Stefano Raggi
51 lines
2.0 KiB
C#
51 lines
2.0 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 Python.Runtime;
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using QuantConnect.Brokerages;
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namespace QuantConnect.Python.Wrappers
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{
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/// <summary>
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/// Wrapper for an <see cref = "IBrokerageMessageHandler"/> instance created in Python.
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/// All calls to python should be inside a "using (Py.GIL()) {/* Your code here */}" block.
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/// </summary>
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public class BrokerageMessageHandlerPythonWrapper : IBrokerageMessageHandler
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{
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private readonly IBrokerageMessageHandler _brokerageMessageHandler;
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/// <summary>
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/// <see cref="BrokerageMessageHandlerPythonWrapper"/> constructor.
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/// Wraps the <see cref="IBrokerageMessageHandler"/> object.
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/// </summary>
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/// <param name="brokerageMessageHandler"><see cref="IBrokerageMessageHandler"/> object to be wrapped</param>
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public BrokerageMessageHandlerPythonWrapper(IBrokerageMessageHandler brokerageMessageHandler)
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{
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_brokerageMessageHandler = brokerageMessageHandler;
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}
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/// <summary>
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/// Wrapper for <see cref="IBrokerageMessageHandler.Handle" /> in Python
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/// </summary>
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public void Handle(BrokerageMessageEvent message)
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{
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using (Py.GIL())
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{
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_brokerageMessageHandler.Handle(message);
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}
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}
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}
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}
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