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 NodaTime;
+using NUnit.Framework;
+using QuantConnect.Data;
+using QuantConnect.Data.Custom.IconicTypes;
+using QuantConnect.Data.Market;
+using QuantConnect.Securities;
+
+namespace QuantConnect.Tests.Common.Securities
+{
+    [TestFixture]
+    public class SecurityCacheProviderTests : ISecurityProvider
+    {
+        private SecurityCacheProvider _cacheProvider;
+        private Dictionary<Symbol, Security> _securities;
+        
+        [SetUp]
+        public void Setup()
+        {
+            _securities = new Dictionary<Symbol, Security>();
+            _cacheProvider = new SecurityCacheProvider(this);
+        }
+
+        [Test]
+        public void InitialStateCase()
+        {
+            var cache = _cacheProvider.GetSecurityCache(Symbols.SPY);
+            Assert.IsNotNull(cache);
+        }
+
+        [Test]
+        public void ExistingCustom()
+        {
+            // add custom data
+            var baseSymbol = Symbol.CreateBase(typeof(UnlinkedData), Symbols.SPY, Market.USA);
+            var baseCache = _cacheProvider.GetSecurityCache(baseSymbol);
+            var baseSecurity = new Security(
+                baseSymbol,
+                SecurityExchangeHours.AlwaysOpen(DateTimeZone.Utc),
+                new Cash("USA", 0m, 1m), 
+                SymbolProperties.GetDefault("USA"),
+                new IdentityCurrencyConverter("USA"), 
+                RegisteredSecurityDataTypesProvider.Null,
+                baseCache);
+            _securities.Add(baseSymbol, baseSecurity);
+            // add some data to its cache
+            var dataToStore = new List<TradeBar>
+            {
+                new TradeBar(DateTime.UtcNow, Symbols.SPY, 10m, 20m, 5m, 15m, 10000)
+            };
+            baseCache.StoreData(dataToStore, typeof(TradeBar));
+
+            // add the underlying of the custom data
+            var underlyingCache = _cacheProvider.GetSecurityCache(Symbols.SPY);
+
+            IReadOnlyList<BaseData> data;
+            // we expect it to have the data for the custom data cache
+            Assert.IsTrue(underlyingCache.TryGetValue(typeof(TradeBar), out data));
+            Assert.AreEqual(dataToStore, data);
+
+            // we add some data to the custom cache
+            var newData = new List<UnlinkedData> {new UnlinkedData()};
+            baseCache.StoreData(newData, typeof(UnlinkedData));
+
+            // the data should also be in the underlying cache
+            Assert.AreEqual(newData, underlyingCache.GetAll<UnlinkedData>());
+        }
+
+        [Test]
+        public void ExistingUnderlying()
+        {
+            // add underlying
+            var underlyingCache = _cacheProvider.GetSecurityCache(Symbols.SPY);
+            var underlyingSecurity = new Security(
+                Symbols.SPY,
+                SecurityExchangeHours.AlwaysOpen(DateTimeZone.Utc),
+                new Cash("USA", 0m, 1m),
+                SymbolProperties.GetDefault("USA"),
+                new IdentityCurrencyConverter("USA"),
+                RegisteredSecurityDataTypesProvider.Null,
+                underlyingCache);
+            _securities.Add(Symbols.SPY, underlyingSecurity);
+
+            // add base using underlying
+            var baseSymbol = Symbol.CreateBase(typeof(UnlinkedData), Symbols.SPY, Market.USA);
+            var baseCache = _cacheProvider.GetSecurityCache(baseSymbol);
+
+            // we store data in the underlying cache and expect it to be available through the base cache too
+            var dataToStore = new List<TradeBar> {
+                new TradeBar(DateTime.UtcNow, Symbols.SPY, 10m, 20m, 5m, 15m, 10000)
+            };
+            underlyingCache.StoreData(dataToStore, typeof(TradeBar));
+
+            IReadOnlyList<BaseData> data;
+            Assert.IsTrue(baseCache.TryGetValue(typeof(TradeBar), out data));
+            Assert.AreEqual(dataToStore, data);
+
+            // we store data in the base cache and expect it to be available through the underlying cache too
+            var newData = new List<UnlinkedData> { new UnlinkedData() };
+            baseCache.StoreData(newData, typeof(UnlinkedData));
+
+            // the data should also be in the underlying cache
+            Assert.AreEqual(newData, underlyingCache.GetAll<UnlinkedData>());
+        }
+
+        public Security GetSecurity(Symbol symbol)
+        {
+            if (_securities.ContainsKey(symbol))
+            {
+                return _securities[symbol];
+            }
+
+            return null;
+        }
+    }
+}