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 QuantConnect.Interfaces;
+using QuantConnect.Util;
+
+namespace QuantConnect.Lean.Engine.DataFeeds.Transport
+{
+    /// <summary>
+    /// Represents a stream reader capable of reading lines from the object store
+    /// </summary>
+    public class ObjectStoreSubscriptionStreamReader : IStreamReader
+    {
+        private IObjectStore _objectStore;
+        private string _key;
+        private StreamReader _streamReader;
+
+        /// <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
+            {
+                if (_streamReader == null && !string.IsNullOrEmpty(_key) && _objectStore.ContainsKey(_key))
+                {
+                    var data = _objectStore.ReadBytes(_key);
+                    var stream = new MemoryStream(data);
+
+                    if (_key.EndsWith(".zip", StringComparison.InvariantCulture))
+                    {
+                        using var zipFile = ZipFile.Read(stream);
+                        // we only support single file zip files for now
+                        var zipEntry = zipFile[0];
+                        var tempStream = new MemoryStream();
+                        zipEntry.Extract(tempStream);
+                        tempStream.Position = 0;
+                        _streamReader = new StreamReader(tempStream);
+
+                        stream.DisposeSafely();
+                    }
+                    else
+                    {
+                        _streamReader = new StreamReader(stream);
+                    }
+                }
+
+                return _streamReader;
+            }
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="ObjectStoreSubscriptionStreamReader"/> class.
+        /// </summary>
+        /// <param name="objectStore">The <see cref="IObjectStore"/> used to retrieve a stream of data</param>
+        /// <param name="key">The object store key the data should be fetched from</param>
+        public ObjectStoreSubscriptionStreamReader(IObjectStore objectStore, string key)
+        {
+            _objectStore = objectStore;
+            _key = key;
+        }
+
+        /// <summary>
+        /// Gets <see cref="SubscriptionTransportMedium.LocalFile"/>
+        /// </summary>
+        public SubscriptionTransportMedium TransportMedium
+        {
+            get { return SubscriptionTransportMedium.ObjectStore; }
+        }
+
+        /// <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;
+            }
+        }
+    }
+}