/*
* 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 Python.Runtime;
using System;
using System.Collections.Generic;
using System.Linq;
using QuantConnect.Interfaces;
using System.Collections;
namespace QuantConnect
{
///
/// Provides a base class for types holding instances keyed by
///
public abstract class ExtendedDictionary : IExtendedDictionary
{
///
/// Removes all items from the .
///
/// The is read-only.
public virtual void Clear()
{
if (IsReadOnly)
{
throw new InvalidOperationException($"Clear/clear method call is an invalid operation. {GetType().Name} is a read-only collection.");
}
throw new NotImplementedException("Types deriving from 'ExtendedDictionary' must implement the 'void Clear() method.");
}
///
/// Gets the value associated with the specified Symbol.
///
///
/// true if the object that implements contains an element with the specified Symbol; otherwise, false.
///
/// The Symbol whose value to get.When this method returns, the value associated with the specified Symbol, if the Symbol is found; otherwise, the default value for the type of the parameter. This parameter is passed uninitialized. is null.
public abstract bool TryGetValue(Symbol symbol, out T value);
///
/// Gets an containing the Symbol objects of the .
///
///
/// An containing the Symbol objects of the object that implements .
///
protected abstract IEnumerable GetKeys { get; }
///
/// Gets an containing the values in the .
///
///
/// An containing the values in the object that implements .
///
protected abstract IEnumerable GetValues { get; }
///
/// Gets a value indicating whether the object is read-only.
///
/// IDictionary implementation
public virtual bool IsReadOnly => true;
///
/// Removes the value with the specified Symbol
///
/// The Symbol object of the element to remove.
/// true if the element is successfully found and removed; otherwise, false.
public virtual bool Remove(Symbol symbol)
{
if (IsReadOnly)
{
throw new InvalidOperationException($"Remove/pop method call is an invalid operation. {GetType().Name} is a read-only collection.");
}
throw new NotImplementedException("Types deriving from 'ExtendedDictionary' must implement the 'void Remove(Symbol) method.");
}
///
/// Indexer method for the base dictioanry to access the objects by their symbol.
///
/// IDictionary implementation
/// Symbol object indexer
/// Object of
public virtual T this[Symbol symbol]
{
get
{
throw new NotImplementedException("Types deriving from 'ExtendedDictionary' must implement the 'T this[Symbol] method.");
}
set
{
throw new NotImplementedException("Types deriving from 'ExtendedDictionary' must implement the 'T this[Symbol] method.");
}
}
///
/// Indexer method for the base dictioanry to access the objects by their symbol.
///
/// IDictionary implementation
/// string ticker symbol indexer
/// Object of
public virtual T this[string ticker]
{
get
{
Symbol symbol;
if (!SymbolCache.TryGetSymbol(ticker, out symbol))
{
throw new KeyNotFoundException($"The ticker {ticker} was not found in the SymbolCache. Use the Symbol object as key instead. Accessing the securities collection/slice object by string ticker is only available for securities added with the AddSecurity-family methods. For more details, please check out the documentation.");
}
return this[symbol];
}
set
{
Symbol symbol;
if (!SymbolCache.TryGetSymbol(ticker, out symbol))
{
throw new KeyNotFoundException($"The ticker {ticker} was not found in the SymbolCache. Use the Symbol object as key instead. Accessing the securities collection/slice object by string ticker is only available for securities added with the AddSecurity-family methods. For more details, please check out the documentation.");
}
this[symbol] = value;
}
}
///
/// Removes all keys and values from the .
///
public void clear()
{
Clear();
}
///
/// Creates a shallow copy of the .
///
/// Returns a shallow copy of the dictionary. It doesn't modify the original dictionary.
public PyDict copy()
{
return fromkeys(GetKeys.ToArray());
}
///
/// Creates a new dictionary from the given sequence of elements.
///
/// Sequence of elements which is to be used as keys for the new dictionary
/// Returns a new dictionary with the given sequence of elements as the keys of the dictionary.
public PyDict fromkeys(Symbol[] sequence)
{
return fromkeys(sequence, default(T));
}
///
/// Creates a new dictionary from the given sequence of elements with a value provided by the user.
///
/// Sequence of elements which is to be used as keys for the new dictionary
/// Value which is set to each each element of the dictionary
/// Returns a new dictionary with the given sequence of elements as the keys of the dictionary.
/// Each element of the newly created dictionary is set to the provided value.
public PyDict fromkeys(Symbol[] sequence, T value)
{
using (Py.GIL())
{
var dict = new PyDict();
foreach (var key in sequence)
{
var pyValue = get(key, value);
dict.SetItem(key.ToPython(), pyValue.ToPython());
}
return dict;
}
}
///
/// Returns the value for the specified Symbol if Symbol is in dictionary.
///
/// Symbol to be searched in the dictionary
/// The value for the specified Symbol if Symbol is in dictionary.
