Rename Namespaces, use Globals

.github/workflows/gh-actions.yml

@@ -46,10 +46,10 @@ jobs:
           options: -v /home/runner/work:/__w --workdir /__w/Lean.DataSource.IQFeed/Lean.DataSource.IQFeed -e QC_JOB_USER_ID=${{ secrets.QC_JOB_USER_ID }} -e QC_API_ACCESS_TOKEN=${{ secrets.QC_API_ACCESS_TOKEN }} -e QC_JOB_ORGANIZATION_ID=${{ secrets.QC_JOB_ORGANIZATION_ID }}
 
       - name: BuildDataSource
-        run: dotnet build ./QuantConnect.IQFeed/QuantConnect.IQFeed.csproj /p:Configuration=Release /v:quiet /p:WarningLevel=1
+        run: dotnet build ./QuantConnect.IQFeed/QuantConnect.DataSource.IQFeed.csproj /p:Configuration=Release /v:quiet /p:WarningLevel=1
 
       - name: BuildDataSourceTests
-        run: dotnet build ./QuantConnect.IQFeed.Tests/QuantConnect.IQFeed.Tests.csproj /p:Configuration=Release /v:quiet /p:WarningLevel=1
+        run: dotnet build ./QuantConnect.IQFeed.Tests/QuantConnect.DataSource.IQFeed.Tests.csproj /p:Configuration=Release /v:quiet /p:WarningLevel=1
 
       - name: Run Tests
-        run: dotnet test ./QuantConnect.IQFeed.Tests/bin/Release/QuantConnect.IQFeed.Tests.dll
+        run: dotnet test ./QuantConnect.IQFeed.Tests/bin/Release/QuantConnect.Lean.DataSource.IQFeed.Tests.dll

Lean.DataSource.IQFeed.sln

@@ -3,11 +3,11 @@ Microsoft Visual Studio Solution File, Format Version 12.00
 # Visual Studio Version 17
 VisualStudioVersion = 17.5.002.0
 MinimumVisualStudioVersion = 10.0.40219.1
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "QuantConnect.IQFeed", "QuantConnect.IQFeed\QuantConnect.IQFeed.csproj", "{209C11BB-C283-4599-A04D-D96097E006E6}"
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "QuantConnect.DataSource.IQFeed", "QuantConnect.IQFeed\QuantConnect.DataSource.IQFeed.csproj", "{209C11BB-C283-4599-A04D-D96097E006E6}"
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "QuantConnect.Tests", "..\Lean\Tests\QuantConnect.Tests.csproj", "{AF992149-87F2-4B40-B864-E9FC8F8392A6}"
 EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "QuantConnect.IQFeed.Tests", "QuantConnect.IQFeed.Tests\QuantConnect.IQFeed.Tests.csproj", "{E48A0E2D-97D7-4480-AE0D-EB73838D9208}"
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "QuantConnect.DataSource.IQFeed.Tests", "QuantConnect.IQFeed.Tests\QuantConnect.DataSource.IQFeed.Tests.csproj", "{E48A0E2D-97D7-4480-AE0D-EB73838D9208}"
 EndProject
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution

QuantConnect.IQFeed.Tests/IQFeedDataDownloaderTest.cs

@@ -19,7 +19,7 @@
 using NUnit.Framework;
 using System.Collections.Generic;
 
-namespace QuantConnect.IQFeed.Tests
+namespace QuantConnect.Lean.DataSource.IQFeed.Tests
 {
     [TestFixture, Explicit("This tests require a IQFeed credentials.")]
     public class IQFeedDataDownloaderTest
@@ -35,20 +35,20 @@ public void SetUp()
         private static IEnumerable<TestCaseData> HistoricalDataTestCases => IQFeedHistoryProviderTests.HistoricalTestParameters;
 
         [TestCaseSource(nameof(HistoricalDataTestCases))]
-        public void DownloadsHistoricalData(Symbol symbol, Resolution resolution, TickType tickType, TimeSpan period, bool isEmptyResult)
+        public void DownloadsHistoricalData(Symbol symbol, Resolution resolution, TickType tickType, TimeSpan period, bool isNullResult)
         {
             var request = IQFeedHistoryProviderTests.CreateHistoryRequest(symbol, resolution, tickType, period);
 
             var parameters = new DataDownloaderGetParameters(symbol, resolution, request.StartTimeUtc, request.EndTimeUtc, tickType);
-            var downloadResponse = _downloader.Get(parameters).ToList();
+            var downloadResponse = _downloader.Get(parameters)?.ToList();
 
-            if (isEmptyResult)
+            if (isNullResult)
             {
-                Assert.IsEmpty(downloadResponse);
+                Assert.IsNull(downloadResponse);
                 return;
             }
 
