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 QuantConnect.Brokerages;
+
+namespace QuantConnect.Securities
+{
+    /// <summary>
+    /// Provides an implementation of <see cref="ISecurityInitializer"/> that initializes a security
+    /// by settings the <see cref="Security.FillModel"/>, <see cref="Security.FeeModel"/>,
+    /// <see cref="Security.SlippageModel"/>, and the <see cref="Security.SettlementModel"/> properties
+    /// </summary>
+    public class BrokerageModelSecurityInitializer : ISecurityInitializer
+    {
+        private readonly IBrokerageModel _brokerageModel;
+        private readonly ISecuritySeeder _securitySeeder;
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="BrokerageModelSecurityInitializer"/> class
+        /// for the specified algorithm
+        /// </summary>
+        public BrokerageModelSecurityInitializer()
+        {
+
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="BrokerageModelSecurityInitializer"/> class
+        /// for the specified algorithm
+        /// </summary>
+        /// <param name="brokerageModel">The brokerage model used to initialize the security models</param>
+        /// <param name="securitySeeder">An <see cref="ISecuritySeeder"/> used to seed the initial price of the security</param>
+        public BrokerageModelSecurityInitializer(IBrokerageModel brokerageModel, ISecuritySeeder securitySeeder)
+        {
+            _brokerageModel = brokerageModel;
+            _securitySeeder = securitySeeder;
+        }
+
+        /// <summary>
+        /// Initializes the specified security by setting up the models
+        /// </summary>
+        /// <param name="security">The security to be initialized</param>
+        public virtual void Initialize(Security security)
+        {
+            // Sets the security models
+            security.FillModel = _brokerageModel.GetFillModel(security);
+            security.FeeModel = _brokerageModel.GetFeeModel(security);
+            security.SlippageModel = _brokerageModel.GetSlippageModel(security);
+            security.SettlementModel = _brokerageModel.GetSettlementModel(security);
+            security.BuyingPowerModel = _brokerageModel.GetBuyingPowerModel(security);
+            security.MarginInterestRateModel = _brokerageModel.GetMarginInterestRateModel(security);
+            // Sets the leverage after the buying power model. Otherwise we would set the leverage of the default model.
+            security.SetLeverage(_brokerageModel.GetLeverage(security));
+            security.SetShortableProvider(_brokerageModel.GetShortableProvider(security));
+
+            _securitySeeder.SeedSecurity(security);
+        }
+    }
+}