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.ComponentModel.Composition;
+using QuantConnect.Data.UniverseSelection;
+using QuantConnect.Interfaces;
+using QuantConnect.Lean.Engine.Results;
+using QuantConnect.Packets;
+
+namespace QuantConnect.Lean.Engine.DataFeeds
+{
+    /// <summary>
+    /// Datafeed interface for creating custom datafeed sources.
+    /// </summary>
+    [InheritedExport(typeof(IDataFeed))]
+    public interface IDataFeed
+    {
+        /// <summary>
+        /// Public flag indicator that the thread is still busy.
+        /// </summary>
+        bool IsActive
+        {
+            get;
+        }
+
+        /// <summary>
+        /// Initializes the data feed for the specified job and algorithm
+        /// </summary>
+        void Initialize(IAlgorithm algorithm,
+            AlgorithmNodePacket job,
+            IResultHandler resultHandler,
+            IMapFileProvider mapFileProvider,
+            IFactorFileProvider factorFileProvider,
+            IDataProvider dataProvider,
+            IDataFeedSubscriptionManager subscriptionManager,
+            IDataFeedTimeProvider dataFeedTimeProvider,
+            IDataChannelProvider dataChannelProvider);
+
+        /// <summary>
+        /// Creates a new subscription to provide data for the specified security.
+        /// </summary>
+        /// <param name="request">Defines the subscription to be added, including start/end times the universe and security</param>
+        /// <returns>The created <see cref="Subscription"/> if successful, null otherwise</returns>
+        Subscription CreateSubscription(SubscriptionRequest request);
+
+        /// <summary>
+        /// Removes the subscription from the data feed, if it exists
+        /// </summary>
+        /// <param name="subscription">The subscription to remove</param>
+        void RemoveSubscription(Subscription subscription);
+
+        /// <summary>
+        /// External controller calls to signal a terminate of the thread.
+        /// </summary>
+        void Exit();
+    }
+}