();
+        }
+    }
+}