/*
* 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 Newtonsoft.Json;
using Newtonsoft.Json.Linq;
using QuantConnect.Commands;
using QuantConnect.Interfaces;
using System.Collections.Generic;
namespace QuantConnect.Python
{
///
/// Python wrapper for a python defined command type
///
public class CommandPythonWrapper : BasePythonWrapper
{
///
/// Constructor for initialising the class with wrapped object
///
/// Python command type
/// Command data
public CommandPythonWrapper(PyObject type, string data = null)
: base()
{
using var _ = Py.GIL();
var instance = type.Invoke();
SetPythonInstance(instance);
if (data != null)
{
foreach (var kvp in JsonConvert.DeserializeObject>(data))
{
if (kvp.Value is JArray jArray)
{
SetProperty(kvp.Key, jArray.ToObject>());
}
else if (kvp.Value is JObject jobject)
{
SetProperty(kvp.Key, jobject.ToObject>());
}
else
{
SetProperty(kvp.Key, kvp.Value);
}
}
}
}
///
/// Run this command using the target algorithm
///
/// The algorithm instance
/// True if success, false otherwise. Returning null will disable command feedback
public bool? Run(IAlgorithm algorithm)
{
var result = InvokeMethod(nameof(Run), algorithm);
return result.GetAndDispose();
}
}
}