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 NUnit.Framework;
+using QuantConnect.Data;
+using QuantConnect.Data.Auxiliary;
+using QuantConnect.Data.Market;
+using QuantConnect.Interfaces;
+using QuantConnect.Lean.Engine.DataFeeds.Enumerators;
+using QuantConnect.Tests.Common.Securities;
+
+namespace QuantConnect.Tests.Engine.DataFeeds.Enumerators
+{
+    [TestFixture]
+    public class AuxiliaryDataEnumeratorTests
+    {
+        private SubscriptionDataConfig _config;
+        private TestTradableDayNotifier _tradableDayNotifier;
+        private Delisting _delistingEvent;
+
+        [SetUp]
+        public void Setup()
+        {
+            _config = SecurityTests.CreateTradeBarConfig();
+            _tradableDayNotifier = new TestTradableDayNotifier();
+            _tradableDayNotifier.Symbol = _config.Symbol;
+            _delistingEvent = new Delisting(_config.Symbol, new DateTime(2009, 1, 1), 1, DelistingType.Delisted);
+        }
+
+        [Test]
+        public void IsSetToNullIfNoDataAlwaysReturnsTrue()
+        {
+            var eventProvider = new TestableEventProvider();
+            var enumerator = new AuxiliaryDataEnumerator(
+                _config,
+                null,
+                null,
+                new ITradableDateEventProvider[] { eventProvider },
+                _tradableDayNotifier,
+                DateTime.UtcNow
+            );
+
+            eventProvider.Data.Enqueue(_delistingEvent);
+            _tradableDayNotifier.TriggerEvent();
+
+            Assert.Null(enumerator.Current);
+
+            Assert.IsTrue(enumerator.MoveNext());
+            Assert.NotNull(enumerator.Current);
+            Assert.AreEqual(_delistingEvent, enumerator.Current);
+
+            Assert.IsTrue(enumerator.MoveNext());
+            Assert.Null(enumerator.Current);
+
+            Assert.IsTrue(enumerator.MoveNext());
+            Assert.Null(enumerator.Current);
+
+            enumerator.Dispose();
+        }
+    }
+
+    class TestableEventProvider : ITradableDateEventProvider
+    {
+        public readonly Queue<BaseData> Data = new Queue<BaseData>();
+
+        public IEnumerable<BaseData> GetEvents(NewTradableDateEventArgs eventArgs)
+        {
+            yield return Data.Dequeue();
+        }
+
+        public void Initialize(SubscriptionDataConfig config, IFactorFileProvider factorFileProvider, IMapFileProvider mapFileProvider, DateTime startTime)
+        {
+        }
+    }
+
+    class TestTradableDayNotifier : ITradableDatesNotifier
+    {
+        public event EventHandler<NewTradableDateEventArgs> NewTradableDate;
+        public DateTime TradableDate { get; set; }
+        public BaseData LastBaseData { get; set; }
+        public Symbol Symbol { get; set; }
+
+        public void TriggerEvent()
+        {
+            NewTradableDate?.Invoke(this, new NewTradableDateEventArgs(TradableDate, LastBaseData, Symbol, null));
+        }
+    }
+}