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 +1,27 @@
+For full documentation please see https://www.quantconnect.com/lean
+
+## System Overview ##
+
+![alt tag](2-Overview-Detailed-New.png)
+
+Lean outsourced key infrastructure management to plugins. The most important plugins are:
+
+ - **Result Processing**
+   > Handle all messages from the algorithmic trading engine. Decide what should be sent, and where the messages should go. The result processing system can send messages to a local GUI, or the web interface.
+
+ - **Datafeed Sourcing**
+   > Connect and download data required for the algorithmic trading engine. For backtesting this sources files from the disk, for live trading it connects to a stream and generates the data objects.
+
+ - **Transaction Processing**
+   > Process new order requests; either using the fill models provided by the algorithm, or with an actual brokerage. Send the processed orders back to the algorithm's portfolio to be filled.
+
+ - **Realtime Event Management**
+   > Generate real time events - such as end of day events. Trigger callbacks to real time event handlers. For backtesting this is mocked-up an works on simulated time. 
+ 
+ - **Algorithm State Setup**
+   > Configure the algorithm cash, portfolio and data requested. Initialize all state parameters required.
+
+For more information on the system design and contributing please see the Lean Website Documentation.
+
+To update or change the above diagram, please see [this google sheet](https://docs.google.com/presentation/d/1LHOBjAjAOD0TTXu0jBc6pIqSGGeQ4ZxoUQgX6m7A8pM/edit?usp=sharing)
+