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 +1,195 @@
+/*
+ * 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.Linq;
+using NodaTime;
+using NUnit.Framework;
+using QuantConnect.Algorithm.Framework.Selection;
+using QuantConnect.Data.UniverseSelection;
+using QuantConnect.Lean.Engine.DataFeeds;
+using QuantConnect.Tests.Common.Securities;
+
+namespace QuantConnect.Tests.Engine.DataFeeds
+{
+    [TestFixture]
+    public class SubscriptionTests
+    {
+        private readonly DateTime _start = DateTime.MinValue;
+        private readonly DateTime _end = DateTime.MinValue.AddDays(1);
+
+        [Test]
+        public void ConstructorNoUniverse()
+        {
+            var subscriptionRequest = GetSubscriptionRequest(false);
+            using var subscription = new Subscription(
+                subscriptionRequest,
+                null,
+                new TimeZoneOffsetProvider(DateTimeZone.Utc, _start, _end));
+
+            Assert.IsFalse(subscription.Universes.Any());
+            Assert.IsFalse(subscription.EndOfStream);
+            Assert.AreEqual(_start, subscription.UtcStartTime);
+            Assert.AreEqual(_end, subscription.UtcEndTime);
+            Assert.AreEqual(subscription.Configuration, subscriptionRequest.Configuration);
+            Assert.IsFalse(subscription.IsUniverseSelectionSubscription);
+        }
+
+        [Test]
+        public void Constructor()
+        {
+            var subscriptionRequest = GetSubscriptionRequest();
+            using var subscription = new Subscription(
+                subscriptionRequest,
+                null,
+                new TimeZoneOffsetProvider(DateTimeZone.Utc, _start, _end));
+
+            Assert.AreEqual(1, subscription.Universes.Count());
+            Assert.AreEqual(_start, subscription.UtcStartTime);
+            Assert.AreEqual(_end, subscription.UtcEndTime);
+            Assert.AreEqual(subscriptionRequest.Universe, subscription.Universes.First());
+            Assert.IsFalse(subscription.EndOfStream);
+            Assert.AreEqual(subscription.Configuration, subscriptionRequest.Configuration);
+            Assert.IsFalse(subscription.IsUniverseSelectionSubscription);
+        }
+
+        [Test]
+        public void AddSubscriptionRequestOncePerUniverse()
+        {
+            var subscriptionRequest = GetSubscriptionRequest();
+            using var subscription = new Subscription(
+                subscriptionRequest,
+                null,
+                new TimeZoneOffsetProvider(DateTimeZone.Utc, _start, _end));
+
+            Assert.AreEqual(1, subscription.Universes.Count());
+            Assert.AreEqual(subscriptionRequest.Universe, subscription.Universes.First());
+
+            subscription.AddSubscriptionRequest(subscriptionRequest);
+
+            Assert.AreEqual(1, subscription.Universes.Count());
+            Assert.AreEqual(subscriptionRequest.Universe, subscription.Universes.First());
+        }
+
+        [Test]
+        public void SubscriptionOnlyAcceptsOneUniverseSelection()
+        {
+            var subscriptionRequest = GetSubscriptionRequest(true, true);
+            var subscriptionRequest2 = GetSubscriptionRequest();
+            using var subscription = new Subscription(
+                subscriptionRequest,
+                null,
+                new TimeZoneOffsetProvider(DateTimeZone.Utc, _start, _end));
+
+            try
+            {
+                subscription.AddSubscriptionRequest(subscriptionRequest2);
+                Assert.Fail("Subscription should only accept one universe selection" +
+                    " subscription request.");
+            }
+            catch (Exception)
+            {
+                Assert.Pass();
+            }
+        }
+
+        [Test]
+        public void SubscriptionOnlyAcceptsSameConfiguration()
+        {
+            var subscriptionRequest = GetSubscriptionRequest();
+            var subscriptionRequest2 = GetSubscriptionRequest(resolution: Resolution.Second);
+            using var subscription = new Subscription(
+                subscriptionRequest,
+                null,
+                new TimeZoneOffsetProvider(DateTimeZone.Utc, _start, _end));
+
+            try
+            {
+                subscription.AddSubscriptionRequest(subscriptionRequest2);
+                Assert.Fail("Subscription should only accept the same configuration");
+            }
+            catch (Exception)
+            {
+                Assert.Pass();
+            }
+        }
+
+        [Test]
+        public void RemoveSubscriptionRequest()
+        {
+            var subscriptionRequest = GetSubscriptionRequest();
+            using var subscription = new Subscription(
+                subscriptionRequest,
+                null,
+                new TimeZoneOffsetProvider(DateTimeZone.Utc, _start, _end));
+
+            var emptySubscription = subscription.RemoveSubscriptionRequest(subscriptionRequest.Universe);
+
+            Assert.IsTrue(emptySubscription);
+            Assert.IsFalse(subscription.Universes.Any());
+        }
+
+        [Test]
+        public void RemoveAllSubscriptionRequest()
+        {
+            var subscriptionRequest = GetSubscriptionRequest();
+            var subscriptionRequest2 = GetSubscriptionRequest();
+            using var subscription = new Subscription(
+                subscriptionRequest,
+                null,
+                new TimeZoneOffsetProvider(DateTimeZone.Utc, _start, _end));
+
+            subscription.AddSubscriptionRequest(subscriptionRequest2);
+            Assert.AreEqual(2, subscription.Universes.Count());
+            var emptySubscription = subscription.RemoveSubscriptionRequest();
+
+            Assert.IsTrue(emptySubscription);
+            Assert.IsFalse(subscription.Universes.Any());
+        }
+
+        [Test]
+        public void RemoveAllSubscriptionRequestNoUniverse()
+        {
+            var subscriptionRequest = GetSubscriptionRequest(false);
+            using var subscription = new Subscription(
+                subscriptionRequest,
+                null,
+                new TimeZoneOffsetProvider(DateTimeZone.Utc, _start, _end));
+
+            var emptySubscription = subscription.RemoveSubscriptionRequest();
+
+            Assert.IsTrue(emptySubscription);
+            Assert.IsFalse(subscription.Universes.Any());
+        }
+
+        private SubscriptionRequest GetSubscriptionRequest(
+            bool useUniverse = true,
+            bool isUniverseSelection = false,
+            Resolution resolution = Resolution.Minute)
+        {
+            var security = SecurityTests.GetSecurity();
+            var config = SecurityTests.CreateTradeBarConfig(resolution);
+            # pragma warning disable CA2000
+            var universe = new ManualUniverse(
+                config,
+                new UniverseSettings(Resolution.Daily, 1, true, true, TimeSpan.FromDays(1)),
+                new[] {security.Symbol}
+            );
+            #pragma warning restore CA2000
+            return new SubscriptionRequest(isUniverseSelection, useUniverse ? universe : null, security, config, _start, _end);
+        }
+    }
+}