/// None if the Symbol is not found and value is not specified.
public T get(Symbol symbol)
{
T data;
TryGetValue(symbol, out data);
return data;
}
///
/// Returns the value for the specified Symbol if Symbol is in dictionary.
///
/// Symbol to be searched in the dictionary
/// Value to be returned if the Symbol is not found. The default value is null.
/// The value for the specified Symbol if Symbol is in dictionary.
/// value if the Symbol is not found and value is specified.
public T get(Symbol symbol, T value)
{
T data;
if (TryGetValue(symbol, out data))
{
return data;
}
return value;
}
///
/// Returns a view object that displays a list of dictionary's (Symbol, value) tuple pairs.
///
/// Returns a view object that displays a list of a given dictionary's (Symbol, value) tuple pair.
public PyList items()
{
using (Py.GIL())
{
var pyList = new PyList();
foreach (var key in GetKeys)
{
using (var pyKey = key.ToPython())
{
using (var pyValue = this[key].ToPython())
{
using (var pyObject = new PyTuple(new PyObject[] { pyKey, pyValue }))
{
pyList.Append(pyObject);
}
}
}
}
return pyList;
}
}
///
/// Returns and removes an arbitrary element (Symbol, value) pair from the dictionary.
///
/// Returns an arbitrary element (Symbol, value) pair from the dictionary
/// removes an arbitrary element(the same element which is returned) from the dictionary.
/// Note: Arbitrary elements and random elements are not same.The popitem() doesn't return a random element.
public PyTuple popitem()
{
throw new NotSupportedException($"popitem method is not supported for {GetType().Name}");
}
///
/// Returns the value of a Symbol (if the Symbol is in dictionary). If not, it inserts Symbol with a value to the dictionary.
///
/// Key with null/None value is inserted to the dictionary if Symbol is not in the dictionary.
/// The value of the Symbol if it is in the dictionary
/// None if Symbol is not in the dictionary
public T setdefault(Symbol symbol)
{
return setdefault(symbol, default(T));
}
///
/// Returns the value of a Symbol (if the Symbol is in dictionary). If not, it inserts Symbol with a value to the dictionary.
///
/// Key with a value default_value is inserted to the dictionary if Symbol is not in the dictionary.
/// Default value
/// The value of the Symbol if it is in the dictionary
/// default_value if Symbol is not in the dictionary and default_value is specified
public T setdefault(Symbol symbol, T default_value)
{
T data;
if (TryGetValue(symbol, out data))
{
return data;
}
if (IsReadOnly)
{
throw new KeyNotFoundException($"'{symbol}' wasn't found in the {GetType().Name} object, likely because there was no-data at this moment in time and it wasn't possible to fillforward historical data. Please check the data exists before accessing it with data.ContainsKey(\"{symbol}\"). The collection is read-only, cannot set default.");
}
this[symbol] = default_value;
return default_value;
}
///
/// Removes and returns an element from a dictionary having the given Symbol.
///
/// Key which is to be searched for removal
/// If Symbol is found - removed/popped element from the dictionary
/// If Symbol is not found - KeyError exception is raised
public T pop(Symbol symbol)
{
return pop(symbol, default(T));
}
///
/// Removes and returns an element from a dictionary having the given Symbol.
///
/// Key which is to be searched for removal
/// Value which is to be returned when the Symbol is not in the dictionary
/// If Symbol is found - removed/popped element from the dictionary
/// If Symbol is not found - value specified as the second argument(default)
public T pop(Symbol symbol, T default_value)
{
T data;
if (TryGetValue(symbol, out data))
{
Remove(symbol);
return data;
}
return default_value;
}
///
/// Updates the dictionary with the elements from the another dictionary object or from an iterable of Symbol/value pairs.
/// The update() method adds element(s) to the dictionary if the Symbol is not in the dictionary.If the Symbol is in the dictionary, it updates the Symbol with the new value.
///
/// Takes either a dictionary or an iterable object of Symbol/value pairs (generally tuples).
public void update(PyObject other)
{
if (IsReadOnly)
{
throw new InvalidOperationException($"update method call is an invalid operation. {GetType().Name} is a read-only collection.");
}
var dictionary = other.ConvertToDictionary();
foreach (var kvp in dictionary)
{
this[kvp.Key] = kvp.Value;
}
}
///
/// Returns a view object that displays a list of all the Symbol objects in the dictionary
///
/// Returns a view object that displays a list of all the Symbol objects.
/// When the dictionary is changed, the view object also reflect these changes.
public PyList keys()
{
return GetKeys.ToPyList();
}
///
/// Returns a view object that displays a list of all the values in the dictionary.
///
/// Returns a view object that displays a list of all values in a given dictionary.
public PyList values()
{
return GetValues.ToPyList();
}
}
}