/* * 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 static System.FormattableString; namespace QuantConnect.Algorithm.Framework.Alphas.Analysis { /// /// Defines the security values at a given instant. This is analagous /// to TimeSlice/Slice, but decoupled from the algorithm thread and is /// intended to contain all of the information necessary to score all /// insight at this particular time step /// public class ReadOnlySecurityValuesCollection { private Dictionary _securityValuesBySymbol; private readonly Func _securityValuesBySymbolFunc; /// /// Initializes a new instance of the class /// /// public ReadOnlySecurityValuesCollection(Dictionary securityValuesBySymbol) { _securityValuesBySymbol = securityValuesBySymbol; _securityValuesBySymbolFunc = null; } /// /// Initializes a new instance of the class /// /// This constructor has performance in mind. Only create the /// for a if requested by a consumer. /// Function used to get the /// for a specified public ReadOnlySecurityValuesCollection(Func securityValuesBySymbolFunc) { _securityValuesBySymbolFunc = securityValuesBySymbolFunc; // lets be lazy for constructing the dictionary too! _securityValuesBySymbol = null; } /// /// Symbol indexer into security values collection. /// /// The symbol /// The security values for the specified symbol public SecurityValues this[Symbol symbol] { get { if (_securityValuesBySymbol == null) { _securityValuesBySymbol = new Dictionary(); } SecurityValues result; if(!_securityValuesBySymbol.TryGetValue(symbol, out result)) { if (_securityValuesBySymbolFunc == null) { throw new KeyNotFoundException(Invariant($"SecurityValues for symbol {symbol} was not found")); } result = _securityValuesBySymbolFunc(symbol); _securityValuesBySymbol[symbol] = result; } return result; } } } }