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;
+
+namespace QuantConnect.Securities
+{
+    /// <summary>
+    /// Provides a functional implementation of <see cref="IDerivativeSecurityFilter{T}"/>
+    /// </summary>
+    public class FuncSecurityDerivativeFilter<T> : IDerivativeSecurityFilter<T>
+        where T : IChainUniverseData
+    {
+        private readonly Func<IDerivativeSecurityFilterUniverse<T>, IDerivativeSecurityFilterUniverse<T>> _filter;
+
+        /// <summary>
+        /// True if this universe filter can run async in the data stack
+        /// </summary>
+        public bool Asynchronous { get; set; } = true;
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="FuncSecurityDerivativeFilter{T}"/> class
+        /// </summary>
+        /// <param name="filter">The functional implementation of the <see cref="Filter"/> method</param>
+        public FuncSecurityDerivativeFilter(Func<IDerivativeSecurityFilterUniverse<T>, IDerivativeSecurityFilterUniverse<T>> filter)
+        {
+            _filter = filter;
+        }
+
+        /// <summary>
+        /// Filters the input set of symbols represented by the universe
+        /// </summary>
+        /// <param name="universe">Derivative symbols universe used in filtering</param>
+        /// <returns>The filtered set of symbols</returns>
+        public IDerivativeSecurityFilterUniverse<T> Filter(IDerivativeSecurityFilterUniverse<T> universe)
+        {
+            return _filter(universe);
+        }
+    }
+}