/* * 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); } } } }