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.Linq;
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using System.Collections;
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using System.Collections.Generic;
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namespace QuantConnect.Securities.Positions
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{
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/// <summary>
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/// Provides a collection type for <see cref="IPositionGroup"/>
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/// </summary>
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public class PositionGroupCollection : IReadOnlyCollection<IPositionGroup>
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{
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/// <summary>
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/// Gets an empty instance of the <see cref="PositionGroupCollection"/> class
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/// </summary>
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public static PositionGroupCollection Empty => new(new Dictionary<PositionGroupKey, IPositionGroup>(), new Dictionary<Symbol, HashSet<IPositionGroup>>());
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/// <summary>
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/// Gets the number of positions in this group
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/// </summary>
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public int Count => _groups.Count;
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/// <summary>
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/// Gets whether or not this collection contains only default position groups
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/// </summary>
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public bool IsOnlyDefaultGroups
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{
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get
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{
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if (_hasNonDefaultGroups == null)
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{
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_hasNonDefaultGroups = _groups.Count == 0 || _groups.All(grp => grp.Key.IsDefaultGroup);
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}
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return _hasNonDefaultGroups.Value;
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}
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}
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/// <summary>
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/// Gets the position groups keys in this collection
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/// </summary>
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public IReadOnlyCollection<PositionGroupKey> Keys => _groups.Keys;
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/// <summary>
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/// Gets the position groups in this collection
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/// </summary>
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public IReadOnlyCollection<IPositionGroup> Values => _groups.Values;
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private bool? _hasNonDefaultGroups;
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private readonly Dictionary<PositionGroupKey, IPositionGroup> _groups;
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private readonly Dictionary<Symbol, HashSet<IPositionGroup>> _groupsBySymbol;
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internal IEnumerable<KeyValuePair<PositionGroupKey, IPositionGroup>> GetGroups() => _groups;
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/// <summary>
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/// Initializes a new instance of the <see cref="PositionGroupCollection"/> class
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/// </summary>
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/// <param name="groups">The position groups keyed by their group key</param>
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/// <param name="groupsBySymbol">The position groups keyed by the symbol of each position</param>
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public PositionGroupCollection(
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Dictionary<PositionGroupKey, IPositionGroup> groups,
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Dictionary<Symbol, HashSet<IPositionGroup>> groupsBySymbol
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)
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{
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_groups = groups;
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_groupsBySymbol = groupsBySymbol;
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="PositionGroupCollection"/> class
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/// </summary>
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/// <param name="groups">The position groups</param>
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public PositionGroupCollection(IReadOnlyCollection<IPositionGroup> groups)
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{
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_groups = new();
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_groupsBySymbol = new();
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foreach (var group in groups)
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{
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Add(group);
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}
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}
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/// <summary>
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/// Creates a new <see cref="PositionGroupCollection"/> that contains all of the position groups
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/// in this collection in addition to the specified <paramref name="group"/>. If a group with the
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/// same key already exists then it is overwritten.
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/// </summary>
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public PositionGroupCollection Add(IPositionGroup group)
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{
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foreach (var position in group)
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{
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if (!_groupsBySymbol.TryGetValue(position.Symbol, out var groups))
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{
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_groupsBySymbol[position.Symbol] = groups = new();
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}
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groups.Add(group);
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}
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_groups[group.Key] = group;
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return this;
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}
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/// <summary>
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/// Determines whether or not a group with the specified key exists in this collection
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/// </summary>
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/// <param name="key">The group key to search for</param>
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/// <returns>True if a group with the specified key was found, false otherwise</returns>
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public bool Contains(PositionGroupKey key)
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{
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return _groups.ContainsKey(key);
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}
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/// <summary>
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/// Gets the <see cref="IPositionGroup"/> matching the specified key. If one does not exist, then an empty
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/// group is returned matching the unit quantities defined in the <paramref name="key"/>
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/// </summary>
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/// <param name="key">The position group key to search for</param>
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/// <returns>The position group matching the specified key, or a new empty group if no matching group is found.</returns>
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public IPositionGroup this[PositionGroupKey key]
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{
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get
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{
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IPositionGroup group;
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if (!TryGetGroup(key, out group))
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{
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return new PositionGroup(key, 0m, key.CreateEmptyPositions());
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}
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return group;
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}
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}
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/// <summary>
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/// Attempts to retrieve the group with the specified key
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/// </summary>
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/// <param name="key">The group key to search for</param>
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/// <param name="group">The position group</param>
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/// <returns>True if group with key found, otherwise false</returns>
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public bool TryGetGroup(PositionGroupKey key, out IPositionGroup group)
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{
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return _groups.TryGetValue(key, out group);
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}
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/// <summary>
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/// Attempts to retrieve all groups that contain the provided symbol
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/// </summary>
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/// <param name="symbol">The symbol</param>
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/// <param name="groups">The groups if any were found, otherwise null</param>
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/// <returns>True if groups were found for the specified symbol, otherwise false</returns>
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public bool TryGetGroups(Symbol symbol, out IReadOnlyCollection<IPositionGroup> groups)
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{
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HashSet<IPositionGroup> list;
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if (_groupsBySymbol.TryGetValue(symbol, out list) && list?.Count > 0)
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{
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groups = list;
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return true;
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}
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groups = null;
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return false;
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}
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/// <summary>
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/// Merges this position group collection with the provided <paramref name="other"/> collection.
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/// </summary>
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public PositionGroupCollection CombineWith(PositionGroupCollection other)
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{
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if(other.Count == 0)
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{
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return this;
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}
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if (Count == 0)
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{
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return other;
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}
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var result = this;
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foreach (var positionGroup in other)
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{
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result = result.Add(positionGroup);
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}
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return result;
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}
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/// <summary>Returns an enumerator that iterates through the collection.</summary>
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/// <returns>An enumerator that can be used to iterate through the collection.</returns>
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public IEnumerator<IPositionGroup> GetEnumerator()
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{
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return _groups.Values.GetEnumerator();
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}
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/// <summary>Returns an enumerator that iterates through a collection.</summary>
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/// <returns>An <see cref="T:System.Collections.IEnumerator" /> object that can be used to iterate through the collection.</returns>
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IEnumerator IEnumerable.GetEnumerator()
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{
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return GetEnumerator();
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}
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}
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}
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