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 QuantConnect.Data.Auxiliary;
+using System;
+using System.Linq;
+
+namespace QuantConnect.ToolBox.CoarseUniverseGenerator
+{
+    /// <summary>
+    /// Auxiliary class for handling map files and SID.
+    /// </summary>
+    internal class SecurityIdentifierContext
+    {
+        /// <summary>
+        /// Initializes a new instance of the <see cref="SecurityIdentifierContext"/> class.
+        /// </summary>
+        /// <param name="mapFile">The map file.</param>
+        /// <param name="market">The market.</param>
+        public SecurityIdentifierContext(MapFile mapFile, string market)
+        {
+            MapFile = mapFile;
+            SID = SecurityIdentifier.GenerateEquity(MapFile.FirstDate, MapFile.FirstTicker, market);
+            MapFileRows = MapFile.Select(mfr => new Tuple<DateTime, string>(mfr.Date, mfr.MappedSymbol)).ToArray();
+            Tickers = MapFile.Select(mfr => mfr.MappedSymbol.ToLowerInvariant()).Distinct().ToArray();
+            LastTicker = MapFile.Last().MappedSymbol.ToLowerInvariant();
+        }
+
+        /// <summary>
+        /// Gets the sid.
+        /// </summary>
+        /// <value>
+        /// The sid.
+        /// </value>
+        public SecurityIdentifier SID { get; }
+
+        /// <summary>
+        /// Gets the map file.
+        /// </summary>
+        /// <value>
+        /// The map file.
+        /// </value>
+        public MapFile MapFile { get; }
+
+        /// <summary>
+        /// Gets the map file rows.
+        /// </summary>
+        /// <value>
+        /// The map file rows.
+        /// </value>
+        public Tuple<DateTime, string>[] MapFileRows { get; }
+
+        /// <summary>
+        /// Gets the tickers.
+        /// </summary>
+        /// <value>
+        /// The tickers.
+        /// </value>
+        public string[] Tickers { get; }
+
+        /// <summary>
+        /// Gets the last ticker.
+        /// </summary>
+        /// <value>
+        /// The last ticker.
+        /// </value>
+        public string LastTicker { get; }
+    }
+}