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.Orders.Fees;
+using QuantConnect.Orders.Fills;
+using QuantConnect.Orders.Slippage;
+using QuantConnect.Securities.Option;
+
+namespace QuantConnect.Securities.FutureOption
+{
+    /// <summary>
+    /// Futures Options security
+    /// </summary>
+    public class FutureOption : Option.Option
+    {
+        /// <summary>
+        /// Constructor for the future option security
+        /// </summary>
+        /// <param name="symbol">Symbol of the future option</param>
+        /// <param name="exchangeHours">Exchange hours of the future option</param>
+        /// <param name="quoteCurrency">Quoted currency of the future option</param>
+        /// <param name="symbolProperties">Symbol properties of the future option</param>
+        /// <param name="currencyConverter">Currency converter</param>
+        /// <param name="registeredTypes">Provides all data types registered to the algorithm</param>
+        /// <param name="securityCache">Cache of security objects</param>
+        /// <param name="underlying">Future underlying security</param>
+        public FutureOption(Symbol symbol,
+            SecurityExchangeHours exchangeHours,
+            Cash quoteCurrency,
+            OptionSymbolProperties symbolProperties,
+            ICurrencyConverter currencyConverter,
+            IRegisteredSecurityDataTypesProvider registeredTypes,
+            SecurityCache securityCache,
+            Security underlying)
+            : base(symbol,
+                quoteCurrency,
+                symbolProperties,
+                new OptionExchange(exchangeHours),
+                securityCache,
+                new OptionPortfolioModel(),
+                new FutureOptionFillModel(),
+                new InteractiveBrokersFeeModel(),
+                NullSlippageModel.Instance,
+                new ImmediateSettlementModel(),
+                Securities.VolatilityModel.Null,
+                null,
+                new OptionDataFilter(),
+                new SecurityPriceVariationModel(),
+                currencyConverter,
+                registeredTypes,
+                underlying,
+                null
+        )
+        {
+            BuyingPowerModel = new FuturesOptionsMarginModel(0, this);
+        }
+
+        /// <summary>
+        /// Returns the securities symbol
+        /// </summary>
+        public static implicit operator Symbol(FutureOption security) => security.Symbol;
+    }
+}