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;
+using System.Collections.Generic;
+using QuantConnect.Data;
+
+namespace QuantConnect.Lean.Engine.DataFeeds
+{
+    /// <summary>
+    /// Transport type for algorithm update data. This is intended to provide a
+    /// list of base data used to perform updates against the specified target
+    /// </summary>
+    /// <typeparam name="T">The target type</typeparam>
+    public class UpdateData<T>
+    {
+        /// <summary>
+        /// Flag indicating whether <see cref="Data"/> contains any fill forward bar or not
+        /// </summary>
+        /// <remarks>This is useful for performance, it allows consumers to skip re enumerating the entire data
+        /// list to filter any fill forward data</remarks>
+        public bool? ContainsFillForwardData { get; init; }
+
+        /// <summary>
+        /// The target, such as a security or subscription data config
+        /// </summary>
+        public T Target { get; init; }
+
+        /// <summary>
+        /// The data used to update the target
+        /// </summary>
+        public IReadOnlyList<BaseData> Data { get; init; }
+
+        /// <summary>
+        /// The type of data in the data list
+        /// </summary>
+        public Type DataType { get; init; }
+
+        /// <summary>
+        /// True if this update data corresponds to an internal subscription
+        /// such as currency or security benchmark
+        /// </summary>
+        public bool IsInternalConfig { get; init; }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="UpdateData{T}"/> class
+        /// </summary>
+        /// <param name="target">The end consumer/user of the dat</param>
+        /// <param name="dataType">The type of data in the list</param>
+        /// <param name="data">The update data</param>
+        /// <param name="isInternalConfig">True if this update data corresponds to an internal subscription
+        /// such as currency or security benchmark</param>
+        /// <param name="containsFillForwardData">True if this update data contains fill forward bars</param>
+        public UpdateData(T target, Type dataType, IReadOnlyList<BaseData> data, bool isInternalConfig, bool? containsFillForwardData = null)
+        {
+            Target = target;
+            Data = data;
+            DataType = dataType;
+            IsInternalConfig = isInternalConfig;
+            ContainsFillForwardData = containsFillForwardData;
+        }
+    }
+}