/* * 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.Linq; namespace QuantConnect.Algorithm.Framework.Alphas { /// /// Defines a collection of insights that were generated at the same time step /// public class GeneratedInsightsCollection { /// /// The utc date time the insights were generated /// public DateTime DateTimeUtc { get; } /// /// The generated insights /// public List Insights { get; } /// /// Initializes a new instance of the class /// /// The utc date time the sinals were generated /// The generated insights /// Keep a clone of the generated insights public GeneratedInsightsCollection(DateTime dateTimeUtc, IEnumerable insights, bool clone = true) { DateTimeUtc = dateTimeUtc; // for performance only call 'ToArray' if not empty enumerable (which is static) Insights = insights == Enumerable.Empty() ? new List() : insights.Select(insight => clone ? insight.Clone() : insight).ToList(); } } }