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 QuantConnect.Interfaces;
+using QuantConnect.Securities;
+
+namespace QuantConnect.Commands
+{
+    /// <summary>
+    /// Represents a command to add a security to the algorithm
+    /// </summary>
+    public class AddSecurityCommand : BaseCommand
+    {
+        /// <summary>
+        /// The security type of the security
+        /// </summary>
+        public SecurityType SecurityType { get; set; }
+
+        /// <summary>
+        /// The security's ticker symbol
+        /// </summary>
+        public string Symbol { get; set; }
+
+        /// <summary>
+        /// The requested resolution, defaults to Resolution.Minute
+        /// </summary>
+        public Resolution Resolution { get; set; }
+
+        /// <summary>
+        /// The security's market, defaults to <see cref="QuantConnect.Market.USA"/> except for Forex, defaults to <see cref="QuantConnect.Market.FXCM"/>
+        /// </summary>
+        public string Market { get; set; }
+
+        /// <summary>
+        /// The fill forward behavior, true to fill forward, false otherwise - defaults to true
+        /// </summary>
+        public bool FillDataForward { get; set; }
+
+        /// <summary>
+        /// The leverage for the security, defaults to 2 for equity, 50 for forex, and 1 for everything else
+        /// </summary>
+        public decimal Leverage { get; set; }
+
+        /// <summary>
+        /// The extended market hours flag, true to allow pre/post market data, false for only in market data
+        /// </summary>
+        public bool ExtendedMarketHours { get; set; }
+
+        /// <summary>
+        /// Default construct that applies default values
+        /// </summary>
+        public AddSecurityCommand()
+        {
+            Resolution = Resolution.Minute;
+            Market = null;
+            FillDataForward = true;
+            Leverage = Security.NullLeverage;
+            ExtendedMarketHours = false;
+        }
+
+        /// <summary>
+        /// Runs this command against the specified algorithm instance
+        /// </summary>
+        /// <param name="algorithm">The algorithm to run this command against</param>
+        public override CommandResultPacket Run(IAlgorithm algorithm)
+        {
+            var security = algorithm.AddSecurity(SecurityType, Symbol, Resolution, Market, FillDataForward, Leverage, ExtendedMarketHours);
+            return new Result(this, true, security.Symbol);
+        }
+
+        /// <summary>
+        /// Result packet type for the <see cref="AddSecurityCommand"/> command
+        /// </summary>
+        public class Result : CommandResultPacket
+        {
+            /// <summary>
+            /// The symbol result from the add security command
+            /// </summary>
+            public Symbol Symbol { get; set; }
+
+            /// <summary>
+            /// Initializes a new instance of the <see cref="Result"/> class
+            /// </summary>
+            public Result(AddSecurityCommand command, bool success, Symbol symbol)
+                : base(command, success)
+            {
+                Symbol = symbol;
+            }
+        }
+    }
+}