/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2026 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 NodaTime;
using System.Linq;
using QuantConnect.Data;
using QuantConnect.Util;
using QuantConnect.Interfaces;
using System.Collections.Generic;
using QuantConnect.Lean.Engine.DataFeeds;
namespace QuantConnect.Lean.Engine.HistoricalData
{
///
/// Base class for history providers that resolve symbol mappings
/// and synchronize multiple data streams into time-aligned slices.
///
public abstract class MappedSynchronizingHistoryProvider : SynchronizingHistoryProvider
{
///
/// Resolves map files to correctly handle current and historical ticker symbols.
///
private static readonly Lazy _mapFileProvider = new(Composer.Instance.GetPart);
///
/// Gets historical data for a single resolved history request.
/// Implementations should assume the symbol is already correctly mapped.
///
/// The resolved history request.
/// The historical data.
public abstract IEnumerable? GetHistory(HistoryRequest request);
///
/// Gets the history for the requested securities
///
/// The historical data requests
/// The time zone used when time stamping the slice instances
/// An enumerable of the slices of data covering the span specified in each request
public override IEnumerable? GetHistory(IEnumerable requests, DateTimeZone sliceTimeZone)
{
var subscriptions = new List();
foreach (var request in requests)
{
var history = request
.SplitHistoryRequestWithUpdatedMappedSymbol(_mapFileProvider.Value)
.SelectMany(x => GetHistory(x) ?? []);
var subscription = CreateSubscription(request, history);
if (!subscription.MoveNext())
{
continue;
}
subscriptions.Add(subscription);
}
if (subscriptions.Count == 0)
{
return null;
}
// Ownership of subscription is transferred to CreateSliceEnumerableFromSubscriptions
return CreateSliceEnumerableFromSubscriptions(subscriptions, sliceTimeZone);
}
}
}