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Martin-Molinero 86fd80a31a
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Generic live command support (#8330)
* Generic command support

- Adding generic algorithm command support. Adding regression algorithms
- Allow PythonWrapper to validate classes too

* Minor improvements
2024-09-19 16:02:42 -03:00

92 lines
3.5 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 System.Dynamic;
using QuantConnect.Data;
using System.Reflection;
using System.Linq.Expressions;
using QuantConnect.Interfaces;
using System.Collections.Generic;
using Newtonsoft.Json.Linq;
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 Dictionary<string, object> _storage = new(StringComparer.InvariantCultureIgnoreCase);
/// <summary>
/// Get the metaObject required for Dynamism.
/// </summary>
public sealed 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)
{
if (value is JArray jArray)
{
return _storage[name] = jArray.ToObject<List<object>>();
}
else if (value is JObject jobject)
{
return _storage[name] = jobject.ToObject<Dictionary<string, object>>();
}
else
{
return _storage[name] = 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)
{
if (!_storage.TryGetValue(name, out var value))
{
throw new KeyNotFoundException($"Property with name \'{name}\' does not exist. Properties: {string.Join(", ", _storage.Keys)}");
}
return value;
}
/// <summary>
/// Run this command using the target algorithm
/// </summary>
/// <param name="algorithm">The algorithm instance</param>
/// <returns>True if success, false otherwise. Returning null will disable command feedback</returns>
public virtual bool? Run(IAlgorithm algorithm)
{
throw new NotImplementedException($"Please implement the 'def run(algorithm) -> bool | None:' method");
}
}
}