chore: import upstream snapshot with attribution

Algorithm/Execution/IExecutionModel.cs

@@ -0,0 +1,42 @@
+/*
+ * 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.Algorithm.Framework.Portfolio;
+using QuantConnect.Orders;
+
+namespace QuantConnect.Algorithm.Framework.Execution
+{
+    /// <summary>
+    /// Algorithm framework model that executes portfolio targets
+    /// </summary>
+    public interface IExecutionModel : INotifiedSecurityChanges
+    {
+        /// <summary>
+        /// Submit orders for the specified portfolio targets.
+        /// This model is free to delay or spread out these orders as it sees fit
+        /// </summary>
+        /// <param name="algorithm">The algorithm instance</param>
+        /// <param name="targets">The portfolio targets just emitted by the portfolio construction model.
+        /// These are always just the new/updated targets and not a complete set of targets</param>
+        void Execute(QCAlgorithm algorithm, IPortfolioTarget[] targets);
+
+        /// <summary>
+        /// New order event handler
+        /// </summary>
+        /// <param name="algorithm">The algorithm instance</param>
+        /// <param name="orderEvent">Order event to process</param>
+        void OnOrderEvent(QCAlgorithm algorithm, OrderEvent orderEvent);
+    }
+}