/*
* 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();
}
}
}