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 +1,120 @@
+/*
+ * 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.IO;
+using Ionic.Zip;
+using System.Linq;
+using QuantConnect.Util;
+using QuantConnect.Logging;
+using QuantConnect.Interfaces;
+using System.Collections.Generic;
+
+namespace QuantConnect.Lean.Engine.DataFeeds
+{
+    /// <summary>
+    /// Default implementation of the <see cref="IDataCacheProvider"/>
+    /// Does not cache data.  If the data is a zip, the first entry is returned
+    /// </summary>
+    public class SingleEntryDataCacheProvider : IDataCacheProvider
+    {
+        private readonly IDataProvider _dataProvider;
+        private ZipFile _zipFile;
+        private Stream _zipFileStream;
+
+        /// <summary>
+        /// Property indicating the data is temporary in nature and should not be cached.
+        /// </summary>
+        public bool IsDataEphemeral { get; }
+
+        /// <summary>
+        /// Constructor that takes the <see cref="IDataProvider"/> to be used to retrieve data
+        /// </summary>
+        public SingleEntryDataCacheProvider(IDataProvider dataProvider, bool isDataEphemeral = true)
+        {
+            _dataProvider = dataProvider;
+            IsDataEphemeral = isDataEphemeral;
+        }
+
+        /// <summary>
+        /// Fetch data from the cache
+        /// </summary>
+        /// <param name="key">A string representing the key of the cached data</param>
+        /// <returns>An <see cref="Stream"/> of the cached data</returns>
+        public Stream Fetch(string key)
+        {
+            LeanData.ParseKey(key, out var filePath, out var entryName);
+            var stream = _dataProvider.Fetch(filePath);
+
+            if (filePath.EndsWith(".zip") && stream != null)
+            {
+                // get the first entry from the zip file
+                try
+                {
+                    var entryStream = Compression.UnzipStream(stream, out _zipFile, entryName);
+
+                    // save the file stream so it can be disposed later
+                    _zipFileStream = stream;
+
+                    return entryStream;
+                }
+                catch (ZipException exception)
+                {
+                    Log.Error("SingleEntryDataCacheProvider.Fetch(): Corrupt file: " + key + " Error: " + exception);
+                    stream.DisposeSafely();
+                    return null;
+                }
+            }
+
+            return stream;
+        }
+
+        /// <summary>
+        /// Not implemented
+        /// </summary>
+        /// <param name="key">The source of the data, used as a key to retrieve data in the cache</param>
+        /// <param name="data">The data to cache as a byte array</param>
+        public void Store(string key, byte[] data)
+        {
+            //
+        }
+
+        /// <summary>
+        /// Returns a list of zip entries in a provided zip file
+        /// </summary>
+        public List<string> GetZipEntries(string zipFile)
+        {
+            var stream = _dataProvider.Fetch(zipFile);
+            if (stream == null)
+            {
+                throw new ArgumentException($"Failed to create source stream {zipFile}");
+            }
+            var entryNames = Compression.GetZipEntryFileNames(stream).ToList();
+            stream.DisposeSafely();
+
+            return entryNames;
+        }
+
+        /// <summary>
+        /// Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.
+        /// </summary>
+        public void Dispose()
+        {
+            _zipFile?.DisposeSafely();
+            _zipFileStream?.DisposeSafely();
+        }
+    }
+}