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;
+using QuantConnect.Orders;
+
+namespace QuantConnect.Securities.Positions
+{
+    /// <summary>
+    /// Defines the parameters for <see cref="IPositionGroupBuyingPowerModel.HasSufficientBuyingPowerForOrder"/>
+    /// </summary>
+    public class HasSufficientPositionGroupBuyingPowerForOrderParameters
+    {
+        /// <summary>
+        /// The orders associated with this request
+        /// </summary>
+        public List<Order> Orders { get; }
+
+        /// <summary>
+        /// Gets the position group representing the holdings changes contemplated by the order
+        /// </summary>
+        public IPositionGroup PositionGroup { get; }
+
+        /// <summary>
+        /// Gets the algorithm's portfolio manager
+        /// </summary>
+        public SecurityPortfolioManager Portfolio { get; }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="HasSufficientPositionGroupBuyingPowerForOrderParameters"/> class
+        /// </summary>
+        /// <param name="portfolio">The algorithm's portfolio manager</param>
+        /// <param name="positionGroup">The position group</param>
+        /// <param name="orders">The orders</param>
+        public HasSufficientPositionGroupBuyingPowerForOrderParameters(
+            SecurityPortfolioManager portfolio,
+            IPositionGroup positionGroup,
+            List<Order> orders
+            )
+        {
+            Orders = orders;
+            Portfolio = portfolio;
+            PositionGroup = positionGroup;
+        }
+
+        /// <summary>
+        /// This may be called for non-combo type orders where the position group is guaranteed to have exactly one position
+        /// </summary>
+        public static implicit operator HasSufficientBuyingPowerForOrderParameters(
+            HasSufficientPositionGroupBuyingPowerForOrderParameters parameters
+            )
+        {
+            var position = parameters.PositionGroup.Single();
+            var security = parameters.Portfolio.Securities[position.Symbol];
+            return new HasSufficientBuyingPowerForOrderParameters(parameters.Portfolio, security, parameters.Orders.Single());
+        }
+
+        /// <summary>
+        /// Creates a new result indicating that there is sufficient buying power for the contemplated order
+        /// </summary>
+        public HasSufficientBuyingPowerForOrderResult Sufficient()
+        {
+            return new HasSufficientBuyingPowerForOrderResult(true);
+        }
+
+        /// <summary>
+        /// Creates a new result indicating that there is insufficient buying power for the contemplated order
+        /// </summary>
+        public HasSufficientBuyingPowerForOrderResult Insufficient(string reason)
+        {
+            return new HasSufficientBuyingPowerForOrderResult(false, reason);
+        }
+
+        /// <summary>
+        /// Creates a new result indicating that there was an error
+        /// </summary>
+        public HasSufficientBuyingPowerForOrderResult Error(string reason)
+        {
+            return new HasSufficientBuyingPowerForOrderResult(false, reason);
+        }
+    }
+}