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.ComponentModel.Composition;
+using QuantConnect.Data.UniverseSelection;
+using QuantConnect.Interfaces;
+using QuantConnect.Lean.Engine.Results;
+using QuantConnect.Packets;
+using QuantConnect.Scheduling;
+
+namespace QuantConnect.Lean.Engine.RealTime
+{
+    /// <summary>
+    /// Real time event handler, trigger functions at regular or pretimed intervals
+    /// </summary>
+    [InheritedExport(typeof(IRealTimeHandler))]
+    public interface IRealTimeHandler : IEventSchedule
+    {
+        /// <summary>
+        /// Thread status flag.
+        /// </summary>
+        bool IsActive
+        {
+            get;
+        }
+
+        /// <summary>
+        /// Initializes the real time handler for the specified algorithm and job
+        /// </summary>
+        void Setup(IAlgorithm algorithm, AlgorithmNodePacket job, IResultHandler resultHandler, IApi api, IIsolatorLimitResultProvider isolatorLimitProvider);
+
+        /// <summary>
+        /// Set the current time for the event scanner (so we can use same code for backtesting and live events)
+        /// </summary>
+        /// <param name="time">Current real or backtest time.</param>
+        void SetTime(DateTime time);
+
+        /// <summary>
+        /// Scan for past events that didn't fire because there was no data at the scheduled time.
+        /// </summary>
+        /// <param name="time">Current time.</param>
+        void ScanPastEvents(DateTime time);
+
+        /// <summary>
+        /// Trigger and exit signal to terminate real time event scanner.
+        /// </summary>
+        void Exit();
+
+        /// <summary>
+        /// Event fired each time that we add/remove securities from the data feed
+        /// </summary>
+        void OnSecuritiesChanged(SecurityChanges changes);
+    }
+}