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 QuantConnect.Data;
+using QuantConnect.Interfaces;
+
+namespace QuantConnect.Tests.Engine.DataFeeds
+{
+    /// <summary>
+    /// Provides an implementation of <see cref="IDataQueueHandler"/> and <see cref="IDataQueueUniverseProvider"/>
+    /// that can be specified via functions
+    /// </summary>
+    public class FuncDataQueueHandlerUniverseProvider : FuncDataQueueHandler, IDataQueueUniverseProvider
+    {
+        private readonly Func<Symbol, bool, string, IEnumerable<Symbol>> _lookupSymbolsFunction;
+        private readonly Func<bool> _canPerformSelectionFunction;
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="FuncDataQueueHandlerUniverseProvider"/> class
+        /// </summary>
+        /// <param name="getNextTicksFunction">The functional implementation for the <see cref="FuncDataQueueHandler.GetNextTicks"/> function</param>
+        /// <param name="lookupSymbolsFunction">The functional implementation for the <see cref="IDataQueueUniverseProvider.LookupSymbols"/> function</param>
+        /// <param name="canPerformSelectionFunction">The functional implementation for the <see cref="IDataQueueUniverseProvider.CanPerformSelection"/> function</param>
+        /// <param name="timeProvider">The time provider instance to use</param>
+        public FuncDataQueueHandlerUniverseProvider(
+            Func<FuncDataQueueHandler, IEnumerable<BaseData>> getNextTicksFunction,
+            Func<Symbol, bool, string, IEnumerable<Symbol>> lookupSymbolsFunction,
+            Func<bool> canPerformSelectionFunction,
+            ITimeProvider timeProvider, IAlgorithmSettings algorithmSettings)
+            : base(getNextTicksFunction, timeProvider, algorithmSettings)
+        {
+            _lookupSymbolsFunction = lookupSymbolsFunction;
+            _canPerformSelectionFunction = canPerformSelectionFunction;
+        }
+
+        /// <summary>
+        /// Method returns a collection of Symbols that are available at the data source.
+        /// </summary>
+        /// <param name="symbol">Symbol to lookup</param>
+        /// <param name="includeExpired">Include expired contracts</param>
+        /// <param name="securityCurrency">Expected security currency(if any)</param>
+        /// <returns></returns>
+        public IEnumerable<Symbol> LookupSymbols(Symbol symbol, bool includeExpired, string securityCurrency = null)
+        {
+            return _lookupSymbolsFunction(symbol, includeExpired, securityCurrency);
+        }
+
+        /// <summary>
+        /// Returns whether selection can take place or not.
+        /// </summary>
+        /// <returns>True if selection can take place</returns>
+        public bool CanPerformSelection()
+        {
+            return _canPerformSelectionFunction();
+        }
+    }
+}