/* * 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 QuantConnect.Brokerages; namespace QuantConnect.Python.Wrappers { /// /// Wrapper for an instance created in Python. /// All calls to python should be inside a "using (Py.GIL()) {/* Your code here */}" block. /// public class BrokerageMessageHandlerPythonWrapper : IBrokerageMessageHandler { private readonly IBrokerageMessageHandler _brokerageMessageHandler; /// /// constructor. /// Wraps the object. /// /// object to be wrapped public BrokerageMessageHandlerPythonWrapper(IBrokerageMessageHandler brokerageMessageHandler) { _brokerageMessageHandler = brokerageMessageHandler; } /// /// Wrapper for in Python /// public void Handle(BrokerageMessageEvent message) { using (Py.GIL()) { _brokerageMessageHandler.Handle(message); } } } }