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 NUnit.Framework;
+using QuantConnect.Data;
+using System;
+using System.Collections.Generic;
+using System.Threading;
+
+namespace QuantConnect.Tests.Common.Data
+{
+    [TestFixture]
+    public class DividendYieldProviderTests
+    {
+        // Without a price:
+        [TestCase("19700306", null, 0.0)]           // Date in before the first date in file
+        [TestCase("20191107", null, 0.0118177)]     // Dividend on this date
+        [TestCase("20191108", null, 0.0118177)]     // Same dividend yield is fill-forwarded for every day until next dividend
+        [TestCase("20200205", null, 0.0118177)]
+        [TestCase("20200206", null, 0.0118177)]
+        [TestCase("20200207", null, 0.0094708)]     // Dividend on this date
+        [TestCase("20200208", null, 0.0094708)]
+        [TestCase("20210203", null, 0.0067840)]
+        [TestCase("20210204", null, 0.0067840)]
+        [TestCase("20210205", null, 0.0059684)]     // Dividend on this date
+        [TestCase("20210208", null, 0.0059684)]
+        [TestCase("20210209", null, 0.0059684)]
+        [TestCase("20491231", null, 0.0059684)]     // Date in far future, assuming same rate
+        // With price:
+        [TestCase("19700306", 1.0, 0.0)]            // Date in before the first date in file
+        [TestCase("20191107", 257.24, 0.0118177)]   // Dividend on this date
+        [TestCase("20191108", 259.43, 0.0117179)]
+        [TestCase("20200205", 318.85, 0.0095342)]
+        [TestCase("20200206", 321.45, 0.0094571)]
+        [TestCase("20200207", 325.21, 0.0094708)]   // Dividend on this date
+        [TestCase("20200210", 320.03, 0.0096240)]
+        [TestCase("20210203", 134.99, 0.0059819)]
+        [TestCase("20210204", 133.94, 0.0060288)]
+        [TestCase("20210205", 137.39, 0.0059684)]   // Dividend on this date
+        [TestCase("20210208", 136.76, 0.0059959)]
+        [TestCase("20210209", 136.91, 0.0059893)]   // Date in far future, assuming same rate
+        public void GetDividendYieldRate(string dateString, double? price, double expected)
+        {
+            var symbol = Symbols.AAPL;
+            var provider = new DividendYieldProvider(symbol);
+            var dateTime = Parse.DateTimeExact(dateString, "yyyyMMdd");
+            var result = price.HasValue
+                ? provider.GetDividendYield(dateTime, Convert.ToDecimal(price.Value))
+                : provider.GetDividendYield(dateTime);
+
+            Assert.AreEqual(expected, (double)result, 1e-7);
+        }
+
+        [TestCase("19700101", 0.0)]   // Date before Time.Start
+        [TestCase("20200101", 0.0)]
+        [TestCase("20500101", 0.0)]   // Date in far future
+        public void GetDividendYieldWithoutFactorFile(string dateString, decimal expected)
+        {
+            var symbol = Symbols.EURUSD;
+            var provider = new DividendYieldProvider(symbol);
+            var dateTime = Parse.DateTimeExact(dateString, "yyyyMMdd");
+            var result = provider.GetDividendYield(dateTime);
+
+            Assert.AreEqual(expected, result);
+        }
+
+        [Test]
+        public void CacheIsCleared()
+        {
+            var symbol = Symbols.AAPL;
+            using var fileProviderTest = new DividendYieldProviderTest(symbol);
+
+            fileProviderTest.GetDividendYield(new DateTime(2020, 1, 1));
+            var fetchCount = fileProviderTest.FetchCount;
+            Thread.Sleep(1);
+            fileProviderTest.GetDividendYield(new DateTime(2020, 1, 1));
+            Assert.AreEqual(fetchCount, fileProviderTest.FetchCount);
+
+            var counter = 0;
+            while (counter++ < 10)
+            {
+                fileProviderTest.GetDividendYield(new DateTime(2020, 1, 1));
+                if (fileProviderTest.FetchCount <= fetchCount)
+                {
+                    Thread.Sleep(250);
+                }
+                else
+                {
+                    break;
+                }
+            }
+            Assert.Less(counter, 10);
+        }
+
+        [Test]
+        public void AnotherSymbolCall()
+        {
+            using var fileProviderTest = new DividendYieldProviderTest(Symbol.Create("TEST_A", SecurityType.Equity, QuantConnect.Market.USA));
+
+            var applYield = fileProviderTest.GetDividendYield(new DateTime(2020, 1, 1));
+            Assert.AreEqual(1, fileProviderTest.FetchCount);
+
+            using var fileProviderTest2 = new DividendYieldProviderTest(Symbol.Create("TEST_B", SecurityType.Equity, QuantConnect.Market.USA));
+
+            var spyYield = fileProviderTest2.GetDividendYield(new DateTime(2020, 1, 1));
+            Assert.AreEqual(1, fileProviderTest2.FetchCount);
+        }
+
+        private class DividendYieldProviderTest : DividendYieldProvider, IDisposable
+        {
+            public int FetchCount { get; set; }
+
+            protected override TimeSpan CacheRefreshPeriod => TimeSpan.FromSeconds(1);
+
+            public DividendYieldProviderTest(Symbol symbol)
+                : base(symbol)
+            {
+            }
+
+            protected override List<BaseData> LoadCorporateEvents(Symbol symbol)
+            {
+                FetchCount++;
+                return base.LoadCorporateEvents(symbol);
+            }
+
+            public void Reset()
+            {
+                try
+                {
+                    // stop the refresh task
+                    var task = DividendYieldProvider._cacheClearTask;
+                    DividendYieldProvider._cacheClearTask = null;
+                    task.Dispose();
+                }
+                catch
+                {
+                }
+            }
+
+            public void Dispose()
+            {
+                Reset();
+            }
+        }
+    }
+}