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;
+using System.Collections.Generic;
+using QuantConnect.Orders;
+
+namespace QuantConnect.Securities
+{
+    /// <summary>
+    /// Represents a type capable of fetching Order instances by its QC order id or by a brokerage id
+    /// </summary>
+    public interface IOrderProvider
+    {
+        /// <summary>
+        /// Gets the current number of orders that have been processed
+        /// </summary>
+        int OrdersCount { get; }
+
+        /// <summary>
+        /// Get the order by its id
+        /// </summary>
+        /// <param name="orderId">Order id to fetch</param>
+        /// <returns>A clone of the order with the specified id, or null if no match is found</returns>
+        Order GetOrderById(int orderId);
+
+        /// <summary>
+        /// Gets the Lean orders by its brokerage id
+        /// </summary>
+        /// <param name="brokerageId">The brokerage id to fetch</param>
+        /// <returns>The orders matching the brokerage id, or null if no match is found</returns>
+        List<Order> GetOrdersByBrokerageId(string brokerageId);
+
+        /// <summary>
+        /// Gets and enumerable of <see cref="OrderTicket"/> matching the specified <paramref name="filter"/>
+        /// </summary>
+        /// <param name="filter">The filter predicate used to find the required order tickets. If null is specified then all tickets are returned</param>
+        /// <returns>An enumerable of <see cref="OrderTicket"/> matching the specified <paramref name="filter"/></returns>
+        IEnumerable<OrderTicket> GetOrderTickets(Func<OrderTicket, bool> filter = null);
+
+        /// <summary>
+        /// Gets and enumerable of opened <see cref="OrderTicket"/> matching the specified <paramref name="filter"/>
+        /// </summary>
+        /// <param name="filter">The filter predicate used to find the required order tickets. If null is specified then all tickets are returned</param>
+        /// <returns>An enumerable of opened <see cref="OrderTicket"/> matching the specified <paramref name="filter"/></returns>
+        IEnumerable<OrderTicket> GetOpenOrderTickets(Func<OrderTicket, bool> filter = null);
+
+        /// <summary>
+        /// Gets the order ticket for the specified order id. Returns null if not found
+        /// </summary>
+        /// <param name="orderId">The order's id</param>
+        /// <returns>The order ticket with the specified id, or null if not found</returns>
+        OrderTicket GetOrderTicket(int orderId);
+
+        /// <summary>
+        /// Gets all orders matching the specified filter. Specifying null will return an enumerable
+        /// of all orders.
+        /// </summary>
+        /// <param name="filter">Delegate used to filter the orders</param>
+        /// <returns>All orders this order provider currently holds by the specified filter</returns>
+        IEnumerable<Order> GetOrders(Func<Order, bool> filter = null);
+
+        /// <summary>
+        /// Gets open orders matching the specified filter. Specifying null will return an enumerable
+        /// of all open orders.
+        /// </summary>
+        /// <param name="filter">Delegate used to filter the orders</param>
+        /// <returns>All filtered open orders this order provider currently holds</returns>
+        List<Order> GetOpenOrders(Func<Order, bool> filter = null);
+
+        /// <summary>
+        /// Calculates the projected holdings for the specified security based on the current open orders.
+        /// </summary>
+        /// <param name="security">The security</param>
+        /// <returns>
+        /// The projected holdings for the specified security, which is the sum of the current holdings
+        /// plus the sum of the open orders quantity.
+        /// </returns>
+        ProjectedHoldings GetProjectedHoldings(Security security);
+    }
+
+    /// <summary>
+    /// Provides extension methods for the <see cref="IOrderProvider"/> interface
+    /// </summary>
+    public static class OrderProviderExtensions
+    {
+        /// <summary>
+        /// Gets the order by its brokerage id
+        /// </summary>
+        /// <param name="orderProvider">The order provider to search</param>
+        /// <param name="brokerageId">The brokerage id to fetch</param>
+        /// <returns>The first order matching the brokerage id, or null if no match is found</returns>
+        public static List<Order> GetOrdersByBrokerageId(this IOrderProvider orderProvider, long brokerageId)
+        {
+            return orderProvider.GetOrdersByBrokerageId(brokerageId.ToStringInvariant());
+        }
+
+        /// <summary>
+        /// Gets the order by its brokerage id
+        /// </summary>
+        /// <param name="orderProvider">The order provider to search</param>
+        /// <param name="brokerageId">The brokerage id to fetch</param>
+        /// <returns>The first order matching the brokerage id, or null if no match is found</returns>
+        public static List<Order> GetOrdersByBrokerageId(this IOrderProvider orderProvider, int brokerageId)
+        {
+            return orderProvider.GetOrdersByBrokerageId(brokerageId.ToStringInvariant());
+        }
+    }
+}