chore: import upstream snapshot with attribution
This commit is contained in:
wehub-resource-sync
@@ -0,0 +1,302 @@
|
||||
/*
|
||||
* 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 Newtonsoft.Json;
|
||||
using QuantConnect.Logging;
|
||||
using QuantConnect.Util;
|
||||
|
||||
namespace QuantConnect
|
||||
{
|
||||
/// <summary>
|
||||
/// Chart Series Object - Series data and properties for a chart:
|
||||
/// </summary>
|
||||
[JsonConverter(typeof(SeriesJsonConverter))]
|
||||
public abstract class BaseSeries
|
||||
{
|
||||
/// The index of the last fetch update request to only retrieve the "delta" of the previous request.
|
||||
private int _updatePosition;
|
||||
|
||||
/// <summary>
|
||||
/// Name of the series.
|
||||
/// </summary>
|
||||
public string Name { get; set; }
|
||||
|
||||
/// <summary>
|
||||
/// Axis for the chart series.
|
||||
/// </summary>
|
||||
public string Unit { get; set; }
|
||||
|
||||
/// <summary>
|
||||
/// Index/position of the series on the chart.
|
||||
/// </summary>
|
||||
public int Index { get; set; }
|
||||
|
||||
/// <summary>
|
||||
/// Axis name for the chart series.
|
||||
/// </summary>
|
||||
[JsonProperty(DefaultValueHandling = DefaultValueHandling.Ignore)]
|
||||
public string IndexName { get; set; }
|
||||
|
||||
/// <summary>
|
||||
/// Defines the visual Z index of the series on the chart.
|
||||
/// </summary>
|
||||
[JsonProperty(DefaultValueHandling = DefaultValueHandling.Ignore)]
|
||||
public int? ZIndex { get; set; }
|
||||
|
||||
/// <summary>
|
||||
/// Chart type for the series:
|
||||
/// </summary>
|
||||
public SeriesType SeriesType { get; set; }
|
||||
|
||||
/// <summary>
|
||||
/// An optional tooltip template
|
||||
/// </summary>
|
||||
[JsonProperty(DefaultValueHandling = DefaultValueHandling.Ignore)]
|
||||
public string Tooltip { get; set; }
|
||||
|
||||
/// <summary>
|
||||
/// The series list of values.
|
||||
/// These values are assumed to be in ascending time order (first points earliest, last points latest)
|
||||
/// </summary>
|
||||
public List<ISeriesPoint> Values { get; set; }
|
||||
|
||||
/// <summary>
|
||||
/// Default constructor for chart series
|
||||
/// </summary>
|
||||
protected BaseSeries()
|
||||
{
|
||||
Unit = "$";
|
||||
Values = new List<ISeriesPoint>();
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Constructor method for Chart Series
|
||||
/// </summary>
|
||||
/// <param name="name">Name of the chart series</param>
|
||||
/// <param name="type">Type of the series</param>
|
||||
protected BaseSeries(string name, SeriesType type)
|
||||
: this()
|
||||
{
|
||||
Name = name;
|
||||
SeriesType = type;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Foundational constructor on the series class
|
||||
/// </summary>
|
||||
/// <param name="name">Name of the series</param>
|
||||
/// <param name="type">Type of the series</param>
|
||||
/// <param name="index">Series index position on the chart</param>
|
||||
protected BaseSeries(string name, SeriesType type, int index)
|
||||
: this(name, type)
|
||||
{
|
||||
Index = index;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Foundational constructor on the series class
|
||||
/// </summary>
|
||||
/// <param name="name">Name of the series</param>
|
||||
/// <param name="type">Type of the series</param>
|
||||
/// <param name="index">Series index position on the chart</param>
|
||||
/// <param name="unit">Unit for the series axis</param>
|
||||
protected BaseSeries(string name, SeriesType type, int index, string unit)
|
||||
: this(name, type, index)
|
||||
{
|
||||
Unit = unit;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Constructor method for Chart Series
|
||||
/// </summary>
|
||||
/// <param name="name">Name of the chart series</param>
|
||||
/// <param name="type">Type of the chart series</param>
|
||||
/// <param name="unit">Unit of the series</param>
|
||||
protected BaseSeries(string name, SeriesType type, string unit)
|
||||
: this(name, type, 0, unit)
|
||||
{
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Add a new point to this series
|
||||
/// </summary>
|
||||
/// <param name="point">The data point to add</param>
|
||||
public virtual void AddPoint(ISeriesPoint point)
|
||||
{
|
||||
if (Values.Count > 0 && Values[Values.Count - 1].Time == point.Time)
|
||||
{
|
||||
// duplicate points at the same time, overwrite the value
|
||||
Values[Values.Count - 1] = point;
|
||||
}
|
||||
else
|
||||
{
|
||||
Values.Add(point);
|
||||
}
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Add a new point to this series
|
||||
/// </summary>
|
||||
/// <param name="time">The time of the data point</param>
|
||||
/// <param name="values">The values of the data point</param>
|
||||
public abstract void AddPoint(DateTime time, List<decimal> values);
|
||||
|
||||
/// <summary>
|
||||
/// Get the updates since the last call to this function.
