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 +1,96 @@
+/*
+ * 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.Orders
+{
+    /// <summary>
+    /// Defines a request to update an order's values
+    /// </summary>
+    public class UpdateOrderRequest : OrderRequest
+    {
+        /// <summary>
+        /// Gets <see cref="Orders.OrderRequestType.Update"/>
+        /// </summary>
+        public override OrderRequestType OrderRequestType
+        {
+            get { return OrderRequestType.Update; }
+        }
+
+        /// <summary>
+        /// Gets the new quantity of the order, null to not change the quantity
+        /// </summary>
+        public decimal? Quantity { get; private set; }
+
+        /// <summary>
+        /// Gets the new limit price of the order, null to not change the limit price
+        /// </summary>
+        public decimal? LimitPrice { get; private set; }
+
+        /// <summary>
+        /// Gets the new stop price of the order, null to not change the stop price
+        /// </summary>
+        public decimal? StopPrice { get; private set; }
+
+        /// <summary>
+        /// Gets the new trigger price of the order, null to not change the trigger price
+        /// </summary>
+        public decimal? TriggerPrice { get; private set; }
+
+        /// <summary>
+        /// The trailing stop order trailing amount
+        /// </summary>
+        public decimal? TrailingAmount { get; private set; }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="UpdateOrderRequest"/> class
+        /// </summary>
+        /// <param name="time">The time the request was submitted</param>
+        /// <param name="orderId">The order id to be updated</param>
+        /// <param name="fields">The fields defining what should be updated</param>
+        public UpdateOrderRequest(DateTime time, int orderId, UpdateOrderFields fields)
+            : base(time, orderId, fields.Tag)
+        {
+            Quantity = fields.Quantity;
+            LimitPrice = fields.LimitPrice;
+            StopPrice = fields.StopPrice;
+            TriggerPrice = fields.TriggerPrice;
+            TrailingAmount = fields.TrailingAmount;
+        }
+
+        /// <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()
+        {
+            return Messages.UpdateOrderRequest.ToString(this);
+        }
+
+        /// <summary>
+        /// Checks whether the update request is allowed for a closed order.
+        /// Only tag updates are allowed on closed orders.
+        /// </summary>
+        /// <returns>True if the update request is allowed for a closed order</returns>
+        public bool IsAllowedForClosedOrder()
+        {
+            return !Quantity.HasValue && !LimitPrice.HasValue && !StopPrice.HasValue && !TriggerPrice.HasValue & !TrailingAmount.HasValue;
+        }
+    }
+}