/*
* 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.Interfaces;
using QuantConnect.Orders;
using QuantConnect.Statistics;
using System.Collections.Generic;
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 TradeBuilderPythonWrapper : ITradeBuilder
{
private ITradeBuilder _tradeBuilder;
///
/// constructor.
/// Wraps the object.
///
/// object to be wrapped
public TradeBuilderPythonWrapper(ITradeBuilder tradeBuilder)
{
_tradeBuilder = tradeBuilder;
}
///
/// Wrapper for in Python
///
public List ClosedTrades
{
get
{
using (Py.GIL())
{
return _tradeBuilder.ClosedTrades;
}
}
}
///
/// Wrapper for in Python
///
public bool HasOpenPosition(Symbol symbol)
{
using (Py.GIL())
{
return _tradeBuilder.HasOpenPosition(symbol);
}
}
///
/// Wrapper for in Python
///
public void ProcessFill(OrderEvent fill, decimal conversionRate, decimal multiplier)
{
using (Py.GIL())
{
_tradeBuilder.ProcessFill(fill, conversionRate, multiplier);
}
}
///
/// Wrapper for in Python
///
public void SetLiveMode(bool live)
{
using (Py.GIL())
{
_tradeBuilder.SetLiveMode(live);
}
}
///
/// Wrapper for in Python
///
public void SetMarketPrice(Symbol symbol, decimal price)
{
using (Py.GIL())
{
_tradeBuilder.SetMarketPrice(symbol, price);
}
}
}
}