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;
+using QuantConnect.Packets;
+using QuantConnect.Interfaces;
+using System.ComponentModel.Composition;
+using QuantConnect.Data.UniverseSelection;
+
+namespace QuantConnect.Lean.Engine.Server
+{
+    /// <summary>
+    /// Provides scope into Lean that is convenient for managing a lean instance
+    /// </summary>
+    [InheritedExport(typeof(ILeanManager))]
+    public interface ILeanManager : IDisposable
+    {
+        /// <summary>
+        /// Initialize the ILeanManager implementation
+        /// </summary>
+        /// <param name="systemHandlers">Exposes lean engine system handlers running LEAN</param>
+        /// <param name="algorithmHandlers">Exposes the lean algorithm handlers running lean</param>
+        /// <param name="job">The job packet representing either a live or backtest Lean instance</param>
+        /// <param name="algorithmManager">The Algorithm manager</param>
+        void Initialize(LeanEngineSystemHandlers systemHandlers, LeanEngineAlgorithmHandlers algorithmHandlers, AlgorithmNodePacket job, AlgorithmManager algorithmManager);
+
+        /// <summary>
+        /// Sets the IAlgorithm instance in the ILeanManager
+        /// </summary>
+        /// <param name="algorithm">The IAlgorithm instance being run</param>
+        void SetAlgorithm(IAlgorithm algorithm);
+
+        /// <summary>
+        /// Update ILeanManager with the IAlgorithm instance
+        /// </summary>
+        void Update();
+
+        /// <summary>
+        /// This method is called after algorithm initialization
+        /// </summary>
+        void OnAlgorithmStart();
+
+        /// <summary>
+        /// This method is called before algorithm termination
+        /// </summary>
+        void OnAlgorithmEnd();
+
+        /// <summary>
+        /// Callback fired each time that we add/remove securities from the data feed
+        /// </summary>
+        void OnSecuritiesChanged(SecurityChanges changes);
+    }
+}