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.
55 lines
2.1 KiB
C#
55 lines
2.1 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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using System.Linq;
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namespace QuantConnect.Algorithm.Framework.Alphas
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{
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/// <summary>
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/// Defines a collection of insights that were generated at the same time step
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/// </summary>
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public class GeneratedInsightsCollection
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{
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/// <summary>
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/// The utc date time the insights were generated
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/// </summary>
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public DateTime DateTimeUtc { get; }
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/// <summary>
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/// The generated insights
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/// </summary>
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public List<Insight> Insights { get; }
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/// <summary>
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/// Initializes a new instance of the <see cref="GeneratedInsightsCollection"/> class
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/// </summary>
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/// <param name="dateTimeUtc">The utc date time the sinals were generated</param>
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/// <param name="insights">The generated insights</param>
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/// <param name="clone">Keep a clone of the generated insights</param>
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public GeneratedInsightsCollection(DateTime dateTimeUtc,
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IEnumerable<Insight> insights,
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bool clone = true)
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{
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DateTimeUtc = dateTimeUtc;
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// for performance only call 'ToArray' if not empty enumerable (which is static)
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Insights = insights == Enumerable.Empty<Insight>()
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? new List<Insight>() : insights.Select(insight => clone ? insight.Clone() : insight).ToList();
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}
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}
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}
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