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 Python.Runtime;
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using QuantConnect.Data.Market;
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using System;
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using System.Collections.Generic;
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using System.Reflection;
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using System.Text;
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namespace QuantConnect.Python
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{
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public partial class PandasData
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{
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private static DataTypeMember CreateDataTypeMember(MemberInfo member, DataTypeMember[] children = null)
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{
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return member switch
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{
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PropertyInfo property => new PropertyMember(property, children),
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FieldInfo field => new FieldMember(field, children),
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_ => throw new ArgumentException($"Member type {member.MemberType} is not supported")
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};
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}
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/// <summary>
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/// Represents a member of a data type, either a property or a field and it's children members in case it's a complex type.
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/// It contains logic to get the member name and the children names, taking into account the parent prefixes.
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/// </summary>
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private abstract class DataTypeMember
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{
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private static readonly StringBuilder _stringBuilder = new StringBuilder();
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private DataTypeMember _parent;
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private string _name;
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public MemberInfo Member { get; }
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public DataTypeMember[] Children { get; }
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public abstract bool IsProperty { get; }
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public abstract bool IsField { get; }
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/// <summary>
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/// The prefix to be used for the children members when a class being expanded has multiple properties/fields of the same type
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/// </summary>
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public string Prefix { get; private set; }
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public bool ShouldBeUnwrapped => Children != null && Children.Length > 0;
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/// <summary>
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/// Whether this member is Tick.LastPrice or OpenInterest.LastPrice.
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/// Saved to avoid MemberInfo comparisons in the future
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/// </summary>
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public bool IsTickLastPrice { get; }
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public bool IsTickProperty { get; }
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public DataTypeMember(MemberInfo member, DataTypeMember[] children = null)
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{
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Member = member;
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Children = children;
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IsTickLastPrice = member == _tickLastPriceMember || member == _openInterestLastPriceMember;
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IsTickProperty = IsProperty && member.DeclaringType == typeof(Tick);
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if (Children != null)
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{
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foreach (var child in Children)
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{
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child._parent = this;
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}
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}
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}
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public void SetPrefix()
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{
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Prefix = Member.Name.ToLowerInvariant();
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}
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/// <summary>
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/// Gets the member name, adding the parent prefixes if necessary.
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/// </summary>
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/// <param name="customName">If passed, it will be used instead of the <see cref="Member"/>'s name</param>
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public string GetMemberName(string customName = null)
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{
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if (ShouldBeUnwrapped)
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{
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return string.Empty;
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}
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if (!string.IsNullOrEmpty(customName))
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{
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return BuildMemberName(customName);
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}
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if (string.IsNullOrEmpty(_name))
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{
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_name = BuildMemberName(GetBaseName());
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}
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return _name;
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}
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public IEnumerable<string> GetMemberNames()
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{
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return GetMemberNames(null);
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}
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public abstract object GetValue(object instance);
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public abstract Type GetMemberType();
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public override string ToString()
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{
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return $"{GetMemberType().Name} {Member.Name}";
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}
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private string BuildMemberName(string baseName)
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{
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_stringBuilder.Clear();
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while (_parent != null && _parent.ShouldBeUnwrapped)
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{
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_stringBuilder.Insert(0, _parent.Prefix);
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_parent = _parent._parent;
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}
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_stringBuilder.Append(baseName.ToLowerInvariant());
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return _stringBuilder.ToString();
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}
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private IEnumerable<string> GetMemberNames(string parentPrefix)
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{
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// If there are no children, return the name of the member. Else ignore the member and return the children names
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if (ShouldBeUnwrapped)
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{
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var prefix = parentPrefix ?? string.Empty;
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if (!string.IsNullOrEmpty(Prefix))
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{
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prefix += Prefix;
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}
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foreach (var child in Children)
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{
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foreach (var childName in child.GetMemberNames(prefix))
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{
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yield return childName;
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}
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}
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yield break;
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}
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var memberName = GetBaseName();
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_name = string.IsNullOrEmpty(parentPrefix) ? memberName : $"{parentPrefix}{memberName}";
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yield return _name;
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}
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private string GetBaseName()
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{
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var baseName = Member.GetCustomAttribute<PandasColumnAttribute>()?.Name;
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if (string.IsNullOrEmpty(baseName))
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{
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baseName = Member.Name;
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}
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return baseName.ToLowerInvariant();
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}
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}
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private class PropertyMember : DataTypeMember
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{
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private PropertyInfo _property;
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public override bool IsProperty => true;
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public override bool IsField => false;
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public PropertyMember(PropertyInfo property, DataTypeMember[] children = null)
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: base(property, children)
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{
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_property = property;
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}
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public override object GetValue(object instance)
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{
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return _property.GetValue(instance);
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}
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public override Type GetMemberType()
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{
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return _property.PropertyType;
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}
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}
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private class FieldMember : DataTypeMember
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{
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private FieldInfo _field;
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public override bool IsProperty => false;
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public override bool IsField => true;
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public FieldMember(FieldInfo field, DataTypeMember[] children = null)
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: base(field, children)
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{
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_field = field;
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}
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public override object GetValue(object instance)
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{
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return _field.GetValue(instance);
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}
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public override Type GetMemberType()
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{
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return _field.FieldType;
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}
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}
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}
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}
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