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.Configuration;
+using QuantConnect.Interfaces;
+using QuantConnect.Logging;
+using QuantConnect.ToolBox.AlgoSeekFuturesConverter;
+using QuantConnect.ToolBox.CoarseUniverseGenerator;
+using QuantConnect.ToolBox.KaikoDataConverter;
+using QuantConnect.ToolBox.RandomDataGenerator;
+using QuantConnect.Util;
+using System;
+using System.IO;
+using static QuantConnect.Configuration.ApplicationParser;
+
+namespace QuantConnect.ToolBox
+{
+    public class Program
+    {
+        public static void Main(string[] args)
+        {
+            Log.DebuggingEnabled = Config.GetBool("debug-mode");
+            var destinationDir = Config.Get("results-destination-folder");
+            if (!string.IsNullOrEmpty(destinationDir))
+            {
+                Directory.CreateDirectory(destinationDir);
+                Log.FilePath = Path.Combine(destinationDir, "log.txt");
+            }
+            Log.LogHandler = Composer.Instance.GetExportedValueByTypeName<ILogHandler>(Config.Get("log-handler", "CompositeLogHandler"));
+
+            var optionsObject = ToolboxArgumentParser.ParseArguments(args);
+            if (optionsObject.Count == 0)
+            {
+                PrintMessageAndExit();
+            }
+
+            var dataProvider
+                = Composer.Instance.GetExportedValueByTypeName<IDataProvider>(Config.Get("data-provider", "DefaultDataProvider"));
+            var mapFileProvider
+                = Composer.Instance.GetExportedValueByTypeName<IMapFileProvider>(Config.Get("map-file-provider", "LocalDiskMapFileProvider"));
+            var factorFileProvider
+                = Composer.Instance.GetExportedValueByTypeName<IFactorFileProvider>(Config.Get("factor-file-provider", "LocalDiskFactorFileProvider"));
+
+            mapFileProvider.Initialize(dataProvider);
+            factorFileProvider.Initialize(mapFileProvider, dataProvider);
+
+            var targetApp = GetParameterOrExit(optionsObject, "app").ToLowerInvariant();
+            if (targetApp.Contains("download") || targetApp.EndsWith("dl"))
+            {
+                var fromDate = Parse.DateTimeExact(GetParameterOrExit(optionsObject, "from-date"), "yyyyMMdd-HH:mm:ss");
+                var resolution = optionsObject.ContainsKey("resolution") ? optionsObject["resolution"].ToString() : "";
+                var market = optionsObject.ContainsKey("market") ? optionsObject["market"].ToString() : "";
+                var securityType = optionsObject.ContainsKey("security-type") ? optionsObject["security-type"].ToString() : "";
+                var tickers = ToolboxArgumentParser.GetTickers(optionsObject);
+                var toDate = optionsObject.ContainsKey("to-date")
+                    ? Parse.DateTimeExact(optionsObject["to-date"].ToString(), "yyyyMMdd-HH:mm:ss")
+                    : DateTime.UtcNow;
+                switch (targetApp)
+                {
+                    default:
+                        PrintMessageAndExit(1, "ERROR: Unrecognized --app value");
+                        break;
+                }
+            }
+            else
+            {
+                switch (targetApp)
+                {
+                    case "asfc":
+                    case "algoseekfuturesconverter":
+                        AlgoSeekFuturesProgram.AlgoSeekFuturesConverter(GetParameterOrExit(optionsObject, "date"));
+                        break;
+                    case "kdc":
+                    case "kaikodataconverter":
+                        KaikoDataConverterProgram.KaikoDataConverter(GetParameterOrExit(optionsObject, "source-dir"),
+                                                                     GetParameterOrExit(optionsObject, "date"),
+                                                                     GetParameterOrDefault(optionsObject, "exchange", string.Empty));
+                        break;
+                    case "cug":
+                    case "coarseuniversegenerator":
+                        CoarseUniverseGeneratorProgram.CoarseUniverseGenerator();
+                        break;
+                    case "rdg":
+                    case "randomdatagenerator":
+                        var tickers = ToolboxArgumentParser.GetTickers(optionsObject);
+                        RandomDataGeneratorProgram.RandomDataGenerator(
+                            GetParameterOrExit(optionsObject, "start"),
+                            GetParameterOrExit(optionsObject, "end"),
+                            GetParameterOrDefault(optionsObject, "symbol-count", null),
+                            GetParameterOrDefault(optionsObject, "market", null),
+                            GetParameterOrDefault(optionsObject, "security-type", "Equity"),
+                            GetParameterOrDefault(optionsObject, "resolution", "Minute"),
+                            GetParameterOrDefault(optionsObject, "data-density", "Dense"),
+                            GetParameterOrDefault(optionsObject, "include-coarse", "true"),
+                            GetParameterOrDefault(optionsObject, "quote-trade-ratio", "1"),
+                            GetParameterOrDefault(optionsObject, "random-seed", null),
+                            GetParameterOrDefault(optionsObject, "ipo-percentage", "5.0"),
+                            GetParameterOrDefault(optionsObject, "rename-percentage", "30.0"),
+                            GetParameterOrDefault(optionsObject, "splits-percentage", "15.0"),
+                            GetParameterOrDefault(optionsObject, "dividends-percentage", "60.0"),
+                            GetParameterOrDefault(optionsObject, "dividend-every-quarter-percentage", "30.0"),
+                            GetParameterOrDefault(optionsObject, "option-price-engine", "BaroneAdesiWhaleyApproximationEngine"),
+                            GetParameterOrDefault(optionsObject, "volatility-model-resolution", "Daily"),
+                            GetParameterOrDefault(optionsObject, "chain-symbol-count", "1"),
+                            tickers
+                        );
+                        break;
+
+                    default:
+                        PrintMessageAndExit(1, "ERROR: Unrecognized --app value");
+                        break;
+                }
+            }
+        }
+    }
+}