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 Newtonsoft.Json;
+using QuantConnect.Orders;
+using System.Collections.Generic;
+using QuantConnect.Algorithm.Framework.Alphas;
+
+namespace QuantConnect.Packets
+{
+    /// <summary>
+    /// Provides a packet type for transmitting alpha insights data
+    /// </summary>
+    public class AlphaResultPacket : Packet
+    {
+        /// <summary>
+        /// The user's id that deployed the alpha stream
+        /// </summary>
+        public int UserId { get; set; }
+
+        /// <summary>
+        /// The deployed alpha id. This is the id generated upon submssion to the alpha marketplace.
+        /// If this is a user backtest or live algo then this will not be specified
+        /// </summary>
+        [JsonProperty(DefaultValueHandling = DefaultValueHandling.Ignore)]
+        public string AlphaId { get; set; }
+
+        /// <summary>
+        /// The algorithm's unique identifier
+        /// </summary>
+        public string AlgorithmId { get; set; }
+
+        /// <summary>
+        /// The generated insights
+        /// </summary>
+        [JsonProperty(DefaultValueHandling = DefaultValueHandling.Ignore)]
+        public List<Insight> Insights { get; set; }
+
+        /// <summary>
+        /// The generated OrderEvents
+        /// </summary>
+        [JsonProperty(DefaultValueHandling = DefaultValueHandling.Ignore)]
+        public List<OrderEvent> OrderEvents { get; set; }
+
+        /// <summary>
+        /// The new or updated Orders
+        /// </summary>
+        [JsonProperty(DefaultValueHandling = DefaultValueHandling.Ignore)]
+        public List<Order> Orders { get; set; }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="AlphaResultPacket"/> class
+        /// </summary>
+        public AlphaResultPacket()
+            : base(PacketType.AlphaResult)
+        {
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="AlphaResultPacket"/> class
+        /// </summary>
+        /// <param name="algorithmId">The algorithm's unique identifier</param>
+        /// <param name="userId">The user's id</param>
+        /// <param name="insights">Alphas generated by the algorithm</param>
+        /// <param name="orderEvents">OrderEvents generated by the algorithm</param>
+        /// <param name="orders">Orders generated or updated by the algorithm</param>
+        public AlphaResultPacket(string algorithmId, int userId, List<Insight> insights = null, List<OrderEvent> orderEvents = null, List<Order> orders = null)
+            : base(PacketType.AlphaResult)
+        {
+            UserId = userId;
+            AlgorithmId = algorithmId;
+            Insights = insights;
+            OrderEvents = orderEvents;
+            Orders = orders;
+        }
+    }
+}