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T
Martin Molinero 7ab0475511
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Generic command support
- Adding generic algorithm command support. Adding regression algorithms
2024-09-17 20:53:03 -03:00

98 lines
3.8 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 System;
using Python.Runtime;
using QuantConnect.Data;
using System.Collections.Generic;
using System.Dynamic;
using System.Linq.Expressions;
using System.Reflection;
using QuantConnect.Interfaces;
namespace QuantConnect.Commands
{
/// <summary>
/// Base generic dynamic command class
/// </summary>
public class Command : DynamicObject
{
private static readonly MethodInfo SetPropertyMethodInfo = typeof(Command).GetMethod("SetProperty");
private static readonly MethodInfo GetPropertyMethodInfo = typeof(Command).GetMethod("GetProperty");
private readonly IDictionary<string, object> _snakeNameStorage = new Dictionary<string, object>();
private readonly IDictionary<string, object> _storage = new Dictionary<string, object>();
/// <summary>
/// Get the metaObject required for Dynamism.
/// </summary>
public override DynamicMetaObject GetMetaObject(Expression parameter)
{
return new GetSetPropertyDynamicMetaObject(parameter, this, SetPropertyMethodInfo, GetPropertyMethodInfo);
}
/// <summary>
/// Sets the property with the specified name to the value. This is a case-insensitve search.
/// </summary>
/// <param name="name">The property name to set</param>
/// <param name="value">The new property value</param>
/// <returns>Returns the input value back to the caller</returns>
public object SetProperty(string name, object value)
{
// let's be polite and support snake name access for the given object value too
var snakeName = name.ToSnakeCase();
name = name.LazyToLower();
_storage[name] = value;
if (snakeName != name)
{
_snakeNameStorage[snakeName] = value;
}
return value;
}
/// <summary>
/// Gets the property's value with the specified name. This is a case-insensitve search.
/// </summary>
/// <param name="name">The property name to access</param>
/// <returns>object value of BaseData</returns>
public object GetProperty(string name)
{
name = name.ToLowerInvariant();
object value;
if (!_storage.TryGetValue(name, out value) && !_snakeNameStorage.TryGetValue(name, out value))
{
// let the user know the property name that we couldn't find
throw new KeyNotFoundException(
$"Property with name \'{name}\' does not exist. Properties: Time, Symbol, Value {string.Join(", ", _storage.Keys)}"
);
}
return value;
}
/// <summary>
/// Run this command using the target algorithm
/// </summary>
/// <param name="algorithm">The algorithm instance</param>
/// <returns>True if success, false otherwise. Returning null will disable command feedback</returns>
public virtual bool? Run(IAlgorithm algorithm)
{
throw new NotImplementedException($"Please implement the 'Command.run(algorithm)' method");
}
}
}