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 +1,91 @@
+/*
+ * 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.Collections.Generic;
+using NUnit.Framework;
+using QuantConnect.Data;
+using QuantConnect.Data.Consolidators;
+using QuantConnect.Data.Market;
+
+namespace QuantConnect.Tests.Common.Securities
+{
+    [TestFixture]
+    public class SubscriptionDataConfigTests
+    {
+        [Test]
+        public void UsesValueEqualsSemantics()
+        {
+            var config1 = new SubscriptionDataConfig(typeof(TradeBar), Symbols.SPY, Resolution.Minute, TimeZones.NewYork, TimeZones.NewYork, false, false, false, false, TickType.Trade, false);
+            var config2 = new SubscriptionDataConfig(config1);
+            Assert.AreEqual(config1, config2);
+        }
+
+        [Test]
+        public void UsedAsDictionaryKey()
+        {
+            var set = new HashSet<SubscriptionDataConfig>();
+            var config1 = new SubscriptionDataConfig(typeof(TradeBar), Symbols.SPY, Resolution.Minute, TimeZones.NewYork, TimeZones.NewYork, false, false, false, false, TickType.Trade, false);
+            Assert.IsTrue(set.Add(config1));
+            var config2 = new SubscriptionDataConfig(config1);
+            Assert.IsFalse(set.Add(config2));
+        }
+
+        [Test]
+        public void CanRemoveConsolidatorWhileEnumeratingList()
+        {
+            var config = new SubscriptionDataConfig(typeof(TradeBar), Symbols.SPY, Resolution.Minute, TimeZones.NewYork, TimeZones.NewYork, false, false, false, false, TickType.Trade, false);
+            var consolidator1 = new TradeBarConsolidator(1);
+            var consolidator2 = new TradeBarConsolidator(2);
+            config.Consolidators.Add(consolidator1);
+            config.Consolidators.Add(consolidator2);
+            foreach (var consolidator in config.Consolidators)
+            {
+                Assert.DoesNotThrow(() => config.Consolidators.Remove(consolidator));
+            }
+        }
+
+        [TestCase(1, 0, DataMappingMode.OpenInterest, DataMappingMode.OpenInterest)]
+        [TestCase(0, 0, DataMappingMode.OpenInterest, DataMappingMode.FirstDayMonth)]
+        public void NotEqualsMappingAndOffset(int offsetA, int offsetB, DataMappingMode mappingModeA, DataMappingMode mappingModeB)
+        {
+            var configA = new SubscriptionDataConfig(typeof(TradeBar), Symbols.SPY, Resolution.Minute, TimeZones.NewYork,
+                TimeZones.NewYork, false, false, false, dataMappingMode: mappingModeA, contractDepthOffset: (uint)offsetA);
+            var configB = new SubscriptionDataConfig(configA, dataMappingMode: mappingModeB, contractDepthOffset: (uint)offsetB);
+
+            Assert.AreNotEqual(configA, configB);
+            Assert.AreNotEqual(configA.GetHashCode(), configB.GetHashCode());
+        }
+
+        [TestCase(false)]
+        [TestCase(true)]
+        public void EqualityMapped(bool mapped)
+        {
+            var configA = new SubscriptionDataConfig(typeof(TradeBar), Symbols.SPY, Resolution.Minute, TimeZones.NewYork,
+                TimeZones.NewYork, false, false, false);
+            var configB = new SubscriptionDataConfig(configA, mappedConfig: mapped);
+
+            if (mapped)
+            {
+                Assert.AreNotEqual(configA, configB);
+                Assert.AreNotEqual(configA.GetHashCode(), configB.GetHashCode());
+            }
+            else
+            {
+                Assert.AreEqual(configA, configB);
+                Assert.AreEqual(configA.GetHashCode(), configB.GetHashCode());
+            }
+        }
+    }
+}