wehub-resource-sync
109 lines
4.2 KiB
C#
109 lines
4.2 KiB
C#
/*
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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;
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using System.Collections.Generic;
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using QuantConnect.Interfaces;
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using QuantConnect.Packets;
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using QuantConnect.Securities;
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namespace QuantConnect.Brokerages
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{
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/// <summary>
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/// Provides a base implementation of IBrokerageFactory that provides a helper for reading data from a job's brokerage data dictionary
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/// </summary>
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public abstract class BrokerageFactory : IBrokerageFactory
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{
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private readonly Type _brokerageType;
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/// <summary>
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/// Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.
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/// </summary>
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/// <filterpriority>2</filterpriority>
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public abstract void Dispose();
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/// <summary>
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/// Gets the type of brokerage produced by this factory
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/// </summary>
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public Type BrokerageType
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{
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get { return _brokerageType; }
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}
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/// <summary>
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/// Gets the brokerage data required to run the brokerage from configuration/disk
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/// </summary>
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/// <remarks>
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/// The implementation of this property will create the brokerage data dictionary required for
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/// running live jobs. See <see cref="IJobQueueHandler.NextJob"/>
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/// </remarks>
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public abstract Dictionary<string, string> BrokerageData { get; }
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/// <summary>
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/// Gets a brokerage model that can be used to model this brokerage's unique behaviors
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/// </summary>
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/// <param name="orderProvider">The order provider</param>
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public abstract IBrokerageModel GetBrokerageModel(IOrderProvider orderProvider);
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/// <summary>
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/// Creates a new IBrokerage instance
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/// </summary>
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/// <param name="job">The job packet to create the brokerage for</param>
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/// <param name="algorithm">The algorithm instance</param>
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/// <returns>A new brokerage instance</returns>
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public abstract IBrokerage CreateBrokerage(LiveNodePacket job, IAlgorithm algorithm);
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/// <summary>
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/// Gets a brokerage message handler
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/// </summary>
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public virtual IBrokerageMessageHandler CreateBrokerageMessageHandler(IAlgorithm algorithm, AlgorithmNodePacket job, IApi api)
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{
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return new DefaultBrokerageMessageHandler(algorithm, job, api);
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="BrokerageFactory"/> class for the specified <paramref name="brokerageType"/>
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/// </summary>
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/// <param name="brokerageType">The type of brokerage created by this factory</param>
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protected BrokerageFactory(Type brokerageType)
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{
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_brokerageType = brokerageType;
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}
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/// <summary>
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/// Reads a value from the brokerage data, adding an error if the key is not found
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/// </summary>
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protected static T Read<T>(IReadOnlyDictionary<string, string> brokerageData, string key, ICollection<string> errors)
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where T : IConvertible
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{
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string value;
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if (!brokerageData.TryGetValue(key, out value))
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{
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errors.Add("BrokerageFactory.CreateBrokerage(): Missing key: " + key);
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return default(T);
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}
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try
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{
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return value.ConvertTo<T>();
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}
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catch (Exception err)
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{
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errors.Add($"BrokerageFactory.CreateBrokerage(): Error converting key '{key}' with value '{value}'. {err.Message}");
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return default(T);
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}
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}
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}
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} |