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 +1,106 @@
+/*
+ * 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 NodaTime;
+using System.Linq;
+using QuantConnect.Data;
+using QuantConnect.Interfaces;
+using QuantConnect.Data.Market;
+using System.Collections.Generic;
+using QuantConnect.Data.Auxiliary;
+using QuantConnect.Lean.Engine.DataFeeds.Queues;
+
+namespace QuantConnect.Lean.Engine.HistoricalData
+{
+    /// <summary>
+    /// Provides FAKE implementation of <see cref="IHistoryProvider"/> used for testing. <see cref="FakeDataQueue"/>
+    /// </summary>
+    public class FakeHistoryProvider : HistoryProviderBase
+    {
+        private int _historyCount;
+
+        /// <summary>
+        /// Gets the total number of data points emitted by this history provider
+        /// </summary>
+        public override int DataPointCount => _historyCount;
+
+        /// <summary>
+        /// Initializes this history provider to work for the specified job
+        /// </summary>
+        /// <param name="parameters">The initialization parameters</param>
+        public override void Initialize(HistoryProviderInitializeParameters parameters)
+        {
+        }
+
+        /// <summary>
+        /// Gets the history for the requested securities
+        /// </summary>
+        /// <param name="requests">The historical data requests</param>
+        /// <param name="sliceTimeZone">The time zone used when time stamping the slice instances</param>
+        /// <returns>An enumerable of the slices of data covering the span specified in each request</returns>
+        public override IEnumerable<Slice> GetHistory(IEnumerable<HistoryRequest> requests, DateTimeZone sliceTimeZone)
+        {
+            var single = requests.FirstOrDefault();
+            if (single == null)
+            {
+                yield break;
+            }
+
+            var currentLocalTime = single.StartTimeLocal;
+            while (currentLocalTime < single.EndTimeLocal)
+            {
+                if (single.ExchangeHours.IsOpen(currentLocalTime, single.IncludeExtendedMarketHours))
+                {
+                    _historyCount++;
+
+                    BaseData data;
+                    if (single.DataType == typeof(TradeBar))
+                    {
+                        data = new TradeBar
+                        {
+                            Symbol = single.Symbol,
+                            Time = currentLocalTime,
+                            Open = _historyCount,
+                            Low = _historyCount,
+                            High = _historyCount,
+                            Close = _historyCount,
+                            Volume = _historyCount,
+                            Period = single.Resolution.ToTimeSpan()
+                        };
+                    }
+                    else if (single.DataType == typeof(QuoteBar))
+                    {
+                        data = new QuoteBar
+                        {
+                            Symbol = single.Symbol,
+                            Time = currentLocalTime,
+                            Ask = new Bar(_historyCount, _historyCount, _historyCount, _historyCount),
+                            Bid = new Bar(_historyCount, _historyCount, _historyCount, _historyCount),
+                            Period = single.Resolution.ToTimeSpan()
+                        };
+                    }
+                    else
+                    {
+                        yield break;
+                    }
+
+                    yield return new Slice(data.EndTime, new BaseData[] { data }, data.EndTime.ConvertFromUtc(single.ExchangeHours.TimeZone));
+                }
+
+                currentLocalTime = currentLocalTime.Add(single.Resolution.ToTimeSpan());
+            }
+        }
+    }
+}