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 +1,80 @@
+/*
+ * 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.Collections.Generic;
+using System.Linq;
+using QuantConnect.Data;
+
+namespace QuantConnect.ToolBox
+{
+    /// <summary>
+    /// Provides an implementation of <see cref="IDataProcessor"/> that simply forwards all
+    /// received data to other attached processors
+    /// </summary>
+    public class PipeDataProcessor : IDataProcessor
+    {
+        private readonly HashSet<IDataProcessor> _processors;
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="PipeDataProcessor"/> class
+        /// </summary>
+        /// <param name="processors">The processors to pipe the data to</param>
+        public PipeDataProcessor(IEnumerable<IDataProcessor> processors)
+        {
+            _processors = processors.ToHashSet();
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="PipeDataProcessor"/> class
+        /// </summary>
+        /// <param name="processors">The processors to pipe the data to</param>
+        public PipeDataProcessor(params IDataProcessor[] processors)
+            : this((IEnumerable<IDataProcessor>)processors)
+        {
+        }
+
+        /// <summary>
+        /// Adds the specified processor to the output pipe
+        /// </summary>
+        /// <param name="processor">Processor to receive data from this pipe</param>
+        public void PipeTo(IDataProcessor processor)
+        {
+            _processors.Add(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)
+        {
+            foreach (var processor in _processors)
+            {
+                processor.Process(data);
+            }
+        }
+
+        /// <summary>
+        /// Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.
+        /// </summary>
+        public void Dispose()
+        {
+            foreach (var processor in _processors)
+            {
+                processor.Dispose();
+            }
+        }
+    }
+}