chore: import upstream snapshot with attribution
This commit is contained in:
wehub-resource-sync
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/*
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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 Newtonsoft.Json;
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using QuantConnect.Util;
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using System;
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namespace QuantConnect.Algorithm.Framework.Alphas.Serialization
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{
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/// <summary>
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/// DTO used for serializing an insight that was just generated by an algorithm.
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/// This type does not contain any of the analysis dependent fields, such as scores
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/// and estimated value
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/// </summary>
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public class SerializedInsight
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{
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private double _createdTime;
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/// <summary>
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/// See <see cref="Insight.Id"/>
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/// </summary>
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public string Id { get; set; }
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/// <summary>
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/// See <see cref="Insight.GroupId"/>
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/// </summary>
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public string GroupId { get; set; }
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/// <summary>
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/// See <see cref="Insight.SourceModel"/>
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/// </summary>
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public string SourceModel { get; set; }
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/// <summary>
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/// Pass-through for <see cref="CreatedTime"/>
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/// </summary>
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[Obsolete("Deprecated as of 2020-01-23. Please use the `CreatedTime` property instead.")]
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public double GeneratedTime
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{
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get { return _createdTime; }
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set { _createdTime = value; }
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}
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/// <summary>
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/// See <see cref="Insight.GeneratedTimeUtc"/>
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/// </summary>
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public double CreatedTime
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{
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get { return _createdTime; }
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set { _createdTime = value; }
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}
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/// <summary>
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/// See <see cref="Insight.CloseTimeUtc"/>
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/// </summary>
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public double CloseTime { get; set; }
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/// <summary>
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/// See <see cref="Insight.Symbol"/>
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/// The symbol's security identifier string
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/// </summary>
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public string Symbol { get; set; }
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/// <summary>
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/// See <see cref="Insight.Symbol"/>
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/// The symbol's ticker at the generated time
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/// </summary>
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public string Ticker { get; set; }
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/// <summary>
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/// See <see cref="Insight.Type"/>
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/// </summary>
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public InsightType Type { get; set; }
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/// <summary>
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/// See <see cref="Insight.ReferenceValue"/>
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/// </summary>
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[JsonProperty("reference")]
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public decimal ReferenceValue { get; set; }
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/// <summary>
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/// See <see cref="Insight.ReferenceValueFinal"/>
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/// </summary>
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public decimal ReferenceValueFinal { get; set; }
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/// <summary>
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/// See <see cref="Insight.Direction"/>
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/// </summary>
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public InsightDirection Direction { get; set; }
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/// <summary>
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/// See <see cref="Insight.Period"/>
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/// </summary>
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public double Period { get; set; }
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/// <summary>
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/// See <see cref="Insight.Magnitude"/>
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/// </summary>
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[JsonConverter(typeof(JsonRoundingConverter))]
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public double? Magnitude { get; set; }
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/// <summary>
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/// See <see cref="Insight.Confidence"/>
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/// </summary>
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[JsonConverter(typeof(JsonRoundingConverter))]
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public double? Confidence { get; set; }
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/// <summary>
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/// See <see cref="Insight.Weight"/>
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/// </summary>
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public double? Weight { get; set; }
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/// <summary>
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/// See <see cref="InsightScore.IsFinalScore"/>
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/// </summary>
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public bool ScoreIsFinal { get; set; }
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/// <summary>
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/// See <see cref="InsightScore.Magnitude"/>
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/// </summary>
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[JsonConverter(typeof(JsonRoundingConverter))]
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public double ScoreMagnitude { get; set; }
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/// <summary>
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/// See <see cref="InsightScore.Direction"/>
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/// </summary>
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[JsonConverter(typeof(JsonRoundingConverter))]
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public double ScoreDirection { get; set; }
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/// <summary>
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/// See <see cref="Insight.EstimatedValue"/>
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/// </summary>
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[JsonConverter(typeof(JsonRoundingConverter))]
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public decimal EstimatedValue { get; set; }
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/// <summary>
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/// See <see cref="Insight.Tag"/>
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/// </summary>
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public string Tag { get; set; }
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/// <summary>
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/// Initializes a new default instance of the <see cref="SerializedInsight"/> class
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/// </summary>
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public SerializedInsight()
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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="SerializedInsight "/> class by copying the specified insight
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/// </summary>
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/// <param name="insight">The insight to copy</param>
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public SerializedInsight(Insight insight)
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{
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Id = insight.Id.ToStringInvariant("N");
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SourceModel = insight.SourceModel;
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GroupId = insight.GroupId?.ToStringInvariant("N");
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CreatedTime = Time.DateTimeToUnixTimeStamp(insight.GeneratedTimeUtc);
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CloseTime = Time.DateTimeToUnixTimeStamp(insight.CloseTimeUtc);
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Symbol = insight.Symbol.ID.ToString();
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Ticker = insight.Symbol.Value;
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Type = insight.Type;
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ReferenceValue = insight.ReferenceValue;
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ReferenceValueFinal = insight.ReferenceValueFinal;
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Direction = insight.Direction;
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Period = insight.Period.TotalSeconds;
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Magnitude = insight.Magnitude;
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Confidence = insight.Confidence;
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ScoreIsFinal = insight.Score.IsFinalScore;
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ScoreMagnitude = insight.Score.Magnitude;
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ScoreDirection = insight.Score.Direction;
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EstimatedValue = insight.EstimatedValue;
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Weight = insight.Weight;
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Tag = insight.Tag;
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}
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#region BackwardsCompatibility
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[JsonProperty("group-id")]
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string OldGroupId
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{
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set
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{
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GroupId = value;
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}
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}
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[JsonProperty("source-model")]
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string OldSourceModel
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{
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set
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{
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SourceModel = value;
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}
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}
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/// <summary>
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/// Pass-through for <see cref="CreatedTime"/>
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/// </summary>
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[JsonProperty("generated-time")]
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double OldGeneratedTime
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{
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set
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{
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GeneratedTime = value;
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}
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}
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/// <summary>
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/// See <see cref="Insight.GeneratedTimeUtc"/>
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/// </summary>
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[JsonProperty("created-time")]
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public double OldCreatedTime
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{
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set
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{
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CreatedTime = value;
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}
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}
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/// <summary>
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/// See <see cref="Insight.CloseTimeUtc"/>
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/// </summary>
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[JsonProperty("close-time")]
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public double OldCloseTime
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{
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set
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{
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CloseTime = value;
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}
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}
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[JsonProperty("reference-final")]
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decimal OldReferenceValueFinal
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{
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set
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{
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ReferenceValueFinal = value;
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}
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}
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[JsonProperty("score-final")]
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bool OldScoreIsFinal
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{
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set
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{
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ScoreIsFinal = value;
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}
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}
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[JsonProperty("score-magnitude")]
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[JsonConverter(typeof(JsonRoundingConverter))]
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double OldScoreMagnitude
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{
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set
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{
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ScoreMagnitude = value;
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}
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}
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[JsonProperty("score-direction")]
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[JsonConverter(typeof(JsonRoundingConverter))]
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double OldScoreDirection
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{
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set
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{
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ScoreDirection = value;
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}
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}
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[JsonProperty("estimated-value")]
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[JsonConverter(typeof(JsonRoundingConverter))]
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decimal OldEstimatedValue
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{
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set
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{
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EstimatedValue = value;
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}
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}
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#endregion
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}
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}
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