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 +1,120 @@
+/*
+ * 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.Linq;
+using System.Collections;
+using System.Collections.Generic;
+
+namespace QuantConnect.Securities.Positions
+{
+    /// <summary>
+    /// Provides a collection type for <see cref="IPosition"/> aimed at providing indexing for
+    /// common operations required by the resolver implementations.
+    /// </summary>
+    public class PositionCollection : IEnumerable<IPosition>
+    {
+        private Dictionary<Symbol, IPosition> _positions;
+
+        /// <summary>Gets the number of elements in the collection.</summary>
+        /// <returns>The number of elements in the collection. </returns>
+        public int Count => _positions.Count;
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="PositionCollection"/> class
+        /// </summary>
+        /// <param name="positions">The positions to include in this collection</param>
+        public PositionCollection(Dictionary<Symbol, IPosition> positions)
+        {
+            _positions = positions;
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="PositionCollection"/> class
+        /// </summary>
+        /// <param name="positions">The positions to include in this collection</param>
+        public PositionCollection(IEnumerable<IPosition> positions)
+            : this(positions.ToDictionary(p => p.Symbol))
+        {
+        }
+
+        /// <summary>
+        /// Removes the quantities in the provided groups from this position collection.
+        /// This should be called following <see cref="IPositionGroupResolver"/> has resolved
+        /// position groups in order to update the collection of positions for the next resolver,
+        /// if one exists.
+        /// </summary>
+        /// <param name="groups">The resolved position groups</param>
+        /// <returns></returns>
+        public void Remove(IEnumerable<IPositionGroup> groups)
+        {
+            foreach (var group in groups)
+            {
+                foreach (var position in group.Positions)
+                {
+                    IPosition existing;
+                    if (!_positions.TryGetValue(position.Symbol, out existing))
+                    {
+                        throw new InvalidOperationException($"Position with symbol {position.Symbol} not found.");
+                    }
+
+                    var resultingPosition = existing.Deduct(position.Quantity);
+                    // directly remove positions hows quantity is 0
+                    if(resultingPosition.Quantity == 0)
+                    {
+                        _positions.Remove(position.Symbol);
+                    }
+                    else
+                    {
+                        _positions[position.Symbol] = resultingPosition;
+                    }
+                }
+            }
+        }
+
+        /// <summary>
+        /// Clears this collection of all positions
+        /// </summary>
+        public void Clear()
+        {
+            _positions.Clear();
+        }
+
+        /// <summary>
+        /// Attempts to retrieve the position with the specified symbol from this collection
+        /// </summary>
+        /// <param name="symbol">The symbol</param>
+        /// <param name="position">The position</param>
+        /// <returns>True if the position is found, otherwise false</returns>
+        public bool TryGetPosition(Symbol symbol, out IPosition position)
+        {
+            return _positions.TryGetValue(symbol, out position);
+        }
+
+        /// <summary>Returns an enumerator that iterates through the collection.</summary>
+        /// <returns>An enumerator that can be used to iterate through the collection.</returns>
+        public IEnumerator<IPosition> GetEnumerator()
+        {
+            return _positions.Values.GetEnumerator();
+        }
+
+        /// <summary>Returns an enumerator that iterates through a collection.</summary>
+        /// <returns>An <see cref="T:System.Collections.IEnumerator" /> object that can be used to iterate through the collection.</returns>
+        IEnumerator IEnumerable.GetEnumerator()
+        {
+            return GetEnumerator();
+        }
+    }
+}