Michael Handschuh
d709d1c4e0
Updates all occurrences of parsing/ToString-ing to go through the new StringExtensions methods that use CultureInfo.InvariantCulture See #3045
266 lines
14 KiB
C#
266 lines
14 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;
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using System.Collections.Concurrent;
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using System.Collections.Generic;
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using System.Collections.Specialized;
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using System.Linq;
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using QuantConnect.Data.UniverseSelection;
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using QuantConnect.Util;
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namespace QuantConnect.Securities
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{
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/// <summary>
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/// Manages the algorithm's collection of universes
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/// </summary>
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public class UniverseManager : IDictionary<Symbol, Universe>, INotifyCollectionChanged
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{
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private readonly ConcurrentDictionary<Symbol, Universe> _universes;
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/// <summary>
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/// Event fired when a universe is added or removed
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/// </summary>
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public event NotifyCollectionChangedEventHandler CollectionChanged;
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/// <summary>
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/// Read-only dictionary containing all active securities. An active security is
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/// a security that is currently selected by the universe or has holdings or open orders.
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/// </summary>
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public IReadOnlyDictionary<Symbol, Security> ActiveSecurities => this
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.SelectMany(ukvp => ukvp.Value.Members.Select(mkvp => mkvp.Value))
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.DistinctBy(s => s.Symbol).ToDictionary(s => s.Symbol);
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/// <summary>
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/// Initializes a new instance of the <see cref="UniverseManager"/> class
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/// </summary>
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public UniverseManager()
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{
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_universes = new ConcurrentDictionary<Symbol, Universe>();
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}
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#region IDictionary implementation
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/// <summary>
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/// Returns an enumerator that iterates through the collection.
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/// </summary>
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/// <returns>
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/// A <see cref="T:System.Collections.Generic.IEnumerator`1"/> that can be used to iterate through the collection.
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/// </returns>
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/// <filterpriority>1</filterpriority>
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public IEnumerator<KeyValuePair<Symbol, Universe>> GetEnumerator()
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{
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return _universes.GetEnumerator();
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}
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/// <summary>
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/// Returns an enumerator that iterates through a collection.
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/// </summary>
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/// <returns>
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/// An <see cref="T:System.Collections.IEnumerator"/> object that can be used to iterate through the collection.
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/// </returns>
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/// <filterpriority>2</filterpriority>
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IEnumerator IEnumerable.GetEnumerator()
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{
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return ((IEnumerable)_universes).GetEnumerator();
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}
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/// <summary>
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/// Adds an item to the <see cref="T:System.Collections.Generic.ICollection`1"/>.
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/// </summary>
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/// <param name="item">The object to add to the <see cref="T:System.Collections.Generic.ICollection`1"/>.</param><exception cref="T:System.NotSupportedException">The <see cref="T:System.Collections.Generic.ICollection`1"/> is read-only.</exception>
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public void Add(KeyValuePair<Symbol, Universe> item)
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{
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Add(item.Key, item.Value);
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}
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/// <summary>
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/// Removes all items from the <see cref="T:System.Collections.Generic.ICollection`1"/>.
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/// </summary>
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/// <exception cref="T:System.NotSupportedException">The <see cref="T:System.Collections.Generic.ICollection`1"/> is read-only. </exception>
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public void Clear()
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{
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_universes.Clear();
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}
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/// <summary>
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/// Determines whether the <see cref="T:System.Collections.Generic.ICollection`1"/> contains a specific value.
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/// </summary>
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/// <returns>
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/// true if <paramref name="item"/> is found in the <see cref="T:System.Collections.Generic.ICollection`1"/>; otherwise, false.
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/// </returns>
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/// <param name="item">The object to locate in the <see cref="T:System.Collections.Generic.ICollection`1"/>.</param>
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public bool Contains(KeyValuePair<Symbol, Universe> item)
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{
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return ContainsKey(item.Key);
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}
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/// <summary>
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/// Copies the elements of the <see cref="T:System.Collections.Generic.ICollection`1"/> to an <see cref="T:System.Array"/>, starting at a particular <see cref="T:System.Array"/> index.
