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;
+using QuantConnect.Orders;
+using QuantConnect.Interfaces;
+
+namespace QuantConnect.Commands
+{
+    /// <summary>
+    /// Represents a command to submit an order to the algorithm
+    /// </summary>
+    public class OrderCommand : BaseCommand
+    {
+        /// <summary>
+        /// Gets or sets the symbol to be ordered
+        /// </summary>
+        public Symbol Symbol { get; set; }
+
+        /// <summary>
+        /// Gets or sets the string ticker symbol
+        /// </summary>
+        public string Ticker { get; set; }
+
+        /// <summary>
+        /// Gets or sets the security type of the ticker.
+        /// </summary>
+        public SecurityType SecurityType { get; set; }
+
+        /// <summary>
+        /// Gets or sets the market the ticker resides in
+        /// </summary>
+        public string Market { get; set; }
+
+        /// <summary>
+        /// Gets or sets the order type to be submted
+        /// </summary>
+        public OrderType OrderType { get; set; }
+
+        /// <summary>
+        /// Gets or sets the number of units to be ordered (directional)
+        /// </summary>
+        public decimal Quantity { get; set; }
+
+        /// <summary>
+        /// Gets or sets the limit price. Only applies to <see cref="QuantConnect.Orders.OrderType.Limit"/> and <see cref="QuantConnect.Orders.OrderType.StopLimit"/>
+        /// </summary>
+        public decimal LimitPrice { get; set; }
+
+        /// <summary>
+        /// Gets or sets the stop price. Only applies to <see cref="QuantConnect.Orders.OrderType.StopLimit"/> and <see cref="QuantConnect.Orders.OrderType.StopMarket"/>
+        /// </summary>
+        public decimal StopPrice { get; set; }
+
+        /// <summary>
+        /// Gets or sets an arbitrary tag to be attached to the order
+        /// </summary>
+        public string Tag { 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)
+        {
+            Symbol = GetSymbol(Ticker, SecurityType, Market, Symbol);
+            var request = new SubmitOrderRequest(OrderType, Symbol.SecurityType, Symbol, Quantity, StopPrice, LimitPrice, DateTime.UtcNow, Tag, algorithm.DefaultOrderProperties);
+            var ticket = algorithm.SubmitOrderRequest(request);
+            var response = ticket.GetMostRecentOrderResponse();
+            var message = Messages.OrderCommand.CommandInfo(OrderType, Symbol, Quantity, response);
+
+            if (response.IsError)
+            {
+                algorithm.Error(message);
+            }
+            else
+            {
+                algorithm.Debug(message);
+            }
+
+            return new CommandResultPacket(this, success: !response.IsError);
+        }
+
+        /// <summary>
+        /// Returns a string that represents the current object.
+        /// </summary>
+        /// <returns>
+        /// A string that represents the current object.
+        /// </returns>
+        /// <filterpriority>2</filterpriority>
+        public override string ToString()
+        {
+            Symbol = GetSymbol(Ticker, SecurityType, Market, Symbol);
+            // delegate to the order request
+            return new SubmitOrderRequest(OrderType, Symbol.SecurityType, Symbol, Quantity, StopPrice, LimitPrice, DateTime.UtcNow, Tag).ToString();
+        }
+    }
+}