Martin Molinero
714b98f832
- Replace Enum to string operations on Options enums, since it's expensive - Replace Enum IsDefined check since it uses reflection - Improve OptionFilterUniverse linq operations - Improve performance of SecurityIdentifier properties to avoid having to extract them from properties always - Avoid calling ToList for already list data collections (it creates a copy) - Avoid iterating over securities for which we have no holdings when calculating TPV or MarginUsed
103 lines
3.9 KiB
C#
103 lines
3.9 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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*/
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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.Data.UniverseSelection
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{
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/// <summary>
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/// This type exists for transport of data as a single packet
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/// </summary>
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public class BaseDataCollection : BaseData
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{
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private DateTime _endTime;
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/// <summary>
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/// Gets the data list
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/// </summary>
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public List<BaseData> Data { get; set; }
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/// <summary>
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/// Gets or sets the end time of this data
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/// </summary>
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public override DateTime EndTime
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{
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get { return _endTime; }
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set { _endTime = value; }
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}
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/// <summary>
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/// Initializes a new default instance of the <see cref="BaseDataCollection"/> c;ass
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/// </summary>
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public BaseDataCollection()
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: this(DateTime.MinValue, Symbol.Empty)
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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="BaseDataCollection"/> class
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/// </summary>
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/// <param name="time">The time of this data</param>
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/// <param name="symbol">A common identifier for all data in this packet</param>
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/// <param name="data">The data to add to this collection</param>
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public BaseDataCollection(DateTime time, Symbol symbol, IEnumerable<BaseData> data = null)
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: this(time, time, symbol, data)
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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="BaseDataCollection"/> class
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/// </summary>
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/// <param name="time">The start time of this data</param>
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/// <param name="endTime">The end time of this data</param>
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/// <param name="symbol">A common identifier for all data in this packet</param>
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/// <param name="data">The data to add to this collection</param>
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public BaseDataCollection(DateTime time, DateTime endTime, Symbol symbol, IEnumerable<BaseData> data = null)
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: this(time, endTime, symbol, data != null ? data.ToList() : new List<BaseData>())
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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="BaseDataCollection"/> class
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/// </summary>
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/// <param name="time">The start time of this data</param>
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/// <param name="endTime">The end time of this data</param>
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/// <param name="symbol">A common identifier for all data in this packet</param>
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/// <param name="data">The data to add to this collection</param>
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public BaseDataCollection(DateTime time, DateTime endTime, Symbol symbol, List<BaseData> data)
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{
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Symbol = symbol;
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Time = time;
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_endTime = endTime;
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Data = data ?? new List<BaseData>();
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}
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/// <summary>
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/// Return a new instance clone of this object, used in fill forward
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/// </summary>
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/// <remarks>
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/// This base implementation uses reflection to copy all public fields and properties
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/// </remarks>
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/// <returns>A clone of the current object</returns>
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public override BaseData Clone()
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{
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return new BaseDataCollection(Time, EndTime, Symbol, Data);
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}
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}
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}
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