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.Linq;
+using NUnit.Framework;
+using QuantConnect.Util;
+using static QuantConnect.StringExtensions;
+
+namespace QuantConnect.Tests.Common.Util
+{
+    [TestFixture]
+    public class LeanDataPathComponentsTests
+    {
+        public sealed class Arguments
+        {
+            public Symbol Symbol { get; set; }
+            public DateTime Date { get; set; }
+            public Resolution Resolution { get; set; }
+            public TickType TickType { get; set; }
+            public string Market { get; set; }
+
+            public Arguments(Symbol symbol, DateTime date, Resolution resolution, string market, TickType tickType)
+            {
+                Symbol = symbol;
+                Date = date;
+                Resolution = resolution;
+                TickType = tickType;
+                Market = market;
+                if (symbol.ID.SecurityType != SecurityType.Option && (resolution == Resolution.Hour || resolution == Resolution.Daily))
+                {
+                    // for the time being this is true, eventually I'm sure we'd like to support hourly/daily quote data in other security types
+                    TickType = TickType.Trade;
+                }
+            }
+        }
+
+        private static TestCaseData[] GetTestCases()
+        {
+            var referenceDate = new DateTime(2016, 11, 1);
+
+            var tickTypes = Enum.GetValues(typeof(TickType)).Cast<TickType>();
+            var resolutions = Enum.GetValues(typeof (Resolution)).Cast<Resolution>();
+            var securityTypes = Enum.GetValues(typeof (SecurityType)).Cast<SecurityType>();
+            var markets = typeof (Market).GetFields().Where(f => f.IsLiteral && !f.IsInitOnly)
+                .Select(f => (string) f.GetValue(null));
+
+            var results = (
+                from securityType in securityTypes
+                where securityType != SecurityType.Commodity
+                from market in markets
+                from resolution in resolutions
+                from tickType in tickTypes
+                let date = resolution == Resolution.Hour || resolution == Resolution.Daily ? DateTime.MinValue : referenceDate
+                let name = Invariant($"{securityType}-{market}-{resolution}-{tickType}").ToLowerInvariant()
+                where TryInvoke(() => Symbol.Create(name, securityType, market))
+                let symbol = securityType != SecurityType.Option
+                    ? Symbol.Create(name, securityType, market)
+                    : Symbol.CreateOption(name, market, OptionStyle.American, default, 0, SecurityIdentifier.DefaultDate)
+                select new TestCaseData(new Arguments(symbol, date, resolution, market, tickType))
+                                .SetName(name)
+                ).ToArray();
+
+            return results;
+        }
+
+        [Test, TestCaseSource(nameof(GetTestCases))]
+        public void DecomposesAccordingToLeanDataFileGeneration(Arguments args)
+        {
+            var sourceString = LeanData.GenerateRelativeZipFilePath(args.Symbol, args.Date, args.Resolution, args.TickType);
+            var decomposed = LeanDataPathComponents.Parse(sourceString);
+
+            var expectedFileName = LeanData.GenerateZipFileName(args.Symbol, args.Date, args.Resolution, args.TickType);
+
+            Assert.AreEqual(args.Symbol, decomposed.Symbol);
+            Assert.AreEqual(args.Date, decomposed.Date);
+            Assert.AreEqual(expectedFileName, decomposed.Filename);
+            Assert.AreEqual(args.Symbol.ID.SecurityType, decomposed.SecurityType);
+            Assert.AreEqual(args.Symbol.ID.Market, decomposed.Market);
+            Assert.AreEqual(args.TickType, decomposed.TickType);
+            Assert.AreEqual(args.Market, decomposed.Market);
+        }
+
+        private static bool TryInvoke(Action action)
+        {
+            try
+            {
+                action();
+                return true;
+            }
+            catch
+            {
+                return false;
+                throw;
+            }
+        }
+    }
+}