/*
* 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 Common.Util;
using QuantConnect.Python;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Runtime.CompilerServices;
namespace QuantConnect.Data.Market
{
///
/// Provides a base class for types holding base data instances keyed by symbol
///
[PandasNonExpandable]
public class DataDictionary : BaseExtendedDictionary
{
///
/// Used to cache the sorted items in the dictionary.
/// We do this instead of using a SortedDictionary to keep the O(1) access time.
///
private List> _items;
private List _keys;
private List _values;
///
/// Gets or sets the time associated with this collection of data
///
public DateTime Time { get; set; }
///
/// Initializes a new instance of the class.
///
public DataDictionary() : base()
{
}
///
/// Initializes a new instance of the class
/// using the specified as a data source
///
/// The data source for this data dictionary
/// Delegate used to select a key from the value
public DataDictionary(IEnumerable data, Func keySelector)
: base(data, keySelector)
{
}
///
/// Initializes a new instance of the class.
///
/// The time this data was emitted.
public DataDictionary(DateTime time) : base()
{
Time = time;
}
///
/// Gets or sets the element with the specified key.
///
public override T this[Symbol symbol]
{
get
{
T data;
if (TryGetValue(symbol, out data))
{
return data;
}
CheckForImplicitlyCreatedSymbol(symbol);
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}\")");
}
set
{
_items = null;
base[symbol] = value;
}
}
///
/// Gets the value associated with the specified key.
///
public virtual T GetValue(Symbol key)
{
T value;
TryGetValue(key, out value);
return value;
}
///
/// Gets all the items in the dictionary
///
/// All the items in the dictionary
public override IEnumerable> GetItems()
{
if (_items == null)
{
_items = base.GetItems().OrderBy(x => x.Key).ToList();
}
return _items;
}
///
/// Gets a collection containing the keys of the dictionary
///
public override ICollection Keys
{
get
{
if (_keys == null)
{
_keys = (_items == null ? base.Keys.OrderBy(x => x) : _items.Select(x => x.Key)).ToList();
}
return _keys;
}
}
///
/// Gets a collection containing the values of the dictionary
///
public override ICollection Values
{
get
{
if (_values == null)
{
var items = _items == null
? base.GetItems().OrderBy(x => x.Key)
: (IEnumerable>)_items;
_values = items.Select(x => x.Value).ToList();
}
return _values;
}
}
///
/// Gets a collection containing the keys in the dictionary
///
protected override IEnumerable GetKeys => Keys;
///
/// Gets a collection containing the values in the dictionary
///
protected override IEnumerable GetValues => Values;
///
/// Returns an enumerator that iterates through the dictionary
///
/// An enumerator for the dictionary
public override IEnumerator> GetEnumerator()
{
return GetItems().GetEnumerator();
}
///
/// Removes all items from the dictionary
///
public override void Clear()
{
ClearCache();
base.Clear();
}
///
/// Removes the value with the specified key
///
/// The key of the element to remove
/// true if the element was successfully found and removed; otherwise, false
public override bool Remove(Symbol key)
{
ClearCache();
return base.Remove(key);
}
///
/// Removes the first occurrence of a specific object from the dictionary
///
/// The key-value pair to remove
/// true if the key-value pair was successfully removed; otherwise, false
public override bool Remove(KeyValuePair item)
{
ClearCache();
return base.Remove(item);
}
///
/// Adds an element with the provided key and value to the dictionary
///
/// The key of the element to add
/// The value of the element to add
public override void Add(Symbol key, T value)
{
ClearCache();
base.Add(key, value);
}
///
/// Adds an element with the provided key-value pair to the dictionary
///
/// The key-value pair to add
public override void Add(KeyValuePair item)
{
ClearCache();
base.Add(item);
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
private void ClearCache()
{
_items = null;
_keys = null;
_values = null;
}
}
///
/// Provides extension methods for the DataDictionary class
///
public static class DataDictionaryExtensions
{
///
/// Provides a convenience method for adding a base data instance to our data dictionary
///
public static void Add(this DataDictionary dictionary, T data)
where T : BaseData
{
dictionary.Add(data.Symbol, data);
}
}
}