Michael Handschuh
52 lines
1.8 KiB
C#
52 lines
1.8 KiB
C#
/*
|
|
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
|
|
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
|
|
*
|
|
* Licensed under the Apache License, Version 2.0 (the "License");
|
|
* you may not use this file except in compliance with the License.
|
|
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
|
|
*
|
|
* Unless required by applicable law or agreed to in writing, software
|
|
* distributed under the License is distributed on an "AS IS" BASIS,
|
|
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
* See the License for the specific language governing permissions and
|
|
* limitations under the License.
|
|
*/
|
|
|
|
using Python.Runtime;
|
|
using QuantConnect.Brokerages;
|
|
|
|
namespace QuantConnect.Python
|
|
{
|
|
/// <summary>
|
|
/// Provides a wrapper for <see cref="IBrokerageMessageHandler"/> implementations written in python
|
|
/// </summary>
|
|
public class BrokerageMessageHandlerPythonWrapper : IBrokerageMessageHandler
|
|
{
|
|
private readonly dynamic _model;
|
|
|
|
/// <summary>
|
|
/// Initializes a new instance of the <see cref="BrokerageMessageHandlerPythonWrapper"/> class
|
|
/// </summary>
|
|
/// <param name="model">The python implementation of <see cref="IBrokerageMessageHandler"/></param>
|
|
public BrokerageMessageHandlerPythonWrapper(PyObject model)
|
|
{
|
|
model.ValidateImplementationOf<IBrokerageMessageHandler>();
|
|
|
|
_model = model;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Handles the message
|
|
/// </summary>
|
|
/// <param name="message">The message to be handled</param>
|
|
public void Handle(BrokerageMessageEvent message)
|
|
{
|
|
using (Py.GIL())
|
|
{
|
|
_model.Handle(message);
|
|
}
|
|
}
|
|
}
|
|
}
|