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;
+
+namespace QuantConnect.Commands
+{
+    /// <summary>
+    /// Represents a command to cancel a specific order by id
+    /// </summary>
+    public class CancelOrderCommand : BaseCommand
+    {
+        /// <summary>
+        /// Gets or sets the order id to be cancelled
+        /// </summary>
+        public int OrderId { get; set; }
+
+        /// <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 ticket = algorithm.Transactions.CancelOrder(OrderId);
+            return ticket.CancelRequest != null && ticket.Status != Orders.OrderStatus.Invalid
+                ? new Result(this, true, ticket.QuantityFilled)
+                : new Result(this, false, ticket.QuantityFilled);
+        }
+
+        /// <summary>
+        /// Result packet type for the <see cref="CancelOrderCommand"/> command
+        /// </summary>
+        public class Result : CommandResultPacket
+        {
+            /// <summary>
+            /// Gets or sets the quantity filled on the cancelled order
+            /// </summary>
+            public decimal QuantityFilled { get; set; }
+
+            /// <summary>
+            /// Initializes a new instance of the <see cref="Result"/> class
+            /// </summary>
+            public Result(ICommand command, bool success, decimal quantityFilled)
+                : base(command, success)
+            {
+                QuantityFilled = quantityFilled;
+            }
+        }
+    }
+}