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/// </summary>
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/// <param name="array">The one-dimensional <see cref="T:System.Array"/> that is the destination of the elements copied from <see cref="T:System.Collections.Generic.ICollection`1"/>. The <see cref="T:System.Array"/> must have zero-based indexing.</param><param name="arrayIndex">The zero-based index in <paramref name="array"/> at which copying begins.</param><exception cref="T:System.ArgumentNullException"><paramref name="array"/> is null.</exception><exception cref="T:System.ArgumentOutOfRangeException"><paramref name="arrayIndex"/> is less than 0.</exception><exception cref="T:System.ArgumentException">The number of elements in the source <see cref="T:System.Collections.Generic.ICollection`1"/> is greater than the available space from <paramref name="arrayIndex"/> to the end of the destination <paramref name="array"/>.</exception>
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public void CopyTo(KeyValuePair<Symbol, Universe>[] array, int arrayIndex)
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{
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((IDictionary<Symbol, Universe>)_universes).CopyTo(array, arrayIndex);
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}
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/// <summary>
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/// Removes the first occurrence of a specific object from the <see cref="T:System.Collections.Generic.ICollection`1"/>.
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/// </summary>
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/// <returns>
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/// true if <paramref name="item"/> was successfully removed from the <see cref="T:System.Collections.Generic.ICollection`1"/>; otherwise, false. This method also returns false if <paramref name="item"/> is not found in the original <see cref="T:System.Collections.Generic.ICollection`1"/>.
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/// </returns>
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/// <param name="item">The object to remove from the <see cref="T:System.Collections.Generic.ICollection`1"/>.</param><exception cref="T:System.NotSupportedException">The <see cref="T:System.Collections.Generic.ICollection`1"/> is read-only.</exception>
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public bool Remove(KeyValuePair<Symbol, Universe> item)
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{
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return Remove(item.Key);
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}
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/// <summary>
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/// Gets the number of elements contained in the <see cref="T:System.Collections.Generic.ICollection`1"/>.
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/// </summary>
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/// <returns>
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/// The number of elements contained in the <see cref="T:System.Collections.Generic.ICollection`1"/>.
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/// </returns>
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public int Count => _universes.Skip(0).Count();
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/// <summary>
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/// Gets a value indicating whether the <see cref="T:System.Collections.Generic.ICollection`1"/> is read-only.
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/// </summary>
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/// <returns>
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/// true if the <see cref="T:System.Collections.Generic.ICollection`1"/> is read-only; otherwise, false.
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/// </returns>
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public bool IsReadOnly
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{
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get { return false; }
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}
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/// <summary>
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/// Determines whether the <see cref="T:System.Collections.Generic.IDictionary`2"/> contains an element with the specified key.
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/// </summary>
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/// <returns>
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/// true if the <see cref="T:System.Collections.Generic.IDictionary`2"/> contains an element with the key; otherwise, false.
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/// </returns>
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/// <param name="key">The key to locate in the <see cref="T:System.Collections.Generic.IDictionary`2"/>.</param><exception cref="T:System.ArgumentNullException"><paramref name="key"/> is null.</exception>
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public bool ContainsKey(Symbol key)
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{
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return _universes.ContainsKey(key);
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}
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/// <summary>
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/// Adds an element with the provided key and value to the <see cref="T:System.Collections.Generic.IDictionary`2"/>.
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/// </summary>
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/// <param name="key">The object to use as the key of the element to add.</param><param name="universe">The object to use as the value of the element to add.</param><exception cref="T:System.ArgumentNullException"><paramref name="key"/> is null.</exception><exception cref="T:System.ArgumentException">An element with the same key already exists in the <see cref="T:System.Collections.Generic.IDictionary`2"/>.</exception><exception cref="T:System.NotSupportedException">The <see cref="T:System.Collections.Generic.IDictionary`2"/> is read-only.</exception>
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public void Add(Symbol key, Universe universe)
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{
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if (_universes.TryAdd(key, universe))
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{
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OnCollectionChanged(new NotifyCollectionChangedEventArgs(NotifyCollectionChangedAction.Add, universe));
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}
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}
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/// <summary>
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/// Removes the element with the specified key from the <see cref="T:System.Collections.Generic.IDictionary`2"/>.
