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