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.Collections.Generic;
+using QuantConnect.Data.Market;
+using QuantConnect.Orders;
+using QuantConnect.Securities;
+using QuantConnect.Statistics;
+
+namespace QuantConnect.Interfaces
+{
+    /// <summary>
+    /// Generates trades from executions and market price updates
+    /// </summary>
+    public interface ITradeBuilder
+    {
+        /// <summary>
+        /// Sets the security manager instance
+        /// </summary>
+        /// <param name="securities">The security manager</param>
+        void SetSecurityManager(SecurityManager securities);
+
+        /// <summary>
+        /// Sets the live mode flag
+        /// </summary>
+        /// <param name="live">The live mode flag</param>
+        void SetLiveMode(bool live);
+
+        /// <summary>
+        /// The list of closed trades
+        /// </summary>
+        List<Trade> ClosedTrades { get; }
+
+        /// <summary>
+        /// Returns true if there is an open position for the symbol
+        /// </summary>
+        /// <param name="symbol">The symbol</param>
+        /// <returns>true if there is an open position for the symbol</returns>
+        bool HasOpenPosition(Symbol symbol);
+
+        /// <summary>
+        /// Sets the current market price for the symbol
+        /// </summary>
+        /// <param name="symbol"></param>
+        /// <param name="price"></param>
+        void SetMarketPrice(Symbol symbol, decimal price);
+
+        /// <summary>
+        /// Applies a split to the trade builder
+        /// </summary>
+        /// <param name="split">The split to be applied</param>
+        /// <param name="liveMode">True if live mode, false for backtest</param>
+        /// <param name="dataNormalizationMode">The <see cref="DataNormalizationMode"/> for this security</param>
+        void ApplySplit(Split split, bool liveMode, DataNormalizationMode dataNormalizationMode);
+
+        /// <summary>
+        /// Processes a new fill, eventually creating new trades
+        /// </summary>
+        /// <param name="fill">The new fill order event</param>
+        /// <param name="securityConversionRate">The current security market conversion rate into the account currency</param>
+        /// <param name="feeInAccountCurrency">The current order fee in the account currency</param>
+        /// <param name="multiplier">The contract multiplier</param>
+        void ProcessFill(OrderEvent fill,
+            decimal securityConversionRate,
+            decimal feeInAccountCurrency,
+            decimal multiplier = 1.0m);
+    }
+}