chore: import upstream snapshot with attribution
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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 System;
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using System.Collections.Generic;
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using System.Collections.Immutable;
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using System.Linq.Expressions;
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namespace QuantConnect
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{
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/// <summary>
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/// Provides convenience extension methods for applying a <see cref="BinaryComparison"/> to collections.
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/// </summary>
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public static class BinaryComparisonExtensions
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{
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/// <summary>
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/// Filters the provided <paramref name="values"/> according to this <see cref="BinaryComparison"/>
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/// and the specified <paramref name="reference"/> value. The <paramref name="reference"/> value is
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/// used as the RIGHT side of the binary comparison. Consider the binary comparison is LessThan and
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/// we call Filter(values, 42). We're looking for keys that are less than 42.
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/// </summary>
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public static TCollection Filter<T, TCollection>(
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this BinaryComparison comparison,
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TCollection values,
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T reference
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)
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where TCollection : ICollection<T>, new()
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{
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var result = new TCollection();
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var evaluator = comparison.GetEvaluator<T>();
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foreach (var value in values)
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{
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if (evaluator(value, reference))
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{
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result.Add(value);
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}
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}
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return result;
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}
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/// <summary>
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/// Filters the provided <paramref name="values"/> according to this <see cref="BinaryComparison"/>
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/// and the specified <paramref name="reference"/> value. The <paramref name="reference"/> value is
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/// used as the RIGHT side of the binary comparison. Consider the binary comparison is LessThan and
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/// we call Filter(values, 42). We're looking for keys that are less than 42.
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/// </summary>
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public static SortedDictionary<TKey, TValue> Filter<TKey, TValue>(
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this BinaryComparison comparison,
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SortedDictionary<TKey, TValue> values,
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TKey reference
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)
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{
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SortedDictionary<TKey, TValue> result;
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if (comparison.Type == ExpressionType.NotEqual)
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{
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result = new SortedDictionary<TKey, TValue>(values);
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result.Remove(reference);
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return result;
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}
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result = new SortedDictionary<TKey, TValue>();
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if (comparison.Type == ExpressionType.Equal)
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{
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TValue value;
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if (values.TryGetValue(reference, out value))
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{
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result.Add(reference, value);
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}
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return result;
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}
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// since we're enumerating a sorted collection, once we receive
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// a mismatch it means we'll never again receive a match
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var breakAfterFailure =
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comparison == BinaryComparison.LessThanOrEqual ||
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comparison == BinaryComparison.LessThanOrEqual;
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var evaluator = comparison.GetEvaluator<TKey>();
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foreach (var kvp in values)
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{
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if (evaluator(kvp.Key, reference))
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{
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result.Add(kvp.Key, kvp.Value);
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}
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else if (breakAfterFailure)
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{
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break;
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}
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}
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return result;
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}
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/// <summary>
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/// Filters the provided <paramref name="values"/> according to this <see cref="BinaryComparison"/>
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/// and the specified <paramref name="reference"/> value. The <paramref name="reference"/> value is
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/// used as the RIGHT side of the binary comparison. Consider the binary comparison is LessThan and
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/// we call Filter(values, 42). We're looking for keys that are less than 42.
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/// </summary>
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public static ImmutableSortedDictionary<TKey, TValue> Filter<TKey, TValue>(
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this BinaryComparison comparison,
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ImmutableSortedDictionary<TKey, TValue> values,
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TKey reference
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)
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{
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if (comparison.Type == ExpressionType.NotEqual)
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{
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return values.Remove(reference);
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}
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var result = ImmutableSortedDictionary<TKey, TValue>.Empty;
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if (comparison.Type == ExpressionType.Equal)
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{
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TValue value;
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if (values.TryGetValue(reference, out value))
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{
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result = result.Add(reference, value);
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}
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return result;
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}
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// since we're enumerating a sorted collection, once we receive
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// a mismatch it means we'll never again receive a match
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var breakAfterFailure =
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comparison == BinaryComparison.LessThanOrEqual ||
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comparison == BinaryComparison.LessThanOrEqual;
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var evaluator = comparison.GetEvaluator<TKey>();
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foreach (var kvp in values)
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{
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if (evaluator(kvp.Key, reference))
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{
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result = result.Add(kvp.Key, kvp.Value);
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}
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else if (breakAfterFailure)
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{
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break;
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}
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}
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return result;
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}
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/// <summary>
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/// Filters the provided <paramref name="values"/> according to this <see cref="BinaryComparison"/>
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/// and the specified <paramref name="reference"/> value. The <paramref name="reference"/> value is
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/// used as the RIGHT side of the binary comparison. Consider the binary comparison is LessThan and
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/// we call Filter(values, 42). We're looking for keys that are less than 42.
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/// </summary>
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public static Tuple<ImmutableSortedDictionary<TKey, TValue>, ImmutableSortedDictionary<TKey, TValue>> SplitBy<TKey, TValue>(
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this BinaryComparison comparison,
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ImmutableSortedDictionary<TKey, TValue> values,
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TKey reference
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)
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{
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var matches = ImmutableSortedDictionary<TKey, TValue>.Empty;
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var removed = ImmutableSortedDictionary<TKey, TValue>.Empty;
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if (comparison.Type == ExpressionType.NotEqual)
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{
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var match = values.Remove(reference);
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removed = BinaryComparison.Equal.Filter(values, reference);
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return Tuple.Create(match, removed);
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}
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if (comparison.Type == ExpressionType.Equal)
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{
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TValue value;
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if (values.TryGetValue(reference, out value))
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{
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matches = matches.Add(reference, value);
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removed = BinaryComparison.NotEqual.Filter(values, reference);
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return Tuple.Create(matches, removed);
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}
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// no matches
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return Tuple.Create(ImmutableSortedDictionary<TKey, TValue>.Empty, values);
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}
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var evaluator = comparison.GetEvaluator<TKey>();
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foreach (var kvp in values)
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{
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if (evaluator(kvp.Key, reference))
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{
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matches = matches.Add(kvp.Key, kvp.Value);
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}
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else
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{
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removed = removed.Add(kvp.Key, kvp.Value);
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}
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}
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return Tuple.Create(matches, removed);
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}
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}
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}
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