JosueNina
ebaa355bf1
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* Initial solution * Solve review comments * Add PythonSelectionModelHandler to reduce code duplication * Refactor universe selection models * Add python instance to Selection Models with virtual/override methods * Add python instance to Alpha Models * Add python instance to Execution models * Solve review comments * Solve new review comments * Fix calling SetPythonInstance only when method exists and is callable * Use unit test instead of regression algorithms * Solve review comments * Set python instance to the models * Initialize Python containers only when instance is set * Replace try-catch with explicit method existence check * Initialize containers in BasePythonWrapper only when needed * Add null instance check before method invocation * Refactor TryExecuteMethod * Refactor Python wrappers which inherit from BasePythonWrapper<> * Solve review comments * Remove ununsed methods * Solve review comments
55 lines
2.2 KiB
C#
55 lines
2.2 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 QuantConnect.Data.UniverseSelection;
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using QuantConnect.Interfaces;
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using QuantConnect.Python;
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namespace QuantConnect.Algorithm.Framework.Selection
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{
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/// <summary>
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/// Provides a base class for universe selection models.
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/// </summary>
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public class UniverseSelectionModel : BasePythonWrapper<UniverseSelectionModel>, IUniverseSelectionModel
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{
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/// <summary>
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/// Initializes a new instance of the <see cref="UniverseSelectionModel"/> class.
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/// </summary>
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public UniverseSelectionModel()
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{
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}
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/// <summary>
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/// Gets the next time the framework should invoke the `CreateUniverses` method to refresh the set of universes.
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/// </summary>
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public virtual DateTime GetNextRefreshTimeUtc()
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{
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return DateTime.MaxValue;
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}
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/// <summary>
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/// Creates the universes for this algorithm. Called once after <see cref="IAlgorithm.Initialize"/>
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/// </summary>
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/// <param name="algorithm">The algorithm instance to create universes for</param>
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/// <returns>The universes to be used by the algorithm</returns>
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public virtual IEnumerable<Universe> CreateUniverses(QCAlgorithm algorithm)
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{
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throw new NotImplementedException("Types deriving from 'UniverseSelectionModel' must implement the 'IEnumerable<Universe> CreateUniverses(QCAlgorithm) method.");
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}
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}
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} |