-            IQFeedHistoryProviderTests.AssertHistoricalDataResponse(resolution, downloadResponse, isEmptyResult);
+            IQFeedHistoryProviderTests.AssertHistoricalDataResponse(resolution, downloadResponse);
         }
     }
 }

QuantConnect.IQFeed.Tests/IQFeedDataQueueHandlerTests.cs → QuantConnect.IQFeed.Tests/IQFeedDataProviderTests.cs

@@ -26,17 +26,17 @@
 using System.Collections.Generic;
 using QuantConnect.Lean.Engine.DataFeeds.Enumerators;
 
-namespace QuantConnect.IQFeed.Tests
+namespace QuantConnect.Lean.DataSource.IQFeed.Tests
 {
     [TestFixture, Explicit("This tests require a IQFeed credentials.")]
-    public class IQFeedDataQueueHandlerTests
+    public class IQFeedDataProviderTests
     {
-        private IQFeedDataQueueHandler _iqFeed;
+        private IQFeedDataProvider _iqFeed;
 
         [SetUp]
         public void SetUp()
         {
-            _iqFeed = new IQFeedDataQueueHandler();
+            _iqFeed = new IQFeedDataProvider();
         }
 
         [TearDown]

QuantConnect.IQFeed.Tests/IQFeedHistoryProviderTests.cs

@@ -23,17 +23,17 @@
 using System.Collections.Generic;
 using QuantConnect.Data.Market;
 
-namespace QuantConnect.IQFeed.Tests
+namespace QuantConnect.Lean.DataSource.IQFeed.Tests
 {
     [TestFixture, Explicit("This tests require a IQFeed credentials.")]
     public class IQFeedHistoryProviderTests
     {
-        private IQFeedDataQueueHandler _historyProvider;
+        private IQFeedDataProvider _historyProvider;
 
         [SetUp]
         public void SetUp()
         {
-            _historyProvider = new IQFeedDataQueueHandler();
+            _historyProvider = new IQFeedDataProvider();
             _historyProvider.Initialize(new HistoryProviderInitializeParameters(null, null, null, null, null, null, null, false, null, null));
         }
 
@@ -66,27 +66,27 @@ internal static IEnumerable<TestCaseData> HistoricalTestParameters
 
                 // Not supported Security Types
                 yield return new TestCaseData(Symbol.Create("SPX.XO", SecurityType.Index, Market.CBOE), Resolution.Tick, TickType.Trade, TimeSpan.FromMinutes(5), true);
-                yield return new TestCaseData(Symbol.CreateFuture("@ESGH24", Market.CME, new DateTime(2024, 3, 21)), Resolution.Tick, TickType.Trade, TimeSpan.FromMinutes(5), true); 
+                yield return new TestCaseData(Symbol.CreateFuture("@ESGH24", Market.CME, new DateTime(2024, 3, 21)), Resolution.Tick, TickType.Trade, TimeSpan.FromMinutes(5), true);
 
             }
         }
 
         [TestCaseSource(nameof(HistoricalTestParameters))]
-        public void GetHistoricalData(Symbol symbol, Resolution resolution, TickType tickType, TimeSpan period, bool isEmptyResult)
+        public void GetHistoricalData(Symbol symbol, Resolution resolution, TickType tickType, TimeSpan period, bool isNullResult)
         {
             var historyRequests = new List<HistoryRequest> { CreateHistoryRequest(symbol, resolution, tickType, period) };
 
-            var historyResponse = _historyProvider.GetHistory(historyRequests, TimeZones.Utc).ToList();
+            var historyResponse = _historyProvider.GetHistory(historyRequests, TimeZones.Utc)?.ToList();
 
-            if (isEmptyResult)
+            if (isNullResult)
             {
-                Assert.IsEmpty(historyResponse);
+                Assert.IsNull(historyResponse);
                 return;
             }
 
             AssertTicksHaveAppropriateTickType(resolution, tickType, historyResponse);
 
-            AssertHistoricalDataResponse(resolution, historyResponse.SelectMany(x => x.AllData).ToList(), isEmptyResult);
+            AssertHistoricalDataResponse(resolution, historyResponse.SelectMany(x => x.AllData).ToList());
         }
 
         internal static void AssertTicksHaveAppropriateTickType(Resolution resolution, TickType tickType, List<Slice> historyResponse)
@@ -102,7 +102,7 @@ internal static void AssertTicksHaveAppropriateTickType(Resolution resolution, T
             };
         }
 
-        internal static void AssertHistoricalDataResponse(Resolution resolution, List<BaseData> historyResponse,  bool isEmptyResult)
+        internal static void AssertHistoricalDataResponse(Resolution resolution, List<BaseData> historyResponse)
         {
             Assert.IsNotEmpty(historyResponse);
 

