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 +1,147 @@
+/*
+ * 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.IO;
+using Ionic.Zip;
+using QuantConnect.Interfaces;
+using System.Collections.Generic;
+using System.Linq;
+using System;
+
+namespace QuantConnect.Lean.Engine.DataFeeds.Transport
+{
+    /// <summary>
+    /// Represents a stream reader capable of reading lines from disk
+    /// </summary>
+    public class LocalFileSubscriptionStreamReader : IStreamReader
+    {
+        private readonly ZipFile _zipFile;
+
+        /// <summary>
+        /// Gets whether or not this stream reader should be rate limited
+        /// </summary>
+        public bool ShouldBeRateLimited => false;
+
+        /// <summary>
+        /// Direct access to the StreamReader instance
+        /// </summary>
+        public StreamReader StreamReader { get; private set; }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="LocalFileSubscriptionStreamReader"/> class.
+        /// </summary>
+        /// <param name="dataCacheProvider">The <see cref="IDataCacheProvider"/> used to retrieve a stream of data</param>
+        /// <param name="source">The local file to be read</param>
+        /// <param name="entryName">Specifies the zip entry to be opened. Leave null if not applicable,
+        /// or to open the first zip entry found regardless of name</param>
+        public LocalFileSubscriptionStreamReader(IDataCacheProvider dataCacheProvider, string source, string entryName = null)
+        {
+            var stream = dataCacheProvider.Fetch(source);
+
+            if (stream != null)
+            {
+                StreamReader = new StreamReader(stream);
+            }
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="LocalFileSubscriptionStreamReader"/> class.
+        /// </summary>
+        /// <param name="dataCacheProvider">The <see cref="IDataCacheProvider"/> used to retrieve a stream of data</param>
+        /// <param name="source">The local file to be read</param>
+        /// <param name="startingPosition">The position in the stream from which to start reading</param>
+        public LocalFileSubscriptionStreamReader(IDataCacheProvider dataCacheProvider, string source, long startingPosition)
+        {
+            var stream = dataCacheProvider.Fetch(source);
+
+            if (stream != null)
+            {
+                StreamReader = new StreamReader(stream);
+
+                if (startingPosition != 0)
+                {
+                    StreamReader.BaseStream.Seek(startingPosition, SeekOrigin.Begin);
+                }
+            }
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="LocalFileSubscriptionStreamReader"/> class.
+        /// </summary>
+        /// <param name="zipFile">The local zip archive to be read</param>
+        /// <param name="entryName">Specifies the zip entry to be opened. Leave null if not applicable,
+        /// or to open the first zip entry found regardless of name</param>
+        public LocalFileSubscriptionStreamReader(ZipFile zipFile, string entryName = null)
+        {
+            _zipFile = zipFile;
+            var entry = _zipFile.Entries.FirstOrDefault(x => entryName == null || string.Compare(x.FileName, entryName, StringComparison.OrdinalIgnoreCase) == 0);
+            if (entry != null)
+            {
+                var stream = new MemoryStream();
+                entry.OpenReader().CopyTo(stream);
+                stream.Position = 0;
+                StreamReader = new StreamReader(stream);
+            }
+        }
+
+        /// <summary>
+        /// Returns the list of zip entries if local file stream reader is reading zip archive
+        /// </summary>
+        public IEnumerable<string> EntryFileNames
+        {
+            get
+            {
+                return _zipFile != null ? _zipFile.Entries.Select(x => x.FileName).ToList() : Enumerable.Empty<string>();
+            }
+        }
+
+        /// <summary>
+        /// Gets <see cref="SubscriptionTransportMedium.LocalFile"/>
+        /// </summary>
+        public SubscriptionTransportMedium TransportMedium
+        {
+            get { return SubscriptionTransportMedium.LocalFile; }
+        }
+
+        /// <summary>
+        /// Gets whether or not there's more data to be read in the stream
+        /// </summary>
+        public bool EndOfStream
+        {
+            get { return StreamReader == null || StreamReader.EndOfStream; }
+        }
+
+        /// <summary>
+        /// Gets the next line/batch of content from the stream
+        /// </summary>
+        public string ReadLine()
+        {
+            return StreamReader.ReadLine();
+        }
+
+        /// <summary>
+        /// Disposes of the stream
+        /// </summary>
+        public void Dispose()
+        {
+            if (StreamReader != null)
+            {
+                StreamReader.Dispose();
+                StreamReader = null;
+            }
+        }
+    }
+}