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 +1,177 @@
+/*
+ * 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 NUnit.Framework;
+using QuantConnect.Data;
+using QuantConnect.Packets;
+using QuantConnect.Util;
+using QuantConnect.Interfaces;
+using QuantConnect.Tests.Brokerages;
+using QuantConnect.Brokerages.Paper;
+using QuantConnect.Lean.Engine.DataFeeds;
+using QuantConnect.Lean.Engine.HistoricalData;
+
+namespace QuantConnect.Tests.Engine.HistoricalData
+{
+    [TestFixture]
+    public class HistoryProviderManagerTests
+    {
+        private HistoryProviderManager _historyProviderWrapper;
+        private PaperBrokerage _paperBrokerage;
+
+        [SetUp]
+        public void Setup()
+        {
+            Setup(DeploymentTarget.LocalPlatform);
+        }
+
+        [TearDown]
+        public void TearDown()
+        {
+            Composer.Instance.Reset();
+            _paperBrokerage.DisposeSafely();
+        }
+
+        [Test]
+        public void DataPointCount()
+        {
+            var symbol = Symbol.Create("WM", SecurityType.Equity, Market.USA);
+
+            var request = TestsHelpers.GetHistoryRequest(symbol, new DateTime(2008, 01, 01), new DateTime(2008, 01, 05), Resolution.Daily, TickType.Trade);
+
+            var result = _historyProviderWrapper.GetHistory(new[] { request }, TimeZones.NewYork).ToList();
+
+            Assert.IsNotNull(result);
+            Assert.IsNotEmpty(result);
+            Assert.AreEqual(5, _historyProviderWrapper.DataPointCount);
+        }
+
+        [Test]
+        public void TestEvents()
+        {
+            bool invalidConfigurationDetected = new();
+            bool numericalPrecisionLimited = new();
+            bool startDateLimited = new();
+            bool downloadFailed = new();
+            bool readerErrorDetected = new();
+            _historyProviderWrapper.InvalidConfigurationDetected += (sender, args) => { invalidConfigurationDetected = true; };
+            _historyProviderWrapper.NumericalPrecisionLimited += (sender, args) => { numericalPrecisionLimited = true; };
+            _historyProviderWrapper.StartDateLimited += (sender, args) => { startDateLimited = true; };
+            _historyProviderWrapper.DownloadFailed += (sender, args) => { downloadFailed = true; };
+            _historyProviderWrapper.ReaderErrorDetected += (sender, args) => { readerErrorDetected = true; };
+
+            var historyProvider = Composer.Instance.GetExportedValueByTypeName<IHistoryProvider>(nameof(TestHistoryProvider));
+            (historyProvider as TestHistoryProvider).TriggerEvents();
+            Assert.IsTrue(invalidConfigurationDetected);
+            Assert.IsTrue(numericalPrecisionLimited);
+            Assert.IsTrue(startDateLimited);
+            Assert.IsTrue(downloadFailed);
+            Assert.IsTrue(readerErrorDetected);
+        }
+
+        [Test]
+        public void OptionsAreMappedCorrectly()
+        {
+            var symbol = Symbol.CreateOption(
+                "FOXA",
+                Market.USA,
+                OptionStyle.American,
+                OptionRight.Call,
+                32,
+                new DateTime(2013, 07, 20));
+
+            var request = TestsHelpers.GetHistoryRequest(symbol, new DateTime(2013, 06, 28), new DateTime(2013, 07, 03), Resolution.Minute, TickType.Quote);
+
+            var result = _historyProviderWrapper.GetHistory(new[] { request }, TimeZones.NewYork).ToList();
+
+            Assert.IsNotEmpty(result);
+
+            // assert we fetch the data for the previous and new symbol
+            var firstBar = result[1].Values.Single();
+            var lastBar = result.Last().Values.Single();
+
+            Assert.IsTrue(firstBar.Symbol.Value.Contains("NWSA"));
+            Assert.AreEqual(28, firstBar.Time.Date.Day);
+            Assert.IsTrue(lastBar.Symbol.Value.Contains("FOXA"));
+            Assert.AreEqual(2, lastBar.Time.Date.Day);
+            Assert.AreEqual(425, result.Count);
+            Assert.AreEqual(426, _historyProviderWrapper.DataPointCount);
+        }
+
+        [TestCase(DeploymentTarget.CloudPlatform)]
+        [TestCase(DeploymentTarget.LocalPlatform)]
+        public void EquitiesMergedCorrectly(DeploymentTarget deploymentTarget)
+        {
+            TearDown();
+            Setup(deploymentTarget);
+            var symbol = Symbol.Create("WM", SecurityType.Equity, Market.USA);
+
+            var request = TestsHelpers.GetHistoryRequest(symbol, new DateTime(2008, 01, 01), new DateTime(2008, 01, 05), Resolution.Daily, TickType.Trade);
+
+            var result = _historyProviderWrapper.GetHistory(new[] { request }, TimeZones.NewYork).ToList();
+
+            Assert.IsNotEmpty(result);
+            var firstBar = result.First().Values.Single();
+            Assert.AreEqual("WMI", firstBar.Symbol.Value);
+            Assert.AreEqual(deploymentTarget == DeploymentTarget.CloudPlatform ? 3 : 4, result.Count);
+            Assert.AreEqual(5, _historyProviderWrapper.DataPointCount);
+        }
+
+        [Test]
+        public void DataIncreasesInTime()
+        {
+            var symbol = Symbol.Create("WM", SecurityType.Equity, Market.USA);
+
+            var request = TestsHelpers.GetHistoryRequest(symbol, new DateTime(2008, 01, 01), new DateTime(2008, 01, 05), Resolution.Daily, TickType.Trade);
+
+            var result = _historyProviderWrapper.GetHistory(new[] { request }, TimeZones.NewYork).ToList();
+
+            var initialTime = DateTime.MinValue;
+            foreach (var slice in result)
+            {
+                Assert.That(slice.UtcTime, Is.GreaterThan(initialTime));
+                initialTime = slice.UtcTime;
+            }
+        }
+
+        private void Setup(DeploymentTarget deploymentTarget)
+        {
+            _historyProviderWrapper = new();
+            var historyProviders = Newtonsoft.Json.JsonConvert.SerializeObject(new[] { nameof(SubscriptionDataReaderHistoryProvider), nameof(TestHistoryProvider) });
+            var jobWithArrayHistoryProviders = new LiveNodePacket
+            {
+                HistoryProvider = historyProviders,
+                DeploymentTarget = deploymentTarget
+            };
+            _paperBrokerage = new PaperBrokerage(null, null);
+            _historyProviderWrapper.SetBrokerage(_paperBrokerage);
+            _historyProviderWrapper.Initialize(new HistoryProviderInitializeParameters(
+                jobWithArrayHistoryProviders,
+                null,
+                TestGlobals.DataProvider,
+                TestGlobals.DataCacheProvider,
+                TestGlobals.MapFileProvider,
+                TestGlobals.FactorFileProvider,
+                null,
+                false,
+                new DataPermissionManager(),
+                null,
+                new AlgorithmSettings()));
+        }
+    }
+}