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Enforce consistency in AddData<T> C#/Python

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See #3332 - initial pre-factoring/clean-up
This commit is contained in:
Michael Handschuh
2019-07-31 10:33:17 -04:00
committed by Martin Molinero
parent 821090c237
commit e65f718577
2 changed files with 16 additions and 31 deletions
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Algorithm/QCAlgorithm.Python.cs
+15 -14
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@@ -52,56 +52,57 @@ namespace QuantConnect.Algorithm
/// The data is added with a default time zone of NewYork (Eastern Daylight Savings Time)
/// </summary>
/// <param name="type">Data source type</param>
/// <param name="symbol">Key/Symbol for data</param>
/// <param name="ticker">Key/Ticker for data</param>
/// <param name="resolution">Resolution of the data</param>
/// <returns>The new <see cref="Security"/></returns>
public Security AddData(PyObject type, string symbol, Resolution resolution = Resolution.Minute)
public Security AddData(PyObject type, string ticker, Resolution resolution = Resolution.Minute)
{
return AddData(type, symbol, resolution, TimeZones.NewYork, false, 1m);
return AddData(type, ticker, resolution, TimeZones.NewYork, false, 1m);
}
/// <summary>
/// AddData a new user defined data source, requiring only the minimum config options.
/// </summary>
/// <param name="type">Data source type</param>
/// <param name="symbol">Key/Symbol for data</param>
/// <param name="ticker">Key/Ticker for data</param>
/// <param name="resolution">Resolution of the Data Required</param>
/// <param name="timeZone">Specifies the time zone of the raw data</param>
/// <param name="fillDataForward">When no data available on a tradebar, return the last data that was generated</param>
/// <param name="leverage">Custom leverage per security</param>
/// <returns>The new <see cref="Security"/></returns>
public Security AddData(PyObject type, string symbol, Resolution resolution, DateTimeZone timeZone, bool fillDataForward = false, decimal leverage = 1.0m)
public Security AddData(PyObject type, string ticker, Resolution resolution, DateTimeZone timeZone, bool fillDataForward = false, decimal leverage = 1.0m)
{
return AddData(CreateType(type), symbol, resolution, timeZone, fillDataForward, leverage);
return AddData(CreateType(type), ticker, resolution, timeZone, fillDataForward, leverage);
}
/// <summary>
/// AddData a new user defined data source, requiring only the minimum config options.
/// </summary>
/// <param name="dataType">Data source type</param>
/// <param name="symbol">Key/Symbol for data</param>
/// <param name="ticker">Key/Ticker for data</param>
/// <param name="resolution">Resolution of the Data Required</param>
/// <param name="timeZone">Specifies the time zone of the raw data</param>
/// <param name="fillDataForward">When no data available on a tradebar, return the last data that was generated</param>
/// <param name="leverage">Custom leverage per security</param>
/// <returns>The new <see cref="Security"/></returns>
public Security AddData(Type dataType, string symbol, Resolution resolution, DateTimeZone timeZone, bool fillDataForward = false, decimal leverage = 1.0m)
public Security AddData(Type dataType, string ticker, Resolution resolution, DateTimeZone timeZone, bool fillDataForward = false, decimal leverage = 1.0m)
{
MarketHoursDatabase.SetEntryAlwaysOpen(Market.USA, symbol, SecurityType.Base, timeZone);
MarketHoursDatabase.SetEntryAlwaysOpen(Market.USA, ticker, SecurityType.Base, timeZone);
//Add this to the data-feed subscriptions
var symbolObject = new Symbol(SecurityIdentifier.GenerateBase(symbol, Market.USA, dataType.GetBaseDataInstance().RequiresMapping()), symbol);
var symbol = new Symbol(SecurityIdentifier.GenerateBase(ticker, Market.USA), ticker);
//Add this new generic data as a tradeable security:
var config = SubscriptionManager.SubscriptionDataConfigService.Add(dataType,
symbolObject,
var config = SubscriptionManager.SubscriptionDataConfigService.Add(
dataType,
symbol,
resolution,
fillDataForward,
isCustomData: true,
extendedMarketHours: true);
var security = Securities.CreateSecurity(symbolObject, config, leverage);
var security = Securities.CreateSecurity(symbol, config, leverage);
AddToUserDefinedUniverse(security, new List<SubscriptionDataConfig>{ config });
AddToUserDefinedUniverse(security, new List<SubscriptionDataConfig> {config});
return security;
}