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 Python.Runtime;
+using QuantConnect.Data;
+using QuantConnect.Util;
+
+namespace QuantConnect.Python
+{
+    /// <summary>
+    /// Wraps a <see cref="PyObject"/> object that represents a dividend yield model
+    /// </summary>
+    public class DividendYieldModelPythonWrapper : BasePythonWrapper<IDividendYieldModel>, IDividendYieldModel
+    {
+        /// <summary>
+        /// Constructor for initializing the <see cref="DividendYieldModelPythonWrapper"/> class with wrapped <see cref="PyObject"/> object
+        /// </summary>
+        /// <param name="model">Represents a security's model of dividend yield</param>
+        public DividendYieldModelPythonWrapper(PyObject model)
+            : base(model)
+        {
+        }
+
+        /// <summary>
+        /// Get dividend yield by a given date of a given symbol
+        /// </summary>
+        /// <param name="date">The date</param>
+        /// <returns>Dividend yield on the given date of the given symbol</returns>
+        public decimal GetDividendYield(DateTime date)
+        {
+            return InvokeMethod<decimal>(nameof(GetDividendYield), date);
+        }
+
+        /// <summary>
+        /// Get dividend yield at given date and security price
+        /// </summary>
+        /// <param name="date">The date</param>
+        /// <param name="securityPrice">The security price at the given date</param>
+        /// <returns>Dividend yield on the given date of the given symbol</returns>
+        /// <remarks>Price data must be raw (<see cref="DataNormalizationMode.Raw"/>)</remarks>
+        public decimal GetDividendYield(DateTime date, decimal securityPrice)
+        {
+            return InvokeMethod<decimal>(nameof(GetDividendYield), date, securityPrice);
+        }
+
+        /// <summary>
+        /// Converts a <see cref="PyObject"/> object into a <see cref="IDividendYieldModel"/> object, wrapping it if necessary
+        /// </summary>
+        /// <param name="model">The Python model</param>
+        /// <returns>The converted <see cref="IDividendYieldModel"/> instance</returns>
+        public static IDividendYieldModel FromPyObject(PyObject model)
+        {
+            var dividendYieldModel = PythonUtil.CreateInstanceOrWrapper<IDividendYieldModel>(
+                model,
+                py => new DividendYieldModelPythonWrapper(py)
+            );
+            return dividendYieldModel;
+        }
+    }
+}