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.Collections.Generic;
+using System.Linq;
+
+namespace QuantConnect.Securities.Future
+{
+    /// <summary>
+    /// Provides conversions from a GLOBEX Futures ticker to a GLOBEX Futures Options ticker
+    /// </summary>
+    public static class FuturesOptionsSymbolMappings
+    {
+        /// <summary>
+        /// Defines Futures GLOBEX Ticker -> Futures Options GLOBEX Ticker
+        /// </summary>
+        private static Dictionary<string, string> _futureToFutureOptionsGLOBEX = new Dictionary<string, string>
+        {
+            { "EH", "OEH" },
+            { "KE", "OKE" },
+            { "TN", "OTN" },
+            { "UB", "OUB" },
+            { "YM", "OYM" },
+            { "ZB", "OZB" },
+            { "ZC", "OZC" },
+            { "ZF", "OZF" },
+            { "ZL", "OZL" },
+            { "ZM", "OZM" },
+            { "ZN", "OZN" },
+            { "ZO", "OZO" },
+            { "ZS", "OZS" },
+            { "ZT", "OZT" },
+            { "ZW", "OZW" },
+            { "RTY", "RTO" },
+            { "GC", "OG" },
+            { "HG", "HXE" },
+            { "SI", "SO" },
+            { "CL", "LO" },
+            { "HCL", "HCO" },
+            { "HO", "OH" },
+            { "NG", "ON" },
+            { "PA", "PAO" },
+            { "PL", "PO" },
+            { "RB", "OB" },
+            { "YG", "OYG" },
+            { "ZG", "OZG" },
+            { "ZI", "OZI" },
+            { "6A", "ADU" },
+            { "6B", "GBU" },
+            { "6C", "CAU" },
+            { "6E", "EUU" },
+            { "6J", "JPU" },
+            { "6S", "CHU" }
+        };
+
+        private static Dictionary<string, string> _futureOptionsToFutureGLOBEX = _futureToFutureOptionsGLOBEX
+            .ToDictionary(kvp => kvp.Value, kvp => kvp.Key);
+
+        /// <summary>
+        /// Returns the futures options ticker for the given futures ticker.
+        /// </summary>
+        /// <param name="futureTicker">Future GLOBEX ticker to get Future Option GLOBEX ticker for</param>
+        /// <returns>Future option ticker. Defaults to future ticker provided if no entry is found</returns>
+        public static string Map(string futureTicker)
+        {
+            futureTicker = futureTicker.ToUpperInvariant();
+
+            string result;
+            if (!_futureToFutureOptionsGLOBEX.TryGetValue(futureTicker, out result))
+            {
+                return futureTicker;
+            }
+
+            return result;
+        }
+
+        /// <summary>
+        /// Maps a futures options ticker to its underlying future's ticker
+        /// </summary>
+        /// <param name="futureOptionTicker">Future option ticker to map to the underlying</param>
+        /// <returns>Future ticker</returns>
+        public static string MapFromOption(string futureOptionTicker)
+        {
+            futureOptionTicker = futureOptionTicker.ToUpperInvariant();
+
+            string result;
+            if (!_futureOptionsToFutureGLOBEX.TryGetValue(futureOptionTicker, out result))
+            {
+                return futureOptionTicker;
+            }
+
+            return result;
+        }
+    }
+}