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 QuantConnect.Data;
+
+namespace QuantConnect.Tests.Engine.DataFeeds
+{
+    /// <summary>
+    /// Custom data type that uses a remote file download
+    /// </summary>
+    public class CustomMockedFileBaseData : BaseData
+    {
+        private int _incrementsToAdd;
+        public static DateTime StartDate;
+
+        public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode)
+        {
+            var start = StartDate.AddTicks(config.Increment.Ticks * _incrementsToAdd++).ConvertFromUtc(config.DataTimeZone);
+            return new CustomMockedFileBaseData
+            {
+                Symbol = config.Symbol,
+                Time = start,
+                EndTime = start.Add(config.Increment),
+                Value = 10
+            };
+        }
+
+        public override SubscriptionDataSource GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode)
+        {
+            // using an already existing file, the file it self and its contents don't really matter. The reader will mock the values
+            return new SubscriptionDataSource("./TestData/spy_with_ichimoku.csv", SubscriptionTransportMedium.LocalFile, FileFormat.Csv);
+        }
+    }
+}