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 System;
+
+namespace QuantConnect.Securities
+{
+    /// <summary>
+    /// Parameters for <see cref="IBuyingPowerModel.GetInitialMarginRequirement"/>
+    /// </summary>
+    public class InitialMarginParameters
+    {
+        /// <summary>
+        /// Gets the security
+        /// </summary>
+        public Security Security { get; }
+
+        /// <summary>
+        /// Gets the quantity
+        /// </summary>
+        public decimal Quantity { get; }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="InitialMarginParameters"/> class
+        /// </summary>
+        /// <param name="security">The security</param>
+        /// <param name="quantity">The quantity</param>
+        public InitialMarginParameters(Security security, decimal quantity)
+        {
+            Security = security;
+            Quantity = quantity;
+        }
+
+        /// <summary>
+        /// Creates a new instance of <see cref="InitialMarginParameters"/> for the security's underlying
+        /// </summary>
+        public InitialMarginParameters ForUnderlying()
+        {
+            var derivative = Security as IDerivativeSecurity;
+            if (derivative == null)
+            {
+                throw new InvalidOperationException(Messages.InitialMarginParameters.ForUnderlyingOnlyInvokableForIDerivativeSecurity);
+            }
+
+            return new InitialMarginParameters(derivative.Underlying, Quantity);
+        }
+    }
+}