QuantConnect.IQFeed.Tests/IQFeedRealtimeDataFeedTests.cs

@@ -19,7 +19,7 @@
 using QuantConnect.Brokerages;
 using QuantConnect.Interfaces;
 
-namespace QuantConnect.IQFeed.Tests
+namespace QuantConnect.Lean.DataSource.IQFeed.Tests
 {
     /// <summary>
     ///  Test fixture is explicit, because tests are dependent on network and are long

QuantConnect.IQFeed.Tests/IQFeedSymbolRepresentationTests.cs

@@ -16,7 +16,7 @@
 using System;
 using NUnit.Framework;
 
-namespace QuantConnect.IQFeed.Tests
+namespace QuantConnect.Lean.DataSource.IQFeed.Tests
 {
     [TestFixture]
     public class IQFeedSymbolRepresentationTests

QuantConnect.IQFeed.Tests/QuantConnect.IQFeed.Tests.csproj → QuantConnect.IQFeed.Tests/QuantConnect.DataSource.IQFeed.Tests.csproj

@@ -6,10 +6,10 @@
 		<IsPackable>false</IsPackable>
 		<TestProjectType>UnitTest</TestProjectType>
 		<OutputPath>bin\$(Configuration)\</OutputPath>
-		<Product>QuantConnect.IQFeed.Tests</Product>
-		<AssemblyName>QuantConnect.IQFeed.Tests</AssemblyName>
-		<RootNamespace>QuantConnect.IQFeed.Tests</RootNamespace>
-		<AssemblyTitle>QuantConnect.IQFeed.Tests</AssemblyTitle>
+		<Product>QuantConnect.Lean.DataSource.IQFeed.Tests</Product>
+		<AssemblyName>QuantConnect.Lean.DataSource.IQFeed.Tests</AssemblyName>
+		<RootNamespace>QuantConnect.Lean.DataSource.IQFeed.Tests</RootNamespace>
+		<AssemblyTitle>QuantConnect.Lean.DataSource.IQFeed.Tests</AssemblyTitle>
 		<AppendTargetFrameworkToOutputPath>false</AppendTargetFrameworkToOutputPath>
 	</PropertyGroup>
 	<ItemGroup>
@@ -23,7 +23,7 @@
 	</ItemGroup>
 	<ItemGroup>
 		<ProjectReference Include="..\..\Lean\Tests\QuantConnect.Tests.csproj" />
-		<ProjectReference Include="..\QuantConnect.IQFeed\QuantConnect.IQFeed.csproj" />
+		<ProjectReference Include="..\QuantConnect.IQFeed\QuantConnect.DataSource.IQFeed.csproj" />
 	</ItemGroup>
 	<ItemGroup>
 		<None Remove="config.json" />

QuantConnect.IQFeed.Tests/TestSetup.cs

@@ -22,7 +22,7 @@
 using QuantConnect.Configuration;
 using QuantConnect.Tests;
 
-namespace QuantConnect.IQFeed.Tests
+namespace QuantConnect.Lean.DataSource.IQFeed.Tests
 {
     [SetUpFixture]
     public class TestSetup

QuantConnect.IQFeed/IQFeedAPI/DataStructures.cs

@@ -14,7 +14,7 @@
  *
 */
 
-namespace QuantConnect.IQFeed
+namespace QuantConnect.Lean.DataSource.IQFeed
 {
     public class Time
     {

QuantConnect.IQFeed/IQFeedAPI/IQAdminSocketClient.cs

@@ -18,7 +18,7 @@
 
 // ToDo: When a command is given, create a default event - command applied.........
 
-namespace QuantConnect.IQFeed
+namespace QuantConnect.Lean.DataSource.IQFeed
 {
 
     public class ClientStatsEventArgs : EventArgs 

QuantConnect.IQFeed/IQFeedAPI/IQConnect.cs

@@ -17,7 +17,7 @@
 using System.Diagnostics;
 using QuantConnect.Configuration;
 
-namespace QuantConnect.IQFeed
+namespace QuantConnect.Lean.DataSource.IQFeed
 {
 
     public class IQConnect

QuantConnect.IQFeed/IQFeedAPI/IQCredentials.cs

@@ -14,7 +14,7 @@
  *
 */
 
-namespace QuantConnect.IQFeed
+namespace QuantConnect.Lean.DataSource.IQFeed
 {
     public class IQCredentials
     {

QuantConnect.IQFeed/IQFeedAPI/IQLevel1Client.cs

@@ -17,7 +17,7 @@
 using System.Globalization;
 using Timer = System.Timers.Timer;
 
