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 +1,68 @@
+/*
+ * 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.IO;
+using System.Linq;
+using NUnit.Framework;
+using QuantConnect.Data;
+using QuantConnect.Data.Auxiliary;
+using QuantConnect.Lean.Engine.DataFeeds;
+using QuantConnect.Util;
+
+namespace QuantConnect.Tests.Engine.DataFeeds
+{
+    [TestFixture]
+    public class ZipEntryNameSubscriptionFactoryTests
+    {
+        [Test]
+        public void ReadsZipEntryNames()
+        {
+            var time = new DateTime(2016, 03, 03, 12, 48, 15);
+            var source = Path.Combine("TestData", "20151224_quote_american.zip");
+            var config = new SubscriptionDataConfig(typeof (CustomData), Symbol.Create("XLRE", SecurityType.Option, Market.USA), Resolution.Tick,
+                TimeZones.NewYork, TimeZones.NewYork, false, false, false);
+            using var cacheProvider = new ZipDataCacheProvider(TestGlobals.DataProvider);
+            var factory = new ZipEntryNameSubscriptionDataSourceReader(cacheProvider, config, time, false);
+            var expected = new[]
+            {
+                Symbol.CreateOption("XLRE", Market.USA, OptionStyle.American, OptionRight.Call, 21m, new DateTime(2016, 08, 19)),
+                Symbol.CreateOption("XLRE", Market.USA, OptionStyle.American, OptionRight.Call, 22m, new DateTime(2016, 08, 19)),
+                Symbol.CreateOption("XLRE", Market.USA, OptionStyle.American, OptionRight.Put, 37m, new DateTime(2016, 08, 19)),
+            };
+
+            var actual = factory.Read(new SubscriptionDataSource(source, SubscriptionTransportMedium.LocalFile, FileFormat.ZipEntryName)).ToList();
+
+            // we only really care about the symbols
+            CollectionAssert.AreEqual(expected, actual.Select(x => x.Symbol));
+            Assert.IsTrue(actual.All(x => x is CustomData));
+        }
+
+        private class CustomData : BaseData
+        {
+            public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode)
+            {
+                var symbol = LeanData.ReadSymbolFromZipEntry(config.Symbol, config.Resolution, line);
+                return new CustomData { Time = date, Symbol = symbol };
+            }
+
+            public override SubscriptionDataSource GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode)
+            {
+                var source = LeanData.GenerateZipFilePath(Globals.DataFolder, config.Symbol, date, config.Resolution, config.TickType);
+                return new SubscriptionDataSource(source, SubscriptionTransportMedium.LocalFile, FileFormat.ZipEntryName);
+            }
+        }
+    }
+}