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 +1,99 @@
+/*
+ * 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 NodaTime;
+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 FrontierAwareEnumeratorTests
+    {
+        [Test]
+        public void ReturnsTrueWhenNextDataIsAheadOfFrontier()
+        {
+            var currentTime = new DateTime(2015, 10, 13);
+            var timeProvider = new ManualTimeProvider(currentTime);
+            var underlying = new List<Tick>
+            {
+                new Tick {Time = currentTime.AddSeconds(1)}
+            };
+
+            var offsetProvider = new TimeZoneOffsetProvider(DateTimeZone.Utc, new DateTime(2015, 1, 1), new DateTime(2016, 1, 1));
+            var frontierAware = new FrontierAwareEnumerator(underlying.GetEnumerator(), timeProvider, offsetProvider);
+
+            Assert.IsTrue(frontierAware.MoveNext());
+            Assert.IsNull(frontierAware.Current);
+            frontierAware.Dispose();
+        }
+
+        [Test]
+        public void YieldsDataWhenFrontierPasses()
+        {
+            var currentTime = new DateTime(2015, 10, 13);
+            var timeProvider = new ManualTimeProvider(currentTime);
+            var underlying = new List<Tick>
+            {
+                new Tick {Time = currentTime.AddSeconds(1)}
+            };
+
+            var offsetProvider = new TimeZoneOffsetProvider(DateTimeZone.Utc, new DateTime(2015, 1, 1), new DateTime(2016, 1, 1));
+            var frontierAware = new FrontierAwareEnumerator(underlying.GetEnumerator(), timeProvider, offsetProvider);
+
+            timeProvider.AdvanceSeconds(1);
+
+            Assert.IsTrue(frontierAware.MoveNext());
+            Assert.IsNotNull(frontierAware.Current);
+            Assert.AreEqual(underlying[0], frontierAware.Current);
+            frontierAware.Dispose();
+        }
+
+        [Test]
+        public void YieldsFutureDataAtCorrectTime()
+        {
+            var currentTime = new DateTime(2015, 10, 13);
+            var timeProvider = new ManualTimeProvider(currentTime);
+            var underlying = new List<Tick>
+            {
+                new Tick {Time = currentTime.AddSeconds(10)}
+            };
+
+            var offsetProvider = new TimeZoneOffsetProvider(DateTimeZone.Utc, new DateTime(2015, 1, 1), new DateTime(2016, 1, 1));
+            var frontierAware = new FrontierAwareEnumerator(underlying.GetEnumerator(), timeProvider, offsetProvider);
+
+            for (int i = 0; i < 10; i++)
+            {
+                timeProvider.AdvanceSeconds(1);
+                Assert.IsTrue(frontierAware.MoveNext());
+                if (i < 9)
+                {
+                    Assert.IsNull(frontierAware.Current);
+                }
+                else
+                {
+                    Assert.IsNotNull(frontierAware.Current);
+                    Assert.AreEqual(underlying[0], frontierAware.Current);
+                }
+            }
+            frontierAware.Dispose();
+        }
+    }
+}