Martin-Molinero
45e13bb35b
* Memory Related Performance improvements - Make sure we cleanup & dipose of python related objects during pandas data generation. - Disable memoizing enumerable use while creating pandas data frames, since we do not require it - Reduce unrequired object creations - Replace concurrentCollections for ordinary locks * Decimal parsing typo fix
103 lines
4.0 KiB
C#
103 lines
4.0 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 System.Collections.Generic;
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using QuantConnect.Data;
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using QuantConnect.Interfaces;
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using QuantConnect.Util;
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namespace QuantConnect.Lean.Engine.DataFeeds
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{
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/// <summary>
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/// Defines a container type to hold data produced by a data feed subscription
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/// </summary>
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public class DataFeedPacket
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{
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private static readonly IReadOnlyRef<bool> _false = Ref.CreateReadOnly(() => false);
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private readonly IReadOnlyRef<bool> _isRemoved;
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/// <summary>
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/// The security
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/// </summary>
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public ISecurityPrice Security
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{
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get; private set;
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}
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/// <summary>
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/// The subscription configuration that produced this data
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/// </summary>
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public SubscriptionDataConfig Configuration
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{
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get; private set;
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}
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/// <summary>
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/// Gets the number of data points held within this packet
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/// </summary>
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public int Count => Data.Count;
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/// <summary>
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/// The data for the security
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/// </summary>
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public List<BaseData> Data { get; }
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/// <summary>
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/// Gets whether or not this packet should be filtered out due to the subscription being removed
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/// </summary>
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public bool IsSubscriptionRemoved => _isRemoved.Value;
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/// <summary>
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/// Initializes a new instance of the <see cref="DataFeedPacket"/> class
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/// </summary>
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/// <param name="security">The security whose data is held in this packet</param>
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/// <param name="configuration">The subscription configuration that produced this data</param>
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/// <param name="isSubscriptionRemoved">Reference to whether or not the subscription has since been removed, defaults to false</param>
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public DataFeedPacket(ISecurityPrice security, SubscriptionDataConfig configuration, IReadOnlyRef<bool> isSubscriptionRemoved = null)
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: this(security,
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configuration,
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new List<BaseData>(4), // performance: by default the list has 0 capacity, so lets initialize it with at least 4 (which is the default)
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isSubscriptionRemoved)
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{
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="DataFeedPacket"/> class
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/// </summary>
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/// <param name="security">The security whose data is held in this packet</param>
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/// <param name="configuration">The subscription configuration that produced this data</param>
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/// <param name="data">The data to add to this packet. The list reference is reused
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/// internally and NOT copied.</param>
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/// <param name="isSubscriptionRemoved">Reference to whether or not the subscription has since been removed, defaults to false</param>
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public DataFeedPacket(ISecurityPrice security, SubscriptionDataConfig configuration, List<BaseData> data, IReadOnlyRef<bool> isSubscriptionRemoved = null)
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{
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Security = security;
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Configuration = configuration;
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Data = data;
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_isRemoved = isSubscriptionRemoved ?? _false;
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}
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/// <summary>
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/// Adds the specified data to this packet
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/// </summary>
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/// <param name="data">The data to be added to this packet</param>
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public void Add(BaseData data)
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{
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Data.Add(data);
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}
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}
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}
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