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.Collections.Concurrent;
+using System.Collections.Generic;
+using System.ComponentModel.Composition;
+using QuantConnect.Interfaces;
+using QuantConnect.Lean.Engine.Results;
+using QuantConnect.Orders;
+using QuantConnect.Securities;
+
+namespace QuantConnect.Lean.Engine.TransactionHandlers
+{
+    /// <summary>
+    /// Transaction handlers define how the transactions are processed and set the order fill information.
+    /// The pass this information back to the algorithm portfolio and ensure the cash and portfolio are synchronized.
+    /// </summary>
+    [InheritedExport(typeof(ITransactionHandler))]
+    public interface ITransactionHandler : IOrderProcessor, IOrderEventProvider
+    {
+        /// <summary>
+        /// Boolean flag indicating the thread is busy.
+        /// False indicates it is completely finished processing and ready to be terminated.
+        /// </summary>
+        bool IsActive
+        {
+            get;
+        }
+
+        /// <summary>
+        /// Gets the permanent storage for all orders
+        /// </summary>
+        ConcurrentDictionary<int, Order> Orders
+        {
+            get;
+        }
+
+        /// <summary>
+        /// Gets all order events
+        /// </summary>
+        IEnumerable<OrderEvent> OrderEvents { get; }
+
+        /// <summary>
+        /// Gets the permanent storage for all order tickets
+        /// </summary>
+        ConcurrentDictionary<int, OrderTicket> OrderTickets
+        {
+            get;
+        }
+
+        /// <summary>
+        /// Initializes the transaction handler for the specified algorithm using the specified brokerage implementation
+        /// </summary>
+        void Initialize(IAlgorithm algorithm, IBrokerage brokerage, IResultHandler resultHandler);
+
+        /// <summary>
+        /// Signal a end of thread request to stop montioring the transactions.
+        /// </summary>
+        void Exit();
+
+        /// <summary>
+        /// Process any synchronous events from the primary algorithm thread.
+        /// </summary>
+        void ProcessSynchronousEvents();
+
+        /// <summary>
+        /// Register an already open Order
+        /// </summary>
+        void AddOpenOrder(Order order, IAlgorithm algorithm);
+    }
+}