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 System.Collections.Generic;
+using System.ComponentModel.Composition;
+using QuantConnect.Interfaces;
+using QuantConnect.Packets;
+using QuantConnect.Util;
+
+namespace QuantConnect.Lean.Engine.Setup
+{
+    /// <summary>
+    /// Interface to setup the algorithm. Pass in a raw algorithm, return one with portfolio, cash, etc already preset.
+    /// </summary>
+    [InheritedExport(typeof(ISetupHandler))]
+    public interface ISetupHandler : IDisposable
+    {
+        /// <summary>
+        /// The worker thread instance the setup handler should use
+        /// </summary>
+        WorkerThread WorkerThread
+        {
+            set;
+        }
+
+        /// <summary>
+        /// Any errors from the initialization stored here:
+        /// </summary>
+        List<Exception> Errors
+        {
+            get;
+            set;
+        }
+
+        /// <summary>
+        /// Get the maximum runtime for this algorithm job.
+        /// </summary>
+        TimeSpan MaximumRuntime
+        {
+            get;
+        }
+
+        /// <summary>
+        /// Algorithm starting capital for statistics calculations
+        /// </summary>
+        decimal StartingPortfolioValue
+        {
+            get;
+        }
+
+        /// <summary>
+        /// Start date for analysis loops to search for data.
+        /// </summary>
+        DateTime StartingDate
+        {
+            get;
+        }
+
+        /// <summary>
+        /// Maximum number of orders for the algorithm run -- applicable for backtests only.
+        /// </summary>
+        int MaxOrders
+        {
+            get;
+        }
+
+        /// <summary>
+        /// Create a new instance of an algorithm from a physical dll path.
+        /// </summary>
+        /// <param name="assemblyPath">The path to the assembly's location</param>
+        /// <param name="algorithmNodePacket">Details of the task required</param>
+        /// <returns>A new instance of IAlgorithm, or throws an exception if there was an error</returns>
+        IAlgorithm CreateAlgorithmInstance(AlgorithmNodePacket algorithmNodePacket, string assemblyPath);
+
+        /// <summary>
+        /// Creates the brokerage as specified by the job packet
+        /// </summary>
+        /// <param name="algorithmNodePacket">Job packet</param>
+        /// <param name="uninitializedAlgorithm">The algorithm instance before Initialize has been called</param>
+        /// <param name="factory">The brokerage factory</param>
+        /// <returns>The brokerage instance, or throws if error creating instance</returns>
+        IBrokerage CreateBrokerage(AlgorithmNodePacket algorithmNodePacket, IAlgorithm uninitializedAlgorithm, out IBrokerageFactory factory);
+
+        /// <summary>
+        /// Primary entry point to setup a new algorithm
+        /// </summary>
+        /// <param name="parameters">The parameters object to use</param>
+        /// <returns>True on successfully setting up the algorithm state, or false on error.</returns>
+        bool Setup(SetupHandlerParameters parameters);
+    }
+}