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 +1,111 @@
+/*
+ * 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.Market;
+using QuantConnect.Lean.Engine.DataFeeds;
+using QuantConnect.Lean.Engine.DataFeeds.Enumerators;
+
+namespace QuantConnect.Tests.Engine.DataFeeds.Enumerators
+{
+    [TestFixture]
+    public class FastForwardEnumeratorTests
+    {
+        [Test]
+        public void FastForwardsOldData()
+        {
+            var start = new DateTime(2015, 10, 10, 13, 0, 0);
+            var data = new List<Tick>
+            {
+                new Tick {Time = start.AddMinutes(-1)},
+                new Tick {Time = start.AddSeconds(-1)},
+                new Tick {Time = start.AddSeconds(0)},
+                new Tick {Time = start.AddSeconds(1)},
+            };
+
+            var timeProvider = new ManualTimeProvider(start, TimeZones.Utc);
+            var fastForward = new FastForwardEnumerator(data.GetEnumerator(), timeProvider, TimeZones.Utc, TimeSpan.FromSeconds(0.5));
+
+            Assert.IsTrue(fastForward.MoveNext());
+            Assert.AreEqual(start, fastForward.Current.Time);
+            fastForward.Dispose();
+        }
+        [Test]
+        public void FastForwardsOldDataAllowsEquals()
+        {
+            var start = new DateTime(2015, 10, 10, 13, 0, 0);
+            var data = new List<Tick>
+            {
+                new Tick {Time = start.AddMinutes(-1)},
+                new Tick {Time = start.AddSeconds(-1)},
+                new Tick {Time = start.AddSeconds(0)},
+                new Tick {Time = start.AddSeconds(1)},
+            };
+
+            var timeProvider = new ManualTimeProvider(start, TimeZones.Utc);
+            var fastForward = new FastForwardEnumerator(data.GetEnumerator(), timeProvider, TimeZones.Utc, TimeSpan.FromSeconds(1));
+
+            Assert.IsTrue(fastForward.MoveNext());
+            Assert.AreEqual(start.AddSeconds(-1), fastForward.Current.Time);
+            fastForward.Dispose();
+        }
+        [Test]
+        public void FiltersOutPastData()
+        {
+            var start = new DateTime(2015, 10, 10, 13, 0, 0);
+            var data = new List<Tick>
+            {
+                new Tick {Time = start.AddMinutes(-1)},
+                new Tick {Time = start.AddSeconds(-1)},
+                new Tick {Time = start.AddSeconds(1)},
+                new Tick {Time = start.AddSeconds(0)},
+                new Tick {Time = start.AddSeconds(2)}
+            };
+
+            var timeProvider = new ManualTimeProvider(start, TimeZones.Utc);
+            var fastForward = new FastForwardEnumerator(data.GetEnumerator(), timeProvider, TimeZones.Utc, TimeSpan.FromSeconds(0.5));
+
+            Assert.IsTrue(fastForward.MoveNext());
+            Assert.AreEqual(start.AddSeconds(1), fastForward.Current.Time);
+
+            Assert.IsTrue(fastForward.MoveNext());
+            Assert.AreEqual(start.AddSeconds(2), fastForward.Current.Time);
+            fastForward.Dispose();
+        }
+
+        [Test]
+        public void CurrentIsNullWhenEnumeratorReturnsFalse()
+        {
+            var start = new DateTime(2015, 10, 10, 13, 0, 0);
+            var data = new List<Tick>
+            {
+                new Tick {Time = start.AddSeconds(0)}
+            };
+
+            var timeProvider = new ManualTimeProvider(start, TimeZones.Utc);
+            var fastForward = new FastForwardEnumerator(data.GetEnumerator(), timeProvider, TimeZones.Utc, TimeSpan.FromSeconds(0.5));
+
+            Assert.IsTrue(fastForward.MoveNext());
+            Assert.IsNotNull(fastForward.Current);
+
+            Assert.IsFalse(fastForward.MoveNext());
+            Assert.IsNull(fastForward.Current);
+            fastForward.Dispose();
+        }
+    }
+}