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 Python.Runtime;
+using QuantConnect.Brokerages;
+
+namespace QuantConnect.Python
+{
+    /// <summary>
+    /// Provides a wrapper for <see cref="IBrokerageMessageHandler"/> implementations written in python
+    /// </summary>
+    public class BrokerageMessageHandlerPythonWrapper : BasePythonWrapper<IBrokerageMessageHandler>, IBrokerageMessageHandler
+    {
+        /// <summary>
+        /// Initializes a new instance of the <see cref="BrokerageMessageHandlerPythonWrapper"/> class
+        /// </summary>
+        /// <param name="model">The python implementation of <see cref="IBrokerageMessageHandler"/></param>
+        public BrokerageMessageHandlerPythonWrapper(PyObject model)
+            : base(model)
+        {
+        }
+
+        /// <summary>
+        /// Handles the message
+        /// </summary>
+        /// <param name="message">The message to be handled</param>
+        public void HandleMessage(BrokerageMessageEvent message)
+        {
+            InvokeMethod(nameof(HandleMessage), message);
+        }
+
+        /// <summary>
+        /// Handles a new order placed manually in the brokerage side
+        /// </summary>
+        /// <param name="eventArgs">The new order event</param>
+        /// <returns>Whether the order should be added to the transaction handler</returns>
+        public bool HandleOrder(NewBrokerageOrderNotificationEventArgs eventArgs)
+        {
+            return InvokeMethod<bool>(nameof(HandleOrder), eventArgs);
+        }
+    }
+}