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 +1,130 @@
+/*
+ * 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 QuantConnect.Interfaces;
+using QuantConnect.Logging;
+using QuantConnect.Notifications;
+using QuantConnect.Packets;
+using QuantConnect.Util;
+using System;
+using System.Linq;
+
+namespace QuantConnect.Messaging
+{
+    /// <summary>
+    /// Local/desktop implementation of messaging system for Lean Engine.
+    /// </summary>
+    public class Messaging : IMessagingHandler
+    {
+        /// <summary>
+        /// This implementation ignores the <seealso cref="HasSubscribers"/> flag and
+        /// instead will always write to the log.
+        /// </summary>
+        public bool HasSubscribers
+        {
+            get;
+            set;
+        }
+
+        /// <summary>
+        /// Initialize the messaging system
+        /// </summary>
+        /// <param name="initializeParameters">The parameters required for initialization</param>
+        public void Initialize(MessagingHandlerInitializeParameters initializeParameters)
+        {
+            //
+        }
+
+        /// <summary>
+        /// Set the messaging channel
+        /// </summary>
+        public virtual void SetAuthentication(AlgorithmNodePacket job)
+        {
+        }
+
+        /// <summary>
+        /// Send a generic base packet without processing
+        /// </summary>
+        public virtual void Send(Packet packet)
+        {
+            switch (packet.Type)
+            {
+                case PacketType.Debug:
+                    var debug = (DebugPacket)packet;
+                    Log.Trace("Debug: " + debug.Message);
+                    break;
+
+                case PacketType.SystemDebug:
+                    var systemDebug = (SystemDebugPacket)packet;
+                    Log.Trace("Debug: " + systemDebug.Message);
+                    break;
+
+                case PacketType.Log:
+                    var log = (LogPacket)packet;
+                    Log.Trace("Log: " + log.Message);
+                    break;
+
+                case PacketType.RuntimeError:
+                    var runtime = (RuntimeErrorPacket)packet;
+                    var rstack = (!string.IsNullOrEmpty(runtime.StackTrace) ? (Environment.NewLine + " " + runtime.StackTrace) : string.Empty);
+                    Log.Error(runtime.Message + rstack);
+                    break;
+
+                case PacketType.HandledError:
+                    var handled = (HandledErrorPacket)packet;
+                    var hstack = (!string.IsNullOrEmpty(handled.StackTrace) ? (Environment.NewLine + " " + handled.StackTrace) : string.Empty);
+                    Log.Error(handled.Message + hstack);
+                    break;
+
+                case PacketType.AlphaResult:
+                    break;
+
+                case PacketType.BacktestResult:
+                    var result = (BacktestResultPacket)packet;
+
+                    if (result.Progress == 1)
+                    {
+                        var orderHash = result.Results.Orders.GetHash();
+                        result.Results.Statistics.Add("OrderListHash", orderHash);
+
+                        var statisticsStr = $"{Environment.NewLine}" +
+                            $"{string.Join(Environment.NewLine, result.Results.Statistics.Select(x => $"STATISTICS:: {x.Key} {x.Value}"))}";
+                        Log.Trace(statisticsStr);
+                    }
+                    break;
+            }
+        }
+
+        /// <summary>
+        /// Send any notification with a base type of Notification.
+        /// </summary>
+        public void SendNotification(Notification notification)
+        {
+            if (!notification.CanSend())
+            {
+                Log.Error("Messaging.SendNotification(): Send not implemented for notification of type: " + notification.GetType().Name);
+                return;
+            }
+            notification.Send();
+        }
+
+        /// <summary>
+        /// Dispose of any resources
+        /// </summary>
+        public void Dispose()
+        {
+        }
+    }
+}