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 +1,98 @@
+/*
+ * 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;
+
+namespace QuantConnect.Lean.Engine.DataFeeds
+{
+    /// <summary>
+    /// A time provider which updates 'now' time based on the current data emit time of all subscriptions
+    /// </summary>
+    /// <remarks>This class is not thread safe but there is no need for it to be since it's only consumed by the
+    /// <see cref="SubscriptionSynchronizer"/></remarks>
+    public class SubscriptionFrontierTimeProvider : ITimeProvider
+    {
+        private static readonly long MaxDateTimeTicks = DateTime.MaxValue.Ticks;
+        private DateTime _utcNow;
+        private readonly IDataFeedSubscriptionManager _subscriptionManager;
+
+        /// <summary>
+        /// Creates a new instance of the SubscriptionFrontierTimeProvider
+        /// </summary>
+        /// <param name="utcNow">Initial UTC now time</param>
+        /// <param name="subscriptionManager">Subscription manager. Will be used to obtain current subscriptions</param>
+        public SubscriptionFrontierTimeProvider(DateTime utcNow, IDataFeedSubscriptionManager subscriptionManager)
+        {
+            _utcNow = utcNow;
+            _subscriptionManager = subscriptionManager;
+        }
+
+        /// <summary>
+        /// Gets the current time in UTC
+        /// </summary>
+        /// <returns>The current time in UTC</returns>
+        public DateTime GetUtcNow()
+        {
+            UpdateCurrentTime();
+            return _utcNow;
+        }
+
+        /// <summary>
+        /// Sets the current time calculated as the minimum current data emit time of all the subscriptions.
+        /// If there are no subscriptions current time will remain unchanged
+        /// </summary>
+        private void UpdateCurrentTime()
+        {
+            long earlyBirdTicks = MaxDateTimeTicks;
+            foreach (var subscription in _subscriptionManager.DataFeedSubscriptions)
+            {
+                // this if should just be 'subscription.Current == null' but its affected by GH issue 3914
+                if (// this is a data subscription we just added
+                    // lets move it next to find the initial emit time
+                    subscription.Current == null
+                    && !subscription.IsUniverseSelectionSubscription
+                    && subscription.UtcStartTime == _utcNow
+                    ||
+                    // UserDefinedUniverse, through the AddData calls
+                    // will add new universe selection data points when is has too
+                    // so lets move it next to check if there is any
+                    subscription.Current == null
+                    && subscription.IsUniverseSelectionSubscription)
+                {
+                    subscription.MoveNext();
+                }
+
+                if (subscription.Current != null)
+                {
+                    if (earlyBirdTicks == MaxDateTimeTicks)
+                    {
+                        earlyBirdTicks = subscription.Current.EmitTimeUtc.Ticks;
+                    }
+                    else
+                    {
+                        // take the earliest between the next piece of data or the current earliest bird
+                        earlyBirdTicks = Math.Min(earlyBirdTicks, subscription.Current.EmitTimeUtc.Ticks);
+                    }
+                }
+            }
+
+            if (earlyBirdTicks != MaxDateTimeTicks)
+            {
+                _utcNow = new DateTime(Math.Max(earlyBirdTicks, _utcNow.Ticks), DateTimeKind.Utc);
+            }
+        }
+    }
+}