/* * 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.Securities; namespace QuantConnect.Python { /// /// Provides an implementation of that wraps a object /// public class SettlementModelPythonWrapper : ISettlementModel { private readonly dynamic _model; /// Constructor for initialising the class with wrapped object /// /// Settlement Python Model public SettlementModelPythonWrapper(PyObject model) { _model = model; } /// /// Applies cash settlement rules using the method defined in the Python class /// /// The funds application parameters public void ApplyFunds(ApplyFundsSettlementModelParameters applyFundsParameters) { using (Py.GIL()) { _model.ApplyFunds(applyFundsParameters); } } /// /// Scan for pending settlements using the method defined in the Python class /// /// The settlement parameters public void Scan(ScanSettlementModelParameters settlementParameters) { using (Py.GIL()) { _model.Scan(settlementParameters); } } } }