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
@@ -0,0 +1,75 @@
+/*
+ * 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;
+
+namespace QuantConnect.Data.Market
+{
+    /// <summary>
+    /// Defines the greeks
+    /// </summary>
+    internal class ModeledGreeks : Greeks
+    {
+        private Lazy<decimal> _delta;
+        private Lazy<decimal> _gamma;
+        private Lazy<decimal> _vega;
+        private Lazy<decimal> _theta;
+        private Lazy<decimal> _rho;
+        private Lazy<decimal> _lambda;
+
+        /// <summary>
+        /// Gets the delta
+        /// </summary>
+        public override decimal Delta => _delta.Value;
+
+        /// <summary>
+        /// Gets the gamma
+        /// </summary>
+        public override decimal Gamma => _gamma.Value;
+
+        /// <summary>
+        /// Gets the vega
+        /// </summary>
+        public override decimal Vega => _vega.Value;
+
+        /// <summary>
+        /// Gets the theta
+        /// </summary>
+        public override decimal Theta => _theta.Value;
+
+        /// <summary>
+        /// Gets the rho
+        /// </summary>
+        public override decimal Rho => _rho.Value;
+
+        /// <summary>
+        /// Gets the lambda
+        /// </summary>
+        public override decimal Lambda => _lambda.Value;
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="ModeledGreeks"/> class
+        /// </summary>
+        public ModeledGreeks(Func<decimal> delta, Func<decimal> gamma, Func<decimal> vega, Func<decimal> theta, Func<decimal> rho, Func<decimal> lambda)
+        {
+            _delta = new Lazy<decimal>(delta, isThreadSafe: false);
+            _gamma = new Lazy<decimal>(gamma, isThreadSafe: false);
+            _vega = new Lazy<decimal>(vega, isThreadSafe: false);
+            _theta = new Lazy<decimal>(theta, isThreadSafe: false);
+            _rho = new Lazy<decimal>(rho, isThreadSafe: false);
+            _lambda = new Lazy<decimal>(lambda, isThreadSafe: false);
+        }
+    }
+}