Colton Sellers
d2d99b1f10
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* Implement scheduled event sampling solution * Use UTC time, only update daily portfolio value once a day * For daily resolutions sample chart always * Cleanup * Drop resample daily all together * Force final sample * Regression updates * FIx LiveResultHandler to update portfolio and benchmark values outside of sampling event * Name the daily sampling event * Address review pt 1 * Drop force and use reference wrapper * Adjust tests * Fix warning for Benchmark Timezone Misalignment and also add test * Fix for daily resolution orders and test adjustments * Also warn on universe settings with daily resolution * Update missed regression * Fix reference wrapper use * Update regression after rebase * Add values back in for Daylight Algo * Have statistics builder skip day 1 performance * Regression adjustments * Test adjustments * Update regression unit test * Adjust some regressions starts to show performance values * Add hourly algorithm for beta comparison * Address missing Python regression changes * Remove null comment
42 lines
1.5 KiB
C#
42 lines
1.5 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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namespace QuantConnect.Util
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{
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/// <summary>
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/// We wrap a T instance, a value type, with a class, a reference type, to achieve thread safety when assigning new values
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/// and reading from multiple threads. This is possible because assignments are atomic operations in C# for reference types (among others).
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/// </summary>
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/// <remarks>This is a simpler, performance oriented version of <see cref="Ref"/></remarks>
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public class ReferenceWrapper<T>
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where T : struct
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{
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/// <summary>
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/// The current value
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/// </summary>
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public readonly T Value;
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/// <summary>
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/// Creates a new instance
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/// </summary>
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/// <param name="value">The value to use</param>
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public ReferenceWrapper(T value)
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{
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Value = value;
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}
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}
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}
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