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.Collections.Generic;
+using QuantConnect.Interfaces;
+using QuantConnect.Packets;
+using QuantConnect.Securities;
+
+namespace QuantConnect.Brokerages.Backtesting
+{
+    /// <summary>
+    /// Factory type for the <see cref="BacktestingBrokerage"/>
+    /// </summary>
+    public class BacktestingBrokerageFactory : BrokerageFactory
+    {
+        /// <summary>
+        /// Gets the brokerage data required to run the IB brokerage from configuration
+        /// </summary>
+        /// <remarks>
+        /// The implementation of this property will create the brokerage data dictionary required for
+        /// running live jobs. See <see cref="IJobQueueHandler.NextJob"/>
+        /// </remarks>
+        public override Dictionary<string, string> BrokerageData
+        {
+            get { return new Dictionary<string, string>(); }
+        }
+
+        /// <summary>
+        /// Gets a new instance of the <see cref="InteractiveBrokersBrokerageModel"/>
+        /// </summary>
+        /// <param name="orderProvider">The order provider</param>
+        public override IBrokerageModel GetBrokerageModel(IOrderProvider orderProvider) => new InteractiveBrokersBrokerageModel();
+
+        /// <summary>
+        /// Creates a new IBrokerage instance
+        /// </summary>
+        /// <param name="job">The job packet to create the brokerage for</param>
+        /// <param name="algorithm">The algorithm instance</param>
+        /// <returns>A new brokerage instance</returns>
+        public override IBrokerage CreateBrokerage(LiveNodePacket job, IAlgorithm algorithm)
+        {
+            return new BacktestingBrokerage(algorithm);
+        }
+
+        /// <summary>
+        /// Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.
+        /// </summary>
+        /// <filterpriority>2</filterpriority>
+        public override void Dispose()
+        {
+            // NOP
+        }
+
+        /// <summary>
+        ///Initializes a new instance of the <see cref="BacktestingBrokerageFactory"/> class
+        /// </summary>
+        public BacktestingBrokerageFactory()
+            : base(typeof(BacktestingBrokerage))
+        {
+        }
+    }
+}