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 +1,61 @@
+/*
+ * 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 QuantConnect.Data;
+
+namespace QuantConnect.ToolBox
+{
+    /// <summary>
+    /// Provides an implementation of <see cref="IDataProcessor"/> that filters the incoming
+    /// stream of data before passing it along to the wrapped processor
+    /// </summary>
+    public class FilteredDataProcessor : IDataProcessor
+    {
+        private readonly Func<IBaseData, bool> _predicate;
+        private readonly IDataProcessor _processor;
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="FilteredDataProcessor"/> class
+        /// </summary>
+        /// <param name="processor">The processor to filter data for</param>
+        /// <param name="predicate">The filtering predicate to be applied</param>
+        public FilteredDataProcessor(IDataProcessor processor, Func<IBaseData, bool> predicate)
+        {
+            _predicate = predicate;
+            _processor = processor;
+        }
+
+        /// <summary>
+        /// Invoked for each piece of data from the source file
+        /// </summary>
+        /// <param name="data">The data to be processed</param>
+        public void Process(IBaseData data)
+        {
+            if (_predicate(data))
+            {
+                _processor.Process(data);
+            }
+        }
+
+        /// <summary>
+        /// Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.
+        /// </summary>
+        public void Dispose()
+        {
+            _processor.Dispose();
+        }
+    }
+}