chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
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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;
+using System.Collections.Generic;
+
+namespace QuantConnect.Securities.Positions
+{
+    /// <summary>
+    /// Provides extension methods for <see cref="IPosition"/>
+    /// </summary>
+    public static class PositionExtensions
+    {
+        /// <summary>
+        /// Deducts the specified <paramref name="quantityToDeduct"/> from the specified <paramref name="position"/>
+        /// </summary>
+        /// <param name="position">The source position</param>
+        /// <param name="quantityToDeduct">The quantity to deduct</param>
+        /// <returns>A new position with the same properties but quantity reduced by the specified amount</returns>
+        public static IPosition Deduct(this IPosition position, decimal quantityToDeduct)
+        {
+            var newQuantity = position.Quantity - quantityToDeduct;
+            return new Position(position.Symbol, newQuantity, position.UnitQuantity);
+        }
+
+        /// <summary>
+        /// Combines the provided positions into a single position with the quantities added and the minimum unit quantity.
+        /// </summary>
+        /// <param name="position">The position</param>
+        /// <param name="other">The other position to add</param>
+        /// <returns>The combined position</returns>
+        public static IPosition Combine(this IPosition position, IPosition other)
+        {
+            if (!position.Symbol.Equals(other.Symbol))
+            {
+                throw new ArgumentException($"Position symbols must match in order to combine quantities.");
+            }
+
+            return new Position(position.Symbol,
+                position.Quantity + other.Quantity,
+                Math.Min(position.UnitQuantity, other.UnitQuantity)
+            );
+        }
+
+        /// <summary>
+        /// Consolidates the provided <paramref name="positions"/> into a dictionary
+        /// </summary>
+        /// <param name="positions">The positions to be consolidated</param>
+        /// <returns>A dictionary containing the consolidated positions</returns>
+        public static Dictionary<Symbol, IPosition> Consolidate(this IEnumerable<IPosition> positions)
+        {
+            var consolidated = new Dictionary<Symbol, IPosition>();
+            foreach (var position in positions)
+            {
+                IPosition existing;
+                if (consolidated.TryGetValue(position.Symbol, out existing))
+                {
+                    // if it already exists then combine it with the existing
+                    consolidated[position.Symbol] = existing.Combine(position);
+                }
+                else
+                {
+                    consolidated[position.Symbol] = position;
+                }
+            }
+
+            return consolidated;
+        }
+
+        /// <summary>
+        /// Creates a new <see cref="IPosition"/> with quantity equal to <paramref name="numberOfLots"/> times its unit quantity
+        /// </summary>
+        /// <param name="position">The position</param>
+        /// <param name="numberOfLots">The number of lots for the new position</param>
+        /// <returns>A new position with the specified number of lots</returns>
+        public static IPosition WithLots(this IPosition position, decimal numberOfLots)
+        {
+            var sign = position.Quantity < 0 ? -1 : +1;
+            return new Position(position.Symbol, numberOfLots * position.UnitQuantity * sign, position.UnitQuantity);
+        }
+
+        /// <summary>
+        /// Gets the quantity a group would have if the given position were part of it.
+        /// </summary>
+        /// <param name="position">The position</param>
+        /// <returns>The group quantity</returns>
+        public static decimal GetGroupQuantity(this IPosition position)
+        {
+            return position.Quantity / position.UnitQuantity;
+        }
+    }
+}