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/// </summary>
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/// <returns>
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/// true if the element is successfully removed; otherwise, false. This method also returns false if <paramref name="key"/> was not found in the original <see cref="T:System.Collections.Generic.IDictionary`2"/>.
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/// </returns>
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/// <param name="key">The key of the element to remove.</param><exception cref="T:System.ArgumentNullException"><paramref name="key"/> is null.</exception><exception cref="T:System.NotSupportedException">The <see cref="T:System.Collections.Generic.IDictionary`2"/> is read-only.</exception>
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public bool Remove(Symbol key)
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{
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Universe universe;
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if (_universes.TryRemove(key, out universe))
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{
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universe.Dispose();
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OnCollectionChanged(new NotifyCollectionChangedEventArgs(NotifyCollectionChangedAction.Remove, universe));
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return true;
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}
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return false;
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}
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/// <summary>
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/// Gets the value associated with the specified key.
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/// </summary>
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/// <returns>
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/// true if the object that implements <see cref="T:System.Collections.Generic.IDictionary`2"/> contains an element with the specified key; otherwise, false.
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/// </returns>
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/// <param name="key">The key whose value to get.</param><param name="value">When this method returns, the value associated with the specified key, if the key is found; otherwise, the default value for the type of the <paramref name="value"/> parameter. This parameter is passed uninitialized.</param><exception cref="T:System.ArgumentNullException"><paramref name="key"/> is null.</exception>
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public bool TryGetValue(Symbol key, out Universe value)
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{
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return _universes.TryGetValue(key, out value);
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}
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/// <summary>
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/// Gets or sets the element with the specified key.
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/// </summary>
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/// <returns>
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/// The element with the specified key.
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/// </returns>
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/// <param name="symbol">The key of the element to get or set.</param><exception cref="T:System.ArgumentNullException"><paramref name="symbol"/> is null.</exception><exception cref="T:System.Collections.Generic.KeyNotFoundException">The property is retrieved and <paramref name="symbol"/> is not found.</exception><exception cref="T:System.NotSupportedException">The property is set and the <see cref="T:System.Collections.Generic.IDictionary`2"/> is read-only.</exception>
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public Universe this[Symbol symbol]
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{
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get
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{
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if (!_universes.ContainsKey(symbol))
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{
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throw new KeyNotFoundException($"This universe symbol ({symbol}) was not found in your universe list. Please add this security or check it exists before using it with 'Universes.ContainsKey(\"{SymbolCache.GetTicker(symbol)}\")'");
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}
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return _universes[symbol];
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}
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set
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{
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Universe existing;
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if (_universes.TryGetValue(symbol, out existing) && existing != value)
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{
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throw new ArgumentException($"Unable to over write existing Universe: {symbol.Value}");
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}
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// no security exists for the specified symbol key, add it now
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if (existing == null)
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{
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Add(symbol, value);
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}
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}
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}
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/// <summary>
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/// Gets an <see cref="T:System.Collections.Generic.ICollection`1"/> containing the keys of the <see cref="T:System.Collections.Generic.IDictionary`2"/>.
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/// </summary>
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/// <returns>
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/// An <see cref="T:System.Collections.Generic.ICollection`1"/> containing the keys of the object that implements <see cref="T:System.Collections.Generic.IDictionary`2"/>.
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/// </returns>
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public ICollection<Symbol> Keys => _universes.Select(x => x.Key).ToList();
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/// <summary>
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/// Gets an <see cref="T:System.Collections.Generic.ICollection`1"/> containing the values in the <see cref="T:System.Collections.Generic.IDictionary`2"/>.
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/// </summary>
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/// <returns>
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/// An <see cref="T:System.Collections.Generic.ICollection`1"/> containing the values in the object that implements <see cref="T:System.Collections.Generic.IDictionary`2"/>.
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/// </returns>
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public ICollection<Universe> Values => _universes.Select(x => x.Value).ToList();
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#endregion
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/// <summary>
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/// Event invocator for the <see cref="CollectionChanged"/> event
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/// </summary>
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/// <param name="e"></param>
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protected virtual void OnCollectionChanged(NotifyCollectionChangedEventArgs e)
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{
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CollectionChanged?.Invoke(this, e);
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}
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}
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} |