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 Newtonsoft.Json;
+using QuantConnect.Interfaces;
+using QuantConnect.Orders.TimeInForces;
+using QuantConnect.Securities;
+
+namespace QuantConnect.Orders
+{
+    /// <summary>
+    /// Time In Force - defines the length of time over which an order will continue working before it is canceled
+    /// </summary>
+    [JsonConverter(typeof(TimeInForceJsonConverter))]
+    public abstract class TimeInForce : ITimeInForceHandler
+    {
+        /// <summary>
+        /// Gets a <see cref="GoodTilCanceledTimeInForce"/> instance
+        /// </summary>
+        public static readonly TimeInForce GoodTilCanceled = new GoodTilCanceledTimeInForce();
+
+        /// <summary>
+        /// Gets a <see cref="DayTimeInForce"/> instance
+        /// </summary>
+        public static readonly TimeInForce Day = new DayTimeInForce();
+
+        /// <summary>
+        /// Gets a <see cref="GoodTilDateTimeInForce"/> instance
+        /// </summary>
+        public static Func<DateTime, TimeInForce> GoodTilDate => (DateTime expiry) => new GoodTilDateTimeInForce(expiry);
+
+        /// <summary>
+        /// Checks if an order is expired
+        /// </summary>
+        /// <param name="security">The security matching the order</param>
+        /// <param name="order">The order to be checked</param>
+        /// <returns>Returns true if the order has expired, false otherwise</returns>
+        public abstract bool IsOrderExpired(Security security, Order order);
+
+        /// <summary>
+        /// Checks if an order fill is valid
+        /// </summary>
+        /// <param name="security">The security matching the order</param>
+        /// <param name="order">The order to be checked</param>
+        /// <param name="fill">The order fill to be checked</param>
+        /// <returns>Returns true if the order fill can be emitted, false otherwise</returns>
+        public abstract bool IsFillValid(Security security, Order order, OrderEvent fill);
+    }
+}