chore: import upstream snapshot with attribution

Common/Indicators/InternalIndicatorValues.cs

@@ -0,0 +1,192 @@
+/*
+ * 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.Linq;
+using System.Reflection;
+using QuantConnect.Data;
+using System.Collections;
+using System.Collections.Generic;
+
+namespace QuantConnect.Indicators
+{
+    /// <summary>
+    /// Collection of indicator data points for a given time
+    /// </summary>
+    public class IndicatorDataPoints : DynamicData
+    {
+        /// <summary>
+        /// The indicator value at a given point
+        /// </summary>
+        public IndicatorDataPoint Current => (IndicatorDataPoint)GetProperty("Current");
+
+        /// <summary>
+        /// The indicator value at a given point
+        /// </summary>
+        public override decimal Value => Current.Value;
+
+        /// <summary>
+        /// Access the historical indicator values per indicator property name
+        /// </summary>
+        public IndicatorDataPoint this[string name]
+        {
+            get
+            {
+                return GetProperty(name) as IndicatorDataPoint;
+            }
+        }
+
+        /// <summary>
+        /// String representation
+        /// </summary>
+        public override string ToString()
+        {
+            return $"{EndTime} {string.Join(", ", GetStorageDictionary().OrderBy(x => x.Key).Select(x => $"{x.Key}: {HandleObjectStorage(x.Value)}"))}";
+        }
+
+        /// <summary>
+        /// Returns the current data value held within the instance
+        /// </summary>
+        /// <param name="instance">The DataPoint instance</param>
+        /// <returns>The current data value held within the instance</returns>
+        public static implicit operator decimal(IndicatorDataPoints instance)
+        {
+            return instance.Value;
+        }
+
+        private static string HandleObjectStorage(object storedObject)
+        {
+            if (storedObject is IndicatorDataPoint point)
+            {
+                return point.Value.SmartRounding().ToStringInvariant();
+            }
+            return storedObject?.ToString() ?? string.Empty;
+        }
+    }
+
+    /// <summary>
+    /// Internal carrier of an indicator values by property name
+    /// </summary>
+    public class InternalIndicatorValues : IEnumerable<IndicatorDataPoint>
+    {
+        /// <summary>
+        /// The name of the values associated to this dto
+        /// </summary>
+        public string Name { get; }
+
+        /// <summary>
+        /// The indicator values
+        /// </summary>
+        public List<IndicatorDataPoint> Values { get; }
+
+        /// <summary>
+        /// The target indicator
+        /// </summary>
+        protected IIndicator Indicator { get; }
+
+        /// <summary>
+        /// Creates a new instance
+        /// </summary>
+        public InternalIndicatorValues(IIndicator indicator, string name)
+        {
+            Name = name;
+            Values = new();
+            Indicator = indicator;
+        }
+
+        /// <summary>
+        /// Update with a new indicator point
+        /// </summary>
+        public virtual IndicatorDataPoint UpdateValue()
+        {
+            Values.Add(Indicator.Current);
+            return Indicator.Current;
+        }
+
+        /// <summary>
+        /// Creates a new instance
+        /// </summary>
+        public static InternalIndicatorValues Create(IIndicator indicator, string name)
+        {
+            return new InternalIndicatorValues(indicator, name);
+        }
+
+        /// <summary>
+        /// Creates a new instance
+        /// </summary>
+        public static InternalIndicatorValues Create(IIndicator indicator, PropertyInfo propertyInfo)
+        {
+            return new IndicatorPropertyValues(indicator, propertyInfo);
+        }
+
+        /// <summary>
+        /// String representation
+        /// </summary>
+        public override string ToString()
+        {
+            return $"{Name} {Values.Count} indicator values";
+        }
+
+        /// <summary>
+        /// Returns an enumerator for the indicator values
+        /// </summary>
+        public IEnumerator<IndicatorDataPoint> GetEnumerator()
+        {
+            return ((IEnumerable<IndicatorDataPoint>)Values).GetEnumerator();
+        }
+
+        IEnumerator IEnumerable.GetEnumerator()
+        {
+            return ((IEnumerable)Values).GetEnumerator();
+        }
+
+        private class IndicatorPropertyValues : InternalIndicatorValues
+        {
+            private readonly PropertyInfo _currentInfo;
+            private readonly PropertyInfo _propertyInfo;
+            public IndicatorPropertyValues(IIndicator indicator, PropertyInfo propertyInfo) : base(indicator, propertyInfo.Name)
+            {
+                _propertyInfo = propertyInfo;
+                _currentInfo = _propertyInfo.PropertyType.GetProperty("Current");
+            }
+            public override IndicatorDataPoint UpdateValue()
+            {
+                var value = _propertyInfo.GetValue(Indicator);
+                if (value == null)
+                {
+                    return null;
+                }
+
+                if (_currentInfo != null)
+                {
+                    value = _currentInfo.GetValue(value);
+                }
+                var point = value as IndicatorDataPoint;
+
+                if (Values.Count == 0 || point.EndTime != Values[^1].EndTime)
+                {
+                    // If the list is empty or the new point has a different EndTime, add it to the list
+                    Values.Add(point);
+                }
+                else
+                {
+                    // If the new point has the same EndTime as the last point, update the last point
+                    Values[^1] = point;
+                }
+
+                return point;
+            }
+        }
+    }
+}