Martin Molinero
b7930aff67
- Using `Aggregate(lambda)` vs `Sum(lambda)` since the later is slower due to performing an extra `Select` - For `QCAlgorithm.Framework.OnFrameworkData()` will avoid calling `ToArray()` on empty `Enumerables` due to its cost * the number of calls. If the `Enumerable` is the empty instance, which is static, will create a new empty array and return it instead. - Replacing `SecurityIdentifier` `SecurityType` and `GetHashCode` implementations for `Lazy` versions, that are performed just once, since these values do not change and are used multiple times. - For the different `DataDictionary<T>` implementations adding `this[ Symbol] get; set` since existing overload `this [string]` produces an extra round operations `Symbol->string->Symbol` with a significant impact. - Adding `PortfolioTargetCollection.AddRange()` overload using an array to avoid unnecessary convertions.
64 lines
2.6 KiB
C#
64 lines
2.6 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System;
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using System.Collections.Generic;
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namespace QuantConnect.Data.Market
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{
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/// <summary>
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/// Ticks collection which implements an IDictionary-string-list of ticks. This way users can iterate over the string indexed ticks of the requested symbol.
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/// </summary>
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/// <remarks>Ticks are timestamped to the nearest second in QuantConnect</remarks>
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public class Ticks : DataDictionary<List<Tick>>
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{
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/// <summary>
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/// Initializes a new instance of the <see cref="Ticks"/> dictionary
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/// </summary>
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public Ticks()
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{
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="Ticks"/> dictionary
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/// </summary>
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/// <param name="frontier">The time associated with the data in this dictionary</param>
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public Ticks(DateTime frontier)
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: base(frontier)
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{
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}
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/// <summary>
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/// Gets or sets the list of Tick with the specified ticker.
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/// </summary>
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/// <returns>
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/// The list of Tick with the specified ticker.
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/// </returns>
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/// <param name="ticker">The ticker of the element to get or set.</param>
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/// <remarks>Wraps the base implementation to enable indexing in python algorithms due to pythonnet limitations</remarks>
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public new List<Tick> this[string ticker] { get { return base[ticker]; } set { base[ticker] = value; } }
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/// <summary>
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/// Gets or sets the list of Tick with the specified Symbol.
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/// </summary>
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/// <returns>
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/// The list of Tick with the specified Symbol.
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/// </returns>
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/// <param name="symbol">The Symbol of the element to get or set.</param>
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/// <remarks>Wraps the base implementation to enable indexing in python algorithms due to pythonnet limitations</remarks>
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public new List<Tick> this[Symbol symbol] { get { return base[symbol]; } set { base[symbol] = value; } }
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}
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}
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