/*
* 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.Dynamic;
using System.Linq.Expressions;
using System.Reflection;
using QuantConnect.Util;
namespace QuantConnect.Data
{
///
/// Dynamic Data Class: Accept flexible data, adapting to the columns provided by source.
///
/// Intended for use with Quandl class.
public abstract class DynamicData : BaseData, IDynamicMetaObjectProvider
{
private readonly IDictionary _storage = new Dictionary();
///
/// Get the metaObject required for Dynamism.
///
public DynamicMetaObject GetMetaObject(Expression parameter)
{
return new DynamicDataMetaObject(parameter, this);
}
///
/// Sets the property with the specified name to the value. This is a case-insensitve search.
///
/// The property name to set
/// The new property value
/// Returns the input value back to the caller
public object SetProperty(string name, object value)
{
name = name.ToLower();
if (name == "time")
{
Time = (DateTime)value;
}
if (name == "value")
{
Value = (decimal)value;
}
if (name == "symbol")
{
if (value is string)
{
Symbol = SymbolCache.GetSymbol((string) value);
}
else
{
Symbol = (Symbol) value;
}
}
// reaodnly
//if (name == "Price")
//{
// return Price = (decimal) value;
//}
_storage[name] = value;
return value;
}
///
/// Gets the property's value with the specified name. This is a case-insensitve search.
///
/// The property name to access
/// object value of BaseData
public object GetProperty(string name)
{
name = name.ToLower();
// redirect these calls to the base types properties
if (name == "time")
{
return Time;
}
if (name == "value")
{
return Value;
}
if (name == "symbol")
{
return Symbol;
}
if (name == "price")
{
return Price;
}
object value;
if (!_storage.TryGetValue(name, out value))
{
// let the user know the property name that we couldn't find
throw new Exception("Property with name '" + name + "' does not exist. Properties: Time, Symbol, Value " + string.Join(", ", _storage.Keys));
}
return value;
}
///
/// Gets whether or not this dynamic data instance has a property with the specified name.
/// This is a case-insensitve search.
///
/// The property name to check for
/// True if the property exists, false otherwise
public bool HasProperty(string name)
{
return _storage.ContainsKey(name.ToLower());
}
///
/// Gets the storage dictionary
/// Python algorithms need this information since DynamicMetaObject does not work
///
/// Dictionary that stores the paramenters names and values
public IDictionary GetStorageDictionary()
{
return _storage;
}
///
/// Return a new instance clone of this object, used in fill forward
///
///
/// This base implementation uses reflection to copy all public fields and properties
///
/// A clone of the current object
public override BaseData Clone()
{
var clone = ObjectActivator.Clone(this);
foreach (var kvp in _storage)
{
// don't forget to add the dynamic members!
clone._storage.Add(kvp);
}
return clone;
}
///
/// Custom implementation of Dynamic Data MetaObject
///
private class DynamicDataMetaObject : DynamicMetaObject
{
private static readonly MethodInfo SetPropertyMethodInfo = typeof(DynamicData).GetMethod("SetProperty");
private static readonly MethodInfo GetPropertyMethodInfo = typeof(DynamicData).GetMethod("GetProperty");
public DynamicDataMetaObject(Expression expression, DynamicData instance)
: base(expression, BindingRestrictions.Empty, instance)
{
}
public override DynamicMetaObject BindSetMember(SetMemberBinder binder, DynamicMetaObject value)
{
// we need to build up an expression tree that represents accessing our instance
var restrictions = BindingRestrictions.GetTypeRestriction(Expression, LimitType);
var args = new Expression[]
{
// this is the name of the property to set
Expression.Constant(binder.Name),
// this is the value
Expression.Convert(value.Expression, typeof (object))
};
// set the 'this' reference
var self = Expression.Convert(Expression, LimitType);
var call = Expression.Call(self, SetPropertyMethodInfo, args);
return new DynamicMetaObject(call, restrictions);
}
public override DynamicMetaObject BindGetMember(GetMemberBinder binder)
{
// we need to build up an expression tree that represents accessing our instance
var restrictions = BindingRestrictions.GetTypeRestriction(Expression, LimitType);
// arguments for 'call'
var args = new Expression[]
{
// this is the name of the property to set
Expression.Constant(binder.Name)
};
// set the 'this' reference
var self = Expression.Convert(Expression, LimitType);
var call = Expression.Call(self, GetPropertyMethodInfo, args);
return new DynamicMetaObject(call, restrictions);
}
}
}
}