Martin-Molinero
227ade63ed
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- Refactor automatic option assignment to allow overriding behavior. Adding & updating existing tests
62 lines
2.3 KiB
C#
62 lines
2.3 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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using Python.Runtime;
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using QuantConnect.Python;
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using System.Linq;
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namespace QuantConnect.Securities
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{
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/// <summary>
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/// Provides an implementation of <see cref="ISecurityInitializer"/> that executes
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/// each initializer in order
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/// </summary>
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public class CompositeSecurityInitializer : ISecurityInitializer
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{
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private readonly ISecurityInitializer[] _initializers;
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/// <summary>
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/// Initializes a new instance of the <see cref="CompositeSecurityInitializer"/> class
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/// </summary>
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/// <param name="initializers">The initializers to execute in order</param>
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public CompositeSecurityInitializer(params PyObject[] initializers)
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{
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_initializers = initializers.Select(x => new SecurityInitializerPythonWrapper(x)).ToArray();
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="CompositeSecurityInitializer"/> class
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/// </summary>
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/// <param name="initializers">The initializers to execute in order</param>
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public CompositeSecurityInitializer(params ISecurityInitializer[] initializers)
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{
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_initializers = initializers;
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}
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/// <summary>
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/// Execute each of the internally held initializers in sequence
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/// </summary>
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/// <param name="security">The security to be initialized</param>
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public void Initialize(Security security)
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{
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foreach (var initializer in _initializers)
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{
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initializer.Initialize(security);
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}
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}
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}
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}
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