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 +1,69 @@
+/*
+ * 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 NUnit.Framework;
+using System.Threading;
+using QuantConnect.Data;
+using QuantConnect.Logging;
+using System.Collections.Generic;
+using QuantConnect.Lean.Engine.DataFeeds;
+using QuantConnect.Lean.Engine.DataFeeds.Queues;
+
+namespace QuantConnect.Tests.Engine.DataFeeds
+{
+    [TestFixture, Parallelizable(ParallelScope.All)]
+    public class FakeDataQueueTests
+    {
+        [Test]
+        public void GeneratesDataCorrectly()
+        {
+            using var aggregator = new AggregationManager();
+            var algorithm = new AlgorithmStub();
+            var dataQueue = new FakeDataQueue(aggregator, dataPointsPerSecondPerSymbol: 10);
+            algorithm.AddEquity("SPY", Resolution.Second);
+            List<IEnumerator<BaseData>> enumerators = new();
+            foreach (var config in algorithm.SubscriptionManager.Subscriptions)
+            {
+                using var newDataEvent = new ManualResetEvent(false);
+                enumerators.Add(dataQueue.Subscribe(config, (_, _) => {
+                    try
+                    {
+                        newDataEvent.Set();
+                    }
+                    catch (ObjectDisposedException)
+                    {
+                    }
+                }));
+
+                Assert.IsTrue(newDataEvent.WaitOne(15000));
+
+                // let's just generate a single point
+                dataQueue.Unsubscribe(config);
+            }
+            dataQueue.Dispose();
+
+            foreach (var enumerator in enumerators)
+            {
+                // assert each data type generate data correctly
+                Assert.IsTrue(enumerator.MoveNext());
+                Assert.IsNotNull(enumerator.Current);
+
+                Log.Debug($"FakeDataQueueTests.GeneratesDataCorrectly(): {enumerator.Current}");
+            }
+        }
+    }
+}