-namespace QuantConnect.IQFeed
+namespace QuantConnect.Lean.DataSource.IQFeed
 {
     public class Level1ServerDisconnectedArgs : Level1TextLineEventArgs
     {

QuantConnect.IQFeed/IQFeedAPI/IQLookupHistorySymbolClient.cs

@@ -18,7 +18,7 @@
 using QuantConnect.Logging;
 using static QuantConnect.StringExtensions;
 
-namespace QuantConnect.IQFeed
+namespace QuantConnect.Lean.DataSource.IQFeed
 {
     // Historical stock data lookup events
     public class LookupTickEventArgs : LookupEventArgs

QuantConnect.IQFeed/IQFeedAPI/IQLookupTableClient.cs

@@ -16,7 +16,7 @@
 
 using System.Collections.Concurrent;
 
-namespace QuantConnect.IQFeed
+namespace QuantConnect.Lean.DataSource.IQFeed
 {
     public class LookupTableMarketEventArgs : LookupEventArgs
     {

QuantConnect.IQFeed/IQFeedAPI/IQSocket.cs

@@ -19,7 +19,7 @@
 using System.Globalization;
 using QuantConnect.Configuration;
 
-namespace QuantConnect.IQFeed
+namespace QuantConnect.Lean.DataSource.IQFeed
 {
     public enum LookupSequence
     {

QuantConnect.IQFeed/IQFeedAPI/SocketClient.cs

@@ -18,7 +18,7 @@
 using System.Net;
 using System.Net.Sockets;
 
-namespace QuantConnect.IQFeed
+namespace QuantConnect.Lean.DataSource.IQFeed
 {
     public class TextLineEventArgs : EventArgs
     {

QuantConnect.IQFeed/IQFeedDataDownloader.cs

@@ -21,7 +21,7 @@
 using QuantConnect.Configuration;
 using IQFeed.CSharpApiClient.Lookup;
 
-namespace QuantConnect.IQFeed
+namespace QuantConnect.Lean.DataSource.IQFeed
 {
     /// <summary>
     /// Represents a data downloader for retrieving historical market data using IQFeed.
@@ -52,7 +52,7 @@ public class IQFeedDataDownloader : IDataDownloader
         public IQFeedDataDownloader()
         {
             _fileHistoryProviderLazy = new Lazy<IQFeedFileHistoryProvider>(() =>
-            {                
+            {
                 // Create and connect the IQFeed lookup client
                 var lookupClient = LookupClientFactory.CreateNew(Config.Get("iqfeed-host", "127.0.0.1"), IQSocket.GetPort(PortType.Lookup), NumberOfClients, LookupDefault.Timeout);
                 // Establish connection with IQFeed Client
@@ -67,7 +67,7 @@ public IQFeedDataDownloader()
         /// </summary>
         /// <param name="dataDownloaderGetParameters">model class for passing in parameters for historical data</param>
         /// <returns>Enumerable of base data for this symbol</returns>
-        public IEnumerable<BaseData> Get(DataDownloaderGetParameters dataDownloaderGetParameters)
+        public IEnumerable<BaseData>? Get(DataDownloaderGetParameters dataDownloaderGetParameters)
         {
             var symbol = dataDownloaderGetParameters.Symbol;
             var resolution = dataDownloaderGetParameters.Resolution;
@@ -77,22 +77,26 @@ public IEnumerable<BaseData> Get(DataDownloaderGetParameters dataDownloaderGetPa
 
             if (tickType == TickType.OpenInterest)
             {
-                return Enumerable.Empty<BaseData>();
+                Log.Error($"{nameof(IQFeedDataDownloader)}.{nameof(Get)}: Not supported data type - {tickType}");
+                return null;
             }
 
             if (symbol.ID.SecurityType != SecurityType.Equity)
             {
-                return Enumerable.Empty<BaseData>();
+                Log.Trace($"{nameof(IQFeedDataDownloader)}.{nameof(Get)}: Unsupported SecurityType '{symbol.SecurityType}' for symbol '{symbol}'");
+                return null;
             }
 
             if (tickType == TickType.Quote && resolution != Resolution.Tick)
             {
                 Log.Trace($"{nameof(IQFeedDataDownloader)}.{nameof(Get)}: Historical data request with TickType 'Quote' is not supported for resolutions other than Tick. Requested Resolution: {resolution}");
-                return Enumerable.Empty<BaseData>();
+                return null;
             }
 
             if (endUtc < startUtc)
-                throw new ArgumentException("The end date must be greater or equal than the start date.");
+            {
+                return null;
+            }
 
             var dataType = resolution == Resolution.Tick ? typeof(Tick) : typeof(TradeBar);