Ricardo Andrés Marino Rojas
5fd021996a
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
API Tests / build (push) Has been cancelled
* Fix half of the CA1051 warnings This warning is about not declaring visible instance fields. There are something about 500 warnings in the solution, mostly in the QuantConnect and QuantConnect.Algorithm.CSharp projects. I aim to fix one of them in this PR and the other half of them in a second one. To fix it, I'm changing the visible instancce fields for properties. * fix bugs * Addressing minor reviews * More minor fixes --------- Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
81 lines
2.8 KiB
C#
81 lines
2.8 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 System.Collections.Generic;
|
|
using System.Linq;
|
|
using QuantConnect.Util;
|
|
|
|
namespace QuantConnect.Scheduling
|
|
{
|
|
/// <summary>
|
|
/// Combines multiple time rules into a single rule that emits for each rule
|
|
/// </summary>
|
|
public class CompositeTimeRule : ITimeRule
|
|
{
|
|
/// <summary>
|
|
/// Gets the individual rules for this composite rule
|
|
/// </summary>
|
|
public IReadOnlyList<ITimeRule> Rules { get; init; }
|
|
|
|
/// <summary>
|
|
/// Initializes a new instance of the <see cref="CompositeTimeRule"/> class
|
|
/// </summary>
|
|
/// <param name="timeRules">The time rules to compose</param>
|
|
public CompositeTimeRule(params ITimeRule[] timeRules)
|
|
: this((IEnumerable<ITimeRule>) timeRules)
|
|
{
|
|
}
|
|
|
|
/// <summary>
|
|
/// Initializes a new instance of the <see cref="CompositeTimeRule"/> class
|
|
/// </summary>
|
|
/// <param name="timeRules">The time rules to compose</param>
|
|
public CompositeTimeRule(IEnumerable<ITimeRule> timeRules)
|
|
{
|
|
Rules = timeRules.ToList();
|
|
}
|
|
|
|
/// <summary>
|
|
/// Gets a name for this rule
|
|
/// </summary>
|
|
public string Name
|
|
{
|
|
get { return string.Join(",", Rules.Select(x => x.Name)); }
|
|
}
|
|
|
|
/// <summary>
|
|
/// Creates the event times for the specified dates in UTC
|
|
/// </summary>
|
|
/// <param name="dates">The dates to apply times to</param>
|
|
/// <returns>An enumerable of date times that is the result
|
|
/// of applying this rule to the specified dates</returns>
|
|
public IEnumerable<DateTime> CreateUtcEventTimes(IEnumerable<DateTime> dates)
|
|
{
|
|
foreach (var date in dates)
|
|
{
|
|
// make unqiue times and order the events before yielding
|
|
var enumerable = new[] {date};
|
|
var times = Rules.SelectMany(time => time.CreateUtcEventTimes(enumerable)).ToHashSet().OrderBy(x => x);
|
|
foreach (var time in times)
|
|
{
|
|
yield return time;
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|