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.Python;
+using System;
+
+namespace QuantConnect.Securities.Option
+{
+    /// <summary>
+    /// Provides an implementation of <see cref="IOptionPriceModel"/> that wraps a <see cref="PyObject"/> object
+    /// </summary>
+    public class OptionPriceModelPythonWrapper : BasePythonWrapper<IOptionPriceModel>, IOptionPriceModel
+    {
+        /// <summary>
+        /// Creates a new instance
+        /// </summary>
+        /// <param name="model">The python model to wrap</param>
+        public OptionPriceModelPythonWrapper(PyObject model)
+            : base(model)
+        {
+        }
+
+        /// <summary>
+        /// Evaluates the specified option contract to compute a theoretical price, IV and greeks
+        /// </summary>
+        /// <param name="parameters">A <see cref="OptionPriceModelParameters"/> object
+        /// containing the security, slice and contract</param>
+        /// <returns>An instance of <see cref="OptionPriceModelResult"/> containing the theoretical
+        /// price of the specified option contract</returns>
+        public OptionPriceModelResult Evaluate(OptionPriceModelParameters parameters)
+        {
+            return InvokeMethod<OptionPriceModelResult>(nameof(Evaluate), parameters);
+        }
+    }
+}