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;
+
+namespace QuantConnect.Securities.Option.StrategyMatcher
+{
+    /// <summary>
+    /// When decoding leg predicates, we extract the value we're comparing against
+    /// If we're comparing against another leg's value (such as legs[0].Strike), then
+    /// we'll create a OptionStrategyLegPredicateReferenceValue. If we're comparing against a literal/constant value,
+    /// then we'll create a ConstantOptionStrategyLegPredicateReferenceValue. These reference values are used to slice
+    /// the <see cref="OptionPositionCollection"/> to only include positions matching the
+    /// predicate.
+    /// </summary>
+    public interface IOptionStrategyLegPredicateReferenceValue
+    {
+        /// <summary>
+        /// Gets the target of this value
+        /// </summary>
+        PredicateTargetValue Target { get; }
+
+        /// <summary>
+        /// Resolves the value of the comparand specified in an <see cref="OptionStrategyLegPredicate"/>.
+        /// For example, the predicate may include ... > legs[0].Strike, and upon evaluation, we need to
+        /// be able to extract leg[0].Strike for the currently contemplated set of legs adhering to a
+        /// strategy's definition.
+        /// </summary>
+        object Resolve(IReadOnlyList<OptionPosition> legs);
+    }
+}