wehub-resource-sync
92 lines
4.3 KiB
C#
92 lines
4.3 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.Runtime.CompilerServices;
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using QuantConnect.Algorithm.Framework.Alphas;
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using QuantConnect.Interfaces;
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using QuantConnect.Securities.Positions;
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using static QuantConnect.StringExtensions;
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namespace QuantConnect
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{
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/// <summary>
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/// Provides user-facing message construction methods and static messages for the <see cref="Algorithm.Framework.Portfolio"/> namespace
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/// </summary>
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public static partial class Messages
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{
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/// <summary>
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/// Provides user-facing messages for the <see cref="Algorithm.Framework.Portfolio.PortfolioTarget"/> class and its consumers or related classes
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/// </summary>
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public static class PortfolioTarget
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{
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/// <summary>
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/// Returns a string message saying the portfolio target percent is invalid
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static string InvalidTargetPercent(IAlgorithm algorithm, decimal percent)
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{
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return Invariant($@"The portfolio target percent: {
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percent}, does not comply with the current '{FormatCodeRoot("Settings")}.{FormatCode("MaxAbsolutePortfolioTargetPercentage")}': {
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algorithm.Settings.MaxAbsolutePortfolioTargetPercentage} or '{FormatCodeRoot("Settings")}.{FormatCode("MinAbsolutePortfolioTargetPercentage")}': {
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algorithm.Settings.MinAbsolutePortfolioTargetPercentage}. Skipping");
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}
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/// <summary>
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/// Returns a string message saying the given symbol was not found in the portfolio
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static string SymbolNotFound(QuantConnect.Symbol symbol)
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{
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return Invariant($"{symbol} not found in portfolio. Request this data when initializing the algorithm.");
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}
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/// <summary>
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/// Returns a string message saying it was impossible to compute the order quantity of the given symbol. It also
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/// explains the reason why it was impossible
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static string UnableToComputeOrderQuantityDueToNullResult(QuantConnect.Symbol symbol, GetMaximumLotsResult result)
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{
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return Invariant($"Unable to compute order quantity of {symbol}. Reason: {result.Reason} Returning null.");
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}
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/// <summary>
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/// Parses the given portfolio target into a string message containing basic information about it
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static string ToString(Algorithm.Framework.Portfolio.PortfolioTarget portfolioTarget)
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{
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var str = Invariant($"{portfolioTarget.Symbol}: {portfolioTarget.Quantity.Normalize()}");
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if (!string.IsNullOrEmpty(portfolioTarget.Tag))
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{
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str += $" ({portfolioTarget.Tag})";
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}
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return str;
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}
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/// <summary>
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/// Returns a string message saying the insight direction is invalid for the given symbol
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static string InvalidInsightDirection(QuantConnect.Symbol symbol, InsightDirection insightDirection)
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{
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return Invariant($"Invalid insight direction {insightDirection} for symbol: {symbol}.");
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}
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}
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}
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}
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