/*
* 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;
using System.Collections;
using System.Collections.Concurrent;
using System.Collections.Generic;
using System.Collections.Specialized;
using System.Linq;
using QuantConnect.Data.UniverseSelection;
using QuantConnect.Util;
using Common.Util;
namespace QuantConnect.Securities
{
///
/// Manages the algorithm's collection of universes
///
public class UniverseManager : BaseExtendedDictionary>
{
private readonly Queue _pendingChanges = new();
///
/// Event fired when a universe is added or removed
///
public event EventHandler CollectionChanged;
///
/// Read-only dictionary containing all active securities. An active security is
/// a security that is currently selected by the universe or has holdings or open orders.
///
public ReadOnlyExtendedDictionary ActiveSecurities => this
.SelectMany(ukvp => ukvp.Value.Members.Select(mkvp => mkvp.Value))
.DistinctBy(s => s.Symbol)
.ToReadOnlyExtendedDictionary(s => s.Symbol);
///
/// Initializes a new instance of the class
///
public UniverseManager() : base(new ConcurrentDictionary())
{
}
///
/// Adds an element with the provided key and value to the dictionary
///
public override void Add(Symbol key, Universe value)
{
if (Dictionary.TryAdd(key, value))
{
lock (_pendingChanges)
{
_pendingChanges.Enqueue(new UniverseManagerChanged(NotifyCollectionChangedAction.Add, value));
}
}
}
///
/// Updates an element with the provided key and value to the dictionary
///
public void Update(Symbol key, Universe value, NotifyCollectionChangedAction action)
{
if (Dictionary.ContainsKey(key) && !_pendingChanges.Any(x => x.Value == value))
{
lock (_pendingChanges)
{
_pendingChanges.Enqueue(new UniverseManagerChanged(action, value));
}
}
}
///
/// Will trigger collection changed event if required
///
public void ProcessChanges()
{
UniverseManagerChanged universeChange;
do
{
lock (_pendingChanges)
{
_pendingChanges.TryDequeue(out universeChange);
}
if (universeChange != null)
{
OnCollectionChanged(universeChange);
}
}
while (universeChange != null);
}
///
/// Removes the element with the specified key from the dictionary
///
public override bool Remove(Symbol key)
{
if (Dictionary.TryRemove(key, out var universe))
{
universe.Dispose();
OnCollectionChanged(new UniverseManagerChanged(NotifyCollectionChangedAction.Remove, universe));
return true;
}
return false;
}
///
/// Gets or sets the element with the specified key
///
public override Universe this[Symbol symbol]
{
get
{
if (!Dictionary.ContainsKey(symbol))
{
throw new KeyNotFoundException($"This universe symbol ({symbol}) was not found in your universe list. Please add this security or check it exists before using it with 'Universes.ContainsKey(\"{SymbolCache.GetTicker(symbol)}\")'");
}
return Dictionary[symbol];
}
set
{
Universe existing;
if (Dictionary.TryGetValue(symbol, out existing) && existing != value)
{
throw new ArgumentException($"Unable to over write existing Universe: {symbol.Value}");
}
// no security exists for the specified symbol key, add it now
if (existing == null)
{
Add(symbol, value);
}
}
}
///
/// Event invocator for the event
///
protected virtual void OnCollectionChanged(UniverseManagerChanged e)
{
CollectionChanged?.Invoke(this, e);
}
}
}