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
@@ -0,0 +1,82 @@
+/*
+ * 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;
+
+namespace QuantConnect.Securities.Option.StrategyMatcher
+{
+    /// <summary>
+    /// Provides an implementation of <see cref="IOptionStrategyLegPredicateReferenceValue"/> that represents a constant value.
+    /// </summary>
+    public class ConstantOptionStrategyLegPredicateReferenceValue<T> : IOptionStrategyLegPredicateReferenceValue
+    {
+        private readonly T _value;
+
+        /// <summary>
+        /// Gets the target of this value
+        /// </summary>
+        public PredicateTargetValue Target { get; }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="ConstantOptionStrategyLegPredicateReferenceValue{T}"/> class
+        /// </summary>
+        /// <param name="value">The constant reference value</param>
+        /// <param name="target">The value target in relation to the <see cref="OptionPosition"/></param>
+        public ConstantOptionStrategyLegPredicateReferenceValue(T value, PredicateTargetValue target)
+        {
+            _value = value;
+            Target = target;
+        }
+
+        /// <summary>
+        /// Returns the constant value provided at initialization
+        /// </summary>
+        public object Resolve(IReadOnlyList<OptionPosition> legs)
+        {
+            return _value;
+        }
+    }
+
+    /// <summary>
+    /// Provides methods for easily creating instances of <see cref="ConstantOptionStrategyLegPredicateReferenceValue{T}"/>
+    /// </summary>
+    public static class ConstantOptionStrategyLegReferenceValue
+    {
+        /// <summary>
+        /// Creates a new instance of the <see cref="ConstantOptionStrategyLegPredicateReferenceValue{T}"/> class for
+        /// the specified <paramref name="value"/>
+        /// </summary>
+        public static IOptionStrategyLegPredicateReferenceValue Create(object value)
+        {
+            if (value is DateTime)
+            {
+                return new ConstantOptionStrategyLegPredicateReferenceValue<DateTime>((DateTime) value, PredicateTargetValue.Expiration);
+            }
+
+            if (value is decimal)
+            {
+                return new ConstantOptionStrategyLegPredicateReferenceValue<decimal>((decimal) value, PredicateTargetValue.Strike);
+            }
+
+            if (value is OptionRight)
+            {
+                return new ConstantOptionStrategyLegPredicateReferenceValue<OptionRight>((OptionRight) value, PredicateTargetValue.Right);
+            }
+
+            throw new NotSupportedException($"{value?.GetType().GetBetterTypeName()} is not supported.");
+        }
+    }
+}