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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*/
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using System;
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using System.Linq;
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using System.Collections.Generic;
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using System.Runtime.CompilerServices;
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namespace QuantConnect
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{
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/// <summary>
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/// Provides a string->Symbol mapping to allow for user defined strings to be lifted into a Symbol
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/// This is mainly used via the Symbol implicit operator, but also functions that create securities
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/// should also call Set to add new mappings
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/// </summary>
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public static class SymbolCache
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{
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// we aggregate the two maps into a class so we can assign a new one as an atomic operation
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private static readonly Dictionary<string, Symbol> Symbols = new(StringComparer.OrdinalIgnoreCase);
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private static readonly Dictionary<Symbol, string> Tickers = new();
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/// <summary>
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/// Adds a mapping for the specified ticker
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/// </summary>
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/// <param name="ticker">The string ticker symbol</param>
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/// <param name="symbol">The symbol object that maps to the string ticker symbol</param>
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public static void Set(string ticker, Symbol symbol)
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{
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lock (Symbols)
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{
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Symbols[ticker] = symbol;
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Tickers[symbol] = ticker;
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var index = ticker.IndexOf('.');
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if (index != -1)
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{
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var related = ticker.Substring(0, index);
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if (Symbols.TryGetValue(related, out symbol) && symbol is null)
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{
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Symbols.Remove(related);
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}
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}
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}
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}
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/// <summary>
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/// Gets the Symbol object that is mapped to the specified string ticker symbol
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/// </summary>
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/// <param name="ticker">The string ticker symbol</param>
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/// <returns>The symbol object that maps to the specified string ticker symbol</returns>
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public static Symbol GetSymbol(string ticker)
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{
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var result = TryGetSymbol(ticker);
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if (!result.Item1)
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{
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throw result.Item3 ?? throw new InvalidOperationException(Messages.SymbolCache.UnableToLocateTicker(ticker));
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}
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return result.Item2;
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}
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/// <summary>
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/// Gets the Symbol object that is mapped to the specified string ticker symbol
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/// </summary>
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/// <param name="ticker">The string ticker symbol</param>
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/// <param name="symbol">The output symbol object</param>
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/// <returns>The symbol object that maps to the specified string ticker symbol</returns>
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public static bool TryGetSymbol(string ticker, out Symbol symbol)
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{
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var result = TryGetSymbol(ticker);
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symbol = result.Item2;
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return result.Item1;
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}
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/// <summary>
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/// Gets the string ticker symbol that is mapped to the specified Symbol
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/// </summary>
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/// <param name="symbol">The symbol object</param>
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/// <returns>The string ticker symbol that maps to the specified symbol object</returns>
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public static string GetTicker(Symbol symbol)
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{
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lock (Symbols)
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{
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return Tickers.TryGetValue(symbol, out var ticker) ? ticker : symbol.ID.ToString();
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}
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}
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/// <summary>
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/// Gets the string ticker symbol that is mapped to the specified Symbol
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/// </summary>
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/// <param name="symbol">The symbol object</param>
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/// <param name="ticker">The output string ticker symbol</param>
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/// <returns>The string ticker symbol that maps to the specified symbol object</returns>
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public static bool TryGetTicker(Symbol symbol, out string ticker)
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{
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lock (Symbols)
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{
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return Tickers.TryGetValue(symbol, out ticker);
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}
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}
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/// <summary>
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/// Removes the mapping for the specified symbol from the cache
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/// </summary>
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/// <param name="symbol">The symbol whose mappings are to be removed</param>
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/// <returns>True if the symbol mapping were removed from the cache</returns>
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/// <remarks>Just used for testing</remarks>
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public static bool TryRemove(Symbol symbol)
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{
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lock (Symbols)
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{
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return Tickers.Remove(symbol, out var ticker) && Symbols.Remove(ticker, out symbol);
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}
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}
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/// <summary>
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/// Removes the mapping for the specified symbol from the cache
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/// </summary>
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/// <param name="ticker">The ticker whose mappings are to be removed</param>
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/// <returns>True if the symbol mapping were removed from the cache</returns>
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/// <remarks>Just used for testing</remarks>
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public static bool TryRemove(string ticker)
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{
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lock (Symbols)
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{
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return Symbols.Remove(ticker, out var symbol) && Tickers.Remove(symbol, out ticker);
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}
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}
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/// <summary>
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/// Clears the current caches
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/// </summary>
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/// <remarks>Just used for testing</remarks>
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public static void Clear()
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{
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lock (Symbols)
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{
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Symbols.Clear();
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Tickers.Clear();
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}
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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private static Tuple<bool, Symbol, InvalidOperationException> TryGetSymbol(string ticker)
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{
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lock (Symbols)
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{
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if (!TryGetSymbolCached(ticker, out var symbol))
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{
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// fall-back full-text search as a back-shim for custom data symbols.
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// permitting a user to use BTC to resolve to BTC.Bitcoin
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var search = $"{ticker}.";
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var match = Symbols.Where(kvp => kvp.Key.StartsWith(search, StringComparison.InvariantCultureIgnoreCase) && kvp.Value is not null).ToList();
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if (match.Count == 0)
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{
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// no matches, cache the miss! else it will get expensive
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Symbols[ticker] = null;
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return new(false, null, null);
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}
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else if (match.Count == 1)
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{
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// exactly one match
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Symbols[ticker] = match[0].Value;
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return new(true, match[0].Value, null);
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}
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else if (match.Count > 1)
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{
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// too many matches
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return new(false, null, new InvalidOperationException(
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Messages.SymbolCache.MultipleMatchingTickersLocated(match.Select(kvp => kvp.Key))));
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}
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}
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return new(symbol is not null, symbol, null);
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}
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}
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/// <summary>
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/// Attempts to resolve the ticker to a Symbol via the cache. If not found in the
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/// cache then
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/// </summary>
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/// <param name="ticker">The ticker to resolver to a symbol</param>
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/// <param name="symbol">The resolves symbol</param>
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/// <returns>True if we successfully resolved a symbol, false otherwise</returns>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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private static bool TryGetSymbolCached(string ticker, out Symbol symbol)
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{
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if (Symbols.TryGetValue(ticker, out symbol))
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{
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return true;
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}
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if (SecurityIdentifier.TryParse(ticker, out var sid))
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{
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symbol = new Symbol(sid, sid.Symbol);
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return true;
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}
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return false;
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}
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}
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}
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