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.Data;
+using QuantConnect.Data.Market;
+
+namespace QuantConnect.Securities.Option
+{
+    /// <summary>
+    /// Provides a default implementation of <see cref="IOptionPriceModel"/> that does not compute any
+    /// greeks and uses the current price for the theoretical price.
+    /// <remarks>This is a stub implementation until the real models are implemented</remarks>
+    /// </summary>
+    public class CurrentPriceOptionPriceModel : OptionPriceModel
+    {
+        /// <summary>
+        /// Creates a new <see cref="OptionPriceModelResult"/> containing the current <see cref="Security.Price"/>
+        /// and a default, empty instance of first Order <see cref="Greeks"/>
+        /// </summary>
+        /// <param name="security">The option security object</param>
+        /// <param name="slice">The current data slice. This can be used to access other information
+        /// available to the algorithm</param>
+        /// <param name="contract">The option contract to evaluate</param>
+        /// <returns>An instance of <see cref="OptionPriceModelResult"/> containing the theoretical
+        /// price of the specified option contract</returns>
+        public override OptionPriceModelResult Evaluate(Security security, Slice slice, OptionContract contract)
+        {
+            return new OptionPriceModelResult(security.Price, NullGreeks.Instance);
+        }
+
+        /// <summary>
+        /// Evaluates the specified option contract to compute a theoretical price, IV and greeks
+        /// </summary>
+        /// <param name="parameters">A <see cref="OptionPriceModelParameters"/> object
+        /// containing the security, slice and contract</param>
+        /// <returns>An instance of <see cref="OptionPriceModelResult"/> containing the theoretical
+        /// price of the specified option contract</returns>
+        public override OptionPriceModelResult Evaluate(OptionPriceModelParameters parameters)
+        {
+            return Evaluate(parameters.Security, parameters.Slice, parameters.Contract);
+        }
+    }
+}