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.Logging;
+using QuantConnect.Orders;
+using QuantConnect.Securities;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+
+namespace QuantConnect.Packets
+{
+    /// <summary>
+    /// Live result packet from a lean engine algorithm.
+    /// </summary>
+    public class LiveResultPacket : Packet
+    {
+        /// <summary>
+        /// User Id sending result packet
+        /// </summary>
+        public int UserId { get; set; }
+
+        /// <summary>
+        /// Project Id of the result packet
+        /// </summary>
+        public int ProjectId { get; set; }
+
+        /// <summary>
+        /// Live Algorithm Id (DeployId) for this result packet
+        /// </summary>
+        public string DeployId { get; set; } = string.Empty;
+
+        /// <summary>
+        /// Result data object for this result packet
+        /// </summary>
+        public LiveResult Results { get; set; } = new LiveResult();
+
+        /// <summary>
+        /// Default constructor for JSON Serialization
+        /// </summary>
+        public LiveResultPacket()
+            : base(PacketType.LiveResult)
+        { }
+
+        /// <summary>
+        /// Compose the packet from a JSON string:
+        /// </summary>
+        public LiveResultPacket(string json)
+            : base(PacketType.LiveResult)
+        {
+            try
+            {
+                var packet = JsonConvert.DeserializeObject<LiveResultPacket>(json);
+                Channel            = packet.Channel;
+                DeployId           = packet.DeployId;
+                Type               = packet.Type;
+                UserId             = packet.UserId;
+                ProjectId          = packet.ProjectId;
+                Results            = packet.Results;
+            }
+            catch (Exception err)
+            {
+                Log.Trace($"LiveResultPacket(): Error converting json: {err}");
+            }
+        }
+
+        /// <summary>
+        /// Compose Live Result Data Packet - With tradable dates
+        /// </summary>
+        /// <param name="job">Job that started this request</param>
+        /// <param name="results">Results class for the Backtest job</param>
+        public LiveResultPacket(LiveNodePacket job, LiveResult results)
+            :base (PacketType.LiveResult)
+        {
+            try
+            {
+                DeployId = job.DeployId;
+                Results = results;
+                UserId = job.UserId;
+                ProjectId = job.ProjectId;
+                Channel = job.Channel;
+            }
+            catch (Exception err) {
+                Log.Error(err);
+            }
+        }
+
+        /// <summary>
+        /// Creates an empty result packet, useful when the algorithm fails to initialize
+        /// </summary>
+        /// <param name="job">The associated job packet</param>
+        /// <returns>An empty result packet</returns>
+        public static LiveResultPacket CreateEmpty(LiveNodePacket job)
+        {
+            return new LiveResultPacket(job, new LiveResult(new LiveResultParameters(
+                new Dictionary<string, Chart>(), new Dictionary<int, Order>(), new Dictionary<DateTime, decimal>(),
+                new Dictionary<string, Holding>(), new CashBook(), new Dictionary<string, string>(),
+                new SortedDictionary<string, string>(), new List<OrderEvent>(), null, new Dictionary<string, string>(),
+                new AlgorithmConfiguration(), new Dictionary<string, string>())));
+        }
+    } // End Queue Packet:
+
+
+    /// <summary>
+    /// Live results object class for packaging live result data.
+    /// </summary>
+    public class LiveResult : Result
+    {
+        private CashBook _cashBook;
+
+        /// <summary>
+        /// Holdings dictionary of algorithm holdings information
+        /// </summary>
+        [JsonProperty(NullValueHandling = NullValueHandling.Ignore)]
+        public IDictionary<string, Holding> Holdings { get; set; }
+
+        /// <summary>
+        /// Cashbook for the algorithm's live results.
+        /// </summary>
+        [JsonIgnore]
+        public CashBook CashBook
+        {
+            get
+            {
+                return _cashBook;
+            }
+            set
+            {
+                _cashBook = value;
+
+                Cash = _cashBook?.ToDictionary(pair => pair.Key, pair => pair.Value);
+                AccountCurrency = CashBook?.AccountCurrency;
+                AccountCurrencySymbol = AccountCurrency != null ? Currencies.GetCurrencySymbol(AccountCurrency) : null;
+            }
+        }
+
+        /// <summary>
+        /// Cash for the algorithm's live results.
+        /// </summary>
+        [JsonProperty(NullValueHandling = NullValueHandling.Ignore)]
+        public Dictionary<string, Cash> Cash { get; set; }
+
+        /// <summary>
+        /// The algorithm's account currency
+        /// </summary>
+        [JsonProperty(NullValueHandling = NullValueHandling.Ignore)]
+        public string AccountCurrency { get; set; }
+
+        /// <summary>
+        /// The algorithm's account currency
+        /// </summary>
+        [JsonProperty(NullValueHandling = NullValueHandling.Ignore)]
+        public string AccountCurrencySymbol { get; set; }
+
+        /// <summary>
+        /// Default Constructor
+        /// </summary>
+        public LiveResult()
+        { }
+
+        /// <summary>
+        /// Constructor for the result class for dictionary objects
+        /// </summary>
+        public LiveResult(LiveResultParameters parameters) : base(parameters)
+        {
+            Holdings = parameters.Holdings;
+            CashBook = parameters.CashBook;
+        }
+    }
+} // End of Namespace: