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 +1,129 @@
+/*
+ * 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 System.Collections.Generic;
+
+namespace QuantConnect.Data.Market
+{
+    /// <summary>
+    /// Collection of <see cref="OptionChain"/> keyed by canonical option symbol
+    /// </summary>
+    public class OptionChains : BaseChains<OptionChain, OptionContract, OptionContracts>
+    {
+        /// <summary>
+        /// Creates a new instance of the <see cref="OptionChains"/> dictionary
+        /// </summary>
+        public OptionChains() : base()
+        {
+        }
+
+        /// <summary>
+        /// Creates a new instance of the <see cref="OptionChains"/> dictionary
+        /// </summary>
+        public OptionChains(bool flatten)
+            : base(flatten)
+        {
+        }
+
+        /// <summary>
+        /// Creates a new instance of the <see cref="OptionChains"/> dictionary
+        /// </summary>
+        public OptionChains(DateTime time, bool flatten = true)
+            : base(time, flatten)
+        {
+        }
+
+        /// <summary>
+        /// Gets or sets the <see cref="OptionChain"/> for the symbol, converting to canonical if needed.
+        /// </summary>
+        public override OptionChain this[Symbol symbol]
+        {
+            get => base[GetCanonicalOptionSymbol(symbol)];
+            set => base[GetCanonicalOptionSymbol(symbol)] = value;
+        }
+
+        /// <summary>
+        /// Tries to get the <see cref="OptionChain"/> for the given symbol.
+        /// Converts to the canonical option symbol if needed before attempting retrieval.
+        /// </summary>
+        public override bool TryGetValue(Symbol key, out OptionChain value)
+        {
+            var canonicalSymbol = GetCanonicalOptionSymbol(key);
+            return base.TryGetValue(canonicalSymbol, out value);
+        }
+
+        /// <summary>
+        /// Checks if an <see cref="OptionChain"/> exists for the given symbol.
+        /// Converts to the canonical option symbol first if needed.
+        /// </summary>
+        public override bool ContainsKey(Symbol key)
+        {
+            var canonicalSymbol = GetCanonicalOptionSymbol(key);
+            return base.ContainsKey(canonicalSymbol);
+        }
+
+        /// <summary>
+        /// Adds the specified symbol and chain to the dictionary, converting to canonical if needed.
+        /// </summary>
+        public override void Add(Symbol key, OptionChain value)
+        {
+            var canonicalSymbol = GetCanonicalOptionSymbol(key);
+            base.Add(canonicalSymbol, value);
+        }
+
+        /// <summary>
+        /// Removes the element with the specified key, converting to canonical if needed.
+        /// </summary>
+        public override bool Remove(Symbol key)
+        {
+            var canonicalSymbol = GetCanonicalOptionSymbol(key);
+            return base.Remove(canonicalSymbol);
+        }
+
+        /// <summary>
+        /// Determines if the dictionary contains the specific key-value pair, converting key to canonical if needed.
+        /// </summary>
+        public override bool Contains(KeyValuePair<Symbol, OptionChain> item)
+        {
+            var canonicalSymbol = GetCanonicalOptionSymbol(item.Key);
+            return base.Contains(new KeyValuePair<Symbol, OptionChain>(canonicalSymbol, item.Value));
+        }
+
+        /// <summary>
+        /// Removes the specific key-value pair, converting key to canonical if needed.
+        /// </summary>
+        public override bool Remove(KeyValuePair<Symbol, OptionChain> item)
+        {
+            var canonicalSymbol = GetCanonicalOptionSymbol(item.Key);
+            return base.Remove(new KeyValuePair<Symbol, OptionChain>(canonicalSymbol, item.Value));
+        }
+
+        private static Symbol GetCanonicalOptionSymbol(Symbol symbol)
+        {
+            if (symbol.SecurityType.HasOptions())
+            {
+                return Symbol.CreateCanonicalOption(symbol);
+            }
+
+            if (symbol.SecurityType.IsOption())
+            {
+                return symbol.Canonical;
+            }
+
+            return symbol;
+        }
+    }
+}