/* * 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 System; using Python.Runtime; using QuantConnect.Data; using QuantConnect.Data.Consolidators; namespace QuantConnect.Python { /// /// Provides an Data Consolidator that wraps a object that represents a custom Python consolidator /// /// TODO: Inherit from BasePythonWrapper instead of BasePythonWrapper. But first fix ValidateImplementationOf to exclude properties getters and setters (IsSpecialName) public class DataConsolidatorPythonWrapper : BasePythonWrapper, IDataConsolidator { /// /// Gets the most recently consolidated piece of data. This will be null if this consolidator /// has not produced any data yet. /// public IBaseData Consolidated { get { return GetProperty(nameof(Consolidated)); } } /// /// Gets a clone of the data being currently consolidated /// public IBaseData WorkingData { get { return GetProperty(nameof(WorkingData)); } } /// /// Gets the type consumed by this consolidator /// public Type InputType { get { return GetProperty(nameof(InputType)); } } /// /// Gets the type produced by this consolidator /// public Type OutputType { get { return GetProperty(nameof(OutputType)); } } /// /// Event handler that fires when a new piece of data is produced /// public event DataConsolidatedHandler DataConsolidated { add { var eventHandler = GetEvent(nameof(DataConsolidated)); eventHandler += value; } remove { var eventHandler = GetEvent(nameof(DataConsolidated)); eventHandler -= value; } } /// /// Constructor for initialising the class with wrapped object /// /// Represents a custom python consolidator public DataConsolidatorPythonWrapper(PyObject consolidator) : base(consolidator, false) { foreach (var attributeName in new[] { "InputType", "OutputType", "WorkingData", "Consolidated" }) { if (!HasAttr(attributeName)) { throw new NotImplementedException( Messages.PythonCommon.AttributeNotImplemented($"IDataConsolidator.{attributeName}", consolidator.GetPythonType())); } } } /// /// Scans this consolidator to see if it should emit a bar due to time passing /// /// The current time in the local time zone (same as ) public void Scan(DateTime currentLocalTime) { InvokeMethod(nameof(Scan), currentLocalTime); } /// /// Updates this consolidator with the specified data /// /// The new data for the consolidator public void Update(IBaseData data) { InvokeMethod(nameof(Update), data); } /// Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources. /// 2 public void Dispose() { } } }