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 Common.Util;
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using QuantConnect.Python;
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using System;
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using System.Collections.Generic;
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using System.Linq;
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using System.Runtime.CompilerServices;
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namespace QuantConnect.Data.Market
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{
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/// <summary>
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/// Provides a base class for types holding base data instances keyed by symbol
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/// </summary>
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[PandasNonExpandable]
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public class DataDictionary<T> : BaseExtendedDictionary<Symbol, T>
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{
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/// <summary>
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/// Used to cache the sorted items in the dictionary.
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/// We do this instead of using a SortedDictionary to keep the O(1) access time.
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/// </summary>
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private List<KeyValuePair<Symbol, T>> _items;
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private List<Symbol> _keys;
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private List<T> _values;
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/// <summary>
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/// Gets or sets the time associated with this collection of data
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/// </summary>
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public DateTime Time { get; set; }
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/// <summary>
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/// Initializes a new instance of the <see cref="QuantConnect.Data.Market.DataDictionary{T}"/> class.
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/// </summary>
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public DataDictionary() : base()
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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="QuantConnect.Data.Market.DataDictionary{T}"/> class
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/// using the specified <paramref name="data"/> as a data source
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/// </summary>
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/// <param name="data">The data source for this data dictionary</param>
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/// <param name="keySelector">Delegate used to select a key from the value</param>
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public DataDictionary(IEnumerable<T> data, Func<T, Symbol> keySelector)
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: base(data, keySelector)
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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="QuantConnect.Data.Market.DataDictionary{T}"/> class.
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/// </summary>
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/// <param name="time">The time this data was emitted.</param>
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public DataDictionary(DateTime time) : base()
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{
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Time = time;
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}
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/// <summary>
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/// Gets or sets the element with the specified key.
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/// </summary>
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public override T this[Symbol symbol]
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{
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get
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{
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T data;
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if (TryGetValue(symbol, out data))
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{
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return data;
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}
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CheckForImplicitlyCreatedSymbol(symbol);
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throw new KeyNotFoundException($"'{symbol}' wasn't found in the {GetType().GetBetterTypeName()} object, likely because there was no-data at this moment in time and it wasn't possible to fillforward historical data. Please check the data exists before accessing it with data.ContainsKey(\"{symbol}\")");
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}
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set
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{
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_items = null;
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base[symbol] = value;
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}
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}
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/// <summary>
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/// Gets the value associated with the specified key.
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/// </summary>
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public virtual T GetValue(Symbol key)
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{
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T value;
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TryGetValue(key, out value);
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return value;
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}
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/// <summary>
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/// Gets all the items in the dictionary
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/// </summary>
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/// <returns>All the items in the dictionary</returns>
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public override IEnumerable<KeyValuePair<Symbol, T>> GetItems()
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{
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if (_items == null)
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{
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_items = base.GetItems().OrderBy(x => x.Key).ToList();
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}
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return _items;
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}
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/// <summary>
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/// Gets a collection containing the keys of the dictionary
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/// </summary>
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public override ICollection<Symbol> Keys
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{
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get
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{
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if (_keys == null)
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{
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_keys = (_items == null ? base.Keys.OrderBy(x => x) : _items.Select(x => x.Key)).ToList();
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}
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return _keys;
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}
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}
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/// <summary>
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/// Gets a collection containing the values of the dictionary
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/// </summary>
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public override ICollection<T> Values
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{
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get
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{
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if (_values == null)
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{
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var items = _items == null
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? base.GetItems().OrderBy(x => x.Key)
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: (IEnumerable<KeyValuePair<Symbol, T>>)_items;
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_values = items.Select(x => x.Value).ToList();
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}
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return _values;
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}
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}
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/// <summary>
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/// Gets a collection containing the keys in the dictionary
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/// </summary>
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protected override IEnumerable<Symbol> GetKeys => Keys;
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/// <summary>
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/// Gets a collection containing the values in the dictionary
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/// </summary>
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protected override IEnumerable<T> GetValues => Values;
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/// <summary>
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/// Returns an enumerator that iterates through the dictionary
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/// </summary>
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/// <returns>An enumerator for the dictionary</returns>
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public override IEnumerator<KeyValuePair<Symbol, T>> GetEnumerator()
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{
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return GetItems().GetEnumerator();
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}
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/// <summary>
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/// Removes all items from the dictionary
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/// </summary>
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public override void Clear()
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{
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ClearCache();
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base.Clear();
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}
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/// <summary>
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/// Removes the value with the specified key
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/// </summary>
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/// <param name="key">The key of the element to remove</param>
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/// <returns>true if the element was successfully found and removed; otherwise, false</returns>
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public override bool Remove(Symbol key)
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{
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ClearCache();
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return base.Remove(key);
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}
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/// <summary>
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/// Removes the first occurrence of a specific object from the dictionary
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/// </summary>
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/// <param name="item">The key-value pair to remove</param>
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/// <returns>true if the key-value pair was successfully removed; otherwise, false</returns>
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public override bool Remove(KeyValuePair<Symbol, T> item)
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{
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ClearCache();
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return base.Remove(item);
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}
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/// <summary>
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/// Adds an element with the provided key and value to the dictionary
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/// </summary>
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/// <param name="key">The key of the element to add</param>
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/// <param name="value">The value of the element to add</param>
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public override void Add(Symbol key, T value)
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{
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ClearCache();
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base.Add(key, value);
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}
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/// <summary>
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/// Adds an element with the provided key-value pair to the dictionary
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/// </summary>
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/// <param name="item">The key-value pair to add</param>
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public override void Add(KeyValuePair<Symbol, T> item)
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{
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ClearCache();
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base.Add(item);
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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private void ClearCache()
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{
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_items = null;
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_keys = null;
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_values = null;
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}
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}
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/// <summary>
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/// Provides extension methods for the DataDictionary class
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/// </summary>
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public static class DataDictionaryExtensions
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{
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/// <summary>
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/// Provides a convenience method for adding a base data instance to our data dictionary
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/// </summary>
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public static void Add<T>(this DataDictionary<T> dictionary, T data)
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where T : BaseData
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{
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dictionary.Add(data.Symbol, data);
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}
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}
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}
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