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.
+*/
+
+namespace QuantConnect.Statistics
+{
+    /// <summary>
+    /// Direction of a trade
+    /// </summary>
+    public enum TradeDirection
+    {
+        /// <summary>
+        /// Long direction (0)
+        /// </summary>
+        Long,
+
+        /// <summary>
+        /// Short direction (1)
+        /// </summary>
+        Short
+    }
+
+    /// <summary>
+    /// The method used to group order fills into trades
+    /// </summary>
+    public enum FillGroupingMethod
+    {
+        /// <summary>
+        /// A Trade is defined by a fill that establishes or increases a position and an offsetting fill that reduces the position size (0)
+        /// </summary>
+        FillToFill,
+
+        /// <summary>
+        /// A Trade is defined by a sequence of fills, from a flat position to a non-zero position which may increase or decrease in quantity, and back to a flat position (1)
+        /// </summary>
+        FlatToFlat,
+
+        /// <summary>
+        /// A Trade is defined by a sequence of fills, from a flat position to a non-zero position and an offsetting fill that reduces the position size (2)
+        /// </summary>
+        FlatToReduced
+    }
+
+    /// <summary>
+    /// The method used to match offsetting order fills
+    /// </summary>
+    public enum FillMatchingMethod
+    {
+        /// <summary>
+        /// First In First Out fill matching method (0)
+        /// </summary>
+        FIFO,
+
+        /// <summary>
+        /// Last In Last Out fill matching method (1)
+        /// </summary>
+        LIFO
+    }
+}