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
@@ -0,0 +1,61 @@
+/*
+ * 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 risk-free interest rate model
+    /// </summary>
+    public class RiskFreeInterestRateModelPythonWrapper : BasePythonWrapper<IRiskFreeInterestRateModel>, IRiskFreeInterestRateModel
+    {
+        /// <summary>
+        /// Constructor for initializing the <see cref="RiskFreeInterestRateModelPythonWrapper"/> class with wrapped <see cref="PyObject"/> object
+        /// </summary>
+        /// <param name="model">Represents a security's model of buying power</param>
+        public RiskFreeInterestRateModelPythonWrapper(PyObject model)
+            : base(model)
+        {
+        }
+
+        /// <summary>
+        /// Get interest rate by a given date
+        /// </summary>
+        /// <param name="date">The date</param>
+        /// <returns>Interest rate on the given date</returns>
+        public decimal GetInterestRate(DateTime date)
+        {
+            return InvokeMethod<decimal>(nameof(GetInterestRate), date);
+        }
+
+        /// <summary>
+        /// Converts a <see cref="PyObject"/> object into a <see cref="IRiskFreeInterestRateModel"/> object, wrapping it if necessary
+        /// </summary>
+        /// <param name="model">The Python model</param>
+        /// <returns>The converted <see cref="IRiskFreeInterestRateModel"/> instance</returns>
+        public static IRiskFreeInterestRateModel FromPyObject(PyObject model)
+        {
+            var riskFreeInterestRateModel = PythonUtil.CreateInstanceOrWrapper<IRiskFreeInterestRateModel>(
+                model,
+                py => new RiskFreeInterestRateModelPythonWrapper(py)
+            );
+            return riskFreeInterestRateModel;
+        }
+    }
+}