Commit Graph

2 Commits

Author SHA1 Message Date
Michael Handschuh 362826988f Improve DynamicSecurityData usability
Adds IRegisteredSecurityDataTypesProvider to track all the data types
registered in the algorithm. Using this data, we can detect if it's
possible that we'll eventually have a property of a certain type name.
For example, consider I wish to use security.Data.TradeBar but we haven't
received any trade bars yet. Before this change a KeyNotFoundException
would be raised, but since we can determine that we expect to have trade
bars, we can detect this and return an empty list when we haven't received
any data yet. This also removes the need to constantly do a HasData<T>()
check before accessing the dynamic members.

Closes #3620
2019-09-30 19:06:21 -04:00
Michael Handschuh 8c1867193b Add Security.Data => DynamicSecurityData
Provides dynamic access to cached security data keyed by the type's name.
For example, `security.Data.GetAll<Tick>()` would yield a list of ticks.
Likewise, using the dynamic accessors, `((dynamic)security.Data).Tick`
would return the same list. In C# you'll need to cast security.Data to
a dynamic. In python, all C# objects are viewed as dynamic, so python can
simply access `security.Data.Tick` directly.

See #3620
2019-09-30 13:31:56 -04:00