wehub-resource-sync
88 lines
2.5 KiB
C#
88 lines
2.5 KiB
C#
/*
|
|
* 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.Text;
|
|
using System.Linq;
|
|
using Python.Runtime;
|
|
using QuantConnect.Util;
|
|
using System.Collections;
|
|
using System.Collections.Generic;
|
|
|
|
namespace QuantConnect.Data
|
|
{
|
|
/// <summary>
|
|
/// Historical data abstraction
|
|
/// </summary>
|
|
/// <typeparam name="T">The data this collection can enumerate</typeparam>
|
|
public class DataHistory<T> : IEnumerable<T>
|
|
{
|
|
private readonly Lazy<int> _count;
|
|
private readonly Lazy<PyObject> _dataframe;
|
|
|
|
/// <summary>
|
|
/// The data we hold
|
|
/// </summary>
|
|
protected IEnumerable<T> Data { get; }
|
|
|
|
/// <summary>
|
|
/// The current data point count
|
|
/// </summary>
|
|
public int Count => _count.Value;
|
|
|
|
/// <summary>
|
|
/// This data pandas data frame
|
|
/// </summary>
|
|
public PyObject DataFrame => _dataframe.Value;
|
|
|
|
/// <summary>
|
|
/// Creates a new instance
|
|
/// </summary>
|
|
public DataHistory(IEnumerable<T> data, Lazy<PyObject> dataframe)
|
|
{
|
|
Data = data.Memoize();
|
|
_dataframe = dataframe;
|
|
// let's be lazy
|
|
_count = new(() => Data.Count());
|
|
}
|
|
|
|
/// <summary>
|
|
/// Default to string implementation
|
|
/// </summary>
|
|
public override string ToString()
|
|
{
|
|
var builder = new StringBuilder();
|
|
foreach (var dataPoint in Data)
|
|
{
|
|
builder.AppendLine(dataPoint.ToString());
|
|
}
|
|
return builder.ToString();
|
|
}
|
|
|
|
/// <summary>
|
|
/// Returns an enumerator for the data
|
|
/// </summary>
|
|
public IEnumerator<T> GetEnumerator()
|
|
{
|
|
return Data.GetEnumerator();
|
|
}
|
|
|
|
IEnumerator IEnumerable.GetEnumerator()
|
|
{
|
|
return GetEnumerator();
|
|
}
|
|
}
|
|
}
|