|
||||
/// </summary>
|
||||
/// <returns>List of the updates from the series</returns>
|
||||
public BaseSeries GetUpdates()
|
||||
{
|
||||
var copy = Clone(empty: true);
|
||||
|
||||
try
|
||||
{
|
||||
//Add the updates since the last
|
||||
for (var i = _updatePosition; i < Values.Count; i++)
|
||||
{
|
||||
copy.Values.Add(Values[i]);
|
||||
}
|
||||
//Shuffle the update point to now:
|
||||
_updatePosition = Values.Count;
|
||||
}
|
||||
catch (Exception err)
|
||||
{
|
||||
Log.Error(err);
|
||||
}
|
||||
return copy;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Removes the data from this series and resets the update position to 0
|
||||
/// </summary>
|
||||
public void Purge()
|
||||
{
|
||||
Values.Clear();
|
||||
_updatePosition = 0;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Will sum up all chart points into a new single value, using the time of latest point
|
||||
/// </summary>
|
||||
/// <returns>The new chart point</returns>
|
||||
public abstract ISeriesPoint ConsolidateChartPoints();
|
||||
|
||||
/// <summary>
|
||||
/// Return a new instance clone of this object
|
||||
/// </summary>
|
||||
/// <returns></returns>
|
||||
public abstract BaseSeries Clone(bool empty = false);
|
||||
|
||||
/// <summary>
|
||||
/// Return a list of cloned values
|
||||
/// </summary>
|
||||
/// <returns></returns>
|
||||
protected List<ISeriesPoint> CloneValues()
|
||||
{
|
||||
var clone = new List<ISeriesPoint>(Values.Count);
|
||||
foreach (var point in Values)
|
||||
{
|
||||
clone.Add(point.Clone());
|
||||
}
|
||||
return clone;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Returns an enumerable of the values of the series cast to the specified type
|
||||
/// </summary>
|
||||
/// <returns>An enumerable of the values of the series cast to the specified type</returns>
|
||||
public IEnumerable<T> GetValues<T>()
|
||||
where T : ISeriesPoint
|
||||
{
|
||||
return Values.Cast<T>();
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Creates a series according to the specified type.
|
||||
/// </summary>
|
||||
/// <param name="seriesType">The series type</param>
|
||||
/// <param name="name">The name of the series</param>
|
||||
/// <param name="index">Series index position on the chart</param>
|
||||
/// <param name="unit">Unit for the series axis</param>
|
||||
/// <returns>
|
||||
/// A <see cref="CandlestickSeries"/> if <paramref name="seriesType"/> is <see cref="SeriesType.Candle"/>.
|
||||
/// A <see cref="Series"/> otherwise.
|
||||
/// </returns>
|
||||
public static BaseSeries Create(SeriesType seriesType, string name, int index = 0, string unit = "$")
|
||||
{
|
||||
if (!Enum.IsDefined(typeof(SeriesType), seriesType))
|
||||
{
|
||||
throw new ArgumentOutOfRangeException(nameof(seriesType), "Series type out of range");
|
||||
}
|
||||
|
||||
if (seriesType == SeriesType.Candle)
|
||||
{
|
||||
return new CandlestickSeries(name, index, unit);
|
||||
}
|
||||
|
||||
return new Series(name, seriesType, index, unit);
|
||||
}
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Available types of chart series
|
||||
/// </summary>
|
||||
public enum SeriesType
|
||||
{
|
||||
/// <summary>
|
||||
/// Line Plot for Value Types (0)
|
||||
/// </summary>
|
||||
Line,
|
||||
/// <summary>
|
||||
/// Scatter Plot for Chart Distinct Types (1)
|
||||
/// </summary>
|
||||
Scatter,
|
||||
/// <summary>
|
||||
/// Charts (2)
|
||||
/// </summary>
|
||||
Candle,
|
||||
/// <summary>
|
||||
/// Bar chart (3)
|
||||
/// </summary>
|
||||
Bar,
|
||||
/// <summary>
|
||||
/// Flag indicators (4)
|
||||
/// </summary>
|
||||
Flag,
|
||||
/// <summary>
|
||||
/// 100% area chart showing relative proportions of series values at each time index (5)
|
||||
/// </summary>
|
||||
StackedArea,
|
||||
/// <summary>
|
||||
/// Pie chart (6)
|
||||
/// </summary>
|
||||
Pie,
|
||||
/// <summary>
|
||||
/// Treemap Plot (7)
|
||||
/// </summary>
|
||||
Treemap,
|
||||
/// <summary>
|
||||
/// Heatmap Plot (9) -- NOTE: 8 is reserved
|
||||
/// </summary>
|
||||
Heatmap = 9,
|
||||
/// <summary>
|
||||
/// Scatter 3D Plot (10)
|
||||
/// </summary>
|
||||
Scatter3d
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user