wehub-resource-sync
989 lines
46 KiB
C#
989 lines
46 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 System.Runtime.CompilerServices;
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using Python.Runtime;
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using QuantConnect.Interfaces;
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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="QuantConnect"/> namespace
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/// </summary>
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public static partial class Messages
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{
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private static Language _algorithmLanguage = Language.CSharp;
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/// <summary>
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/// Sets the algorithm language used to format code identifiers in error messages.
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/// </summary>
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public static void SetAlgorithmLanguage(Language language)
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{
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_algorithmLanguage = language;
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}
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/// <summary>
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/// Returns the code identifier formatted for the current algorithm language.
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/// For Python, converts PascalCase/camelCase to snake_case.
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/// </summary>
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private static string FormatCode(string code)
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{
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return _algorithmLanguage switch
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{
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Language.Python => code.ToSnakeCase(),
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_ => code
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};
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}
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private static string FormatCodeRoot(string code)
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{
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return _algorithmLanguage switch
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{
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Language.Python => "self." + code.ToSnakeCase(),
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_ => code
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};
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}
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private static string FormatCode<T>(T value) where T : Enum
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{
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return FormatCode(value.ToString());
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}
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private static string AlgorithmPrefix()
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{
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return _algorithmLanguage == Language.Python ? "self" : "QCAlgorithm";
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}
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/// <summary>
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/// Provides user-facing messages for the <see cref="AlphaRuntimeStatistics"/> class and its consumers or related classes
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/// </summary>
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public static class AlphaRuntimeStatistics
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{
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/// <summary>
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/// Returns a string message saying: Return Over Maximum Drawdown
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/// </summary>
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public static string ReturnOverMaximumDrawdownKey = "Return Over Maximum Drawdown";
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/// <summary>
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/// Returns a string message saying: Portfolio Turnover
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/// </summary>
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public static string PortfolioTurnoverKey = "Portfolio Turnover";
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/// <summary>
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/// Returns a string message saying: Total Insights Generated
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/// </summary>
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public static string TotalInsightsGeneratedKey = "Total Insights Generated";
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/// <summary>
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/// Returns a string message saying: Total Insights Closed
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/// </summary>
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public static string TotalInsightsClosedKey = "Total Insights Closed";
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/// <summary>
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/// Returns a string message saying: Total Insights Analysis Completed
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/// </summary>
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public static string TotalInsightsAnalysisCompletedKey = "Total Insights Analysis Completed";
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/// <summary>
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/// Returns a string message saying: Long Insight Count
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/// </summary>
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public static string LongInsightCountKey = "Long Insight Count";
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/// <summary>
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/// Returns a string message saying: Short Insight Count
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/// </summary>
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public static string ShortInsightCountKey = "Short Insight Count";
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/// <summary>
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/// Returns a string message saying: Long/Short Ratio
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/// </summary>
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public static string LongShortRatioKey = "Long/Short Ratio";
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}
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/// <summary>
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/// Provides user-facing messages for the <see cref="QuantConnect.Chart"/> class and its consumers or related classes
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/// </summary>
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public static class Chart
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{
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/// <summary>
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/// Returns a string message saying Chart series name already exists
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/// </summary>
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public static string ChartSeriesAlreadyExists = "Chart series name already exists";
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}
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/// <summary>
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/// Provides user-facing messages for the <see cref="QuantConnect.ChartPoint"/> class and its consumers or related classes
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/// </summary>
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public static class ChartPoint
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{
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/// <summary>
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/// Parses a given ChartPoint object into a string message
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static string ToString(QuantConnect.ChartPoint instance)
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{
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return Invariant($"{instance.Time:o} - {instance.y}");
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}
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}
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/// <summary>
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/// Provides user-facing messages for the <see cref="QuantConnect.Candlestick"/> class and its consumers or related classes
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/// </summary>
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public static class Candlestick
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{
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/// <summary>
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/// Parses a given Candlestick object into a string message
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static string ToString(QuantConnect.Candlestick instance)
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{
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return Invariant($@"{instance.Time:o} - (O:{instance.Open} H: {instance.High} L: {instance.Low} C: {instance.Close})");
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}
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}
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/// <summary>
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/// Provides user-facing messages for the <see cref="QuantConnect.Currencies"/> class and its consumers or related classes
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/// </summary>
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public static class Currencies
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{
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/// <summary>
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/// Returns a string message saying the given value cannot be converted to a decimal number
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static string FailedConversionToDecimal(string value)
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{
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return $"The value {value} cannot be converted to a decimal number";
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}
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}
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/// <summary>
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/// Provides user-facing messages for the <see cref="QuantConnect.ExtendedDictionary{T}"/> class and its consumers or related classes
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/// </summary>
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public static class ExtendedDictionary
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{
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/// <summary>
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/// Returns a string message saying the types deriving from ExtendedDictionary must implement the void Clear() method
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/// </summary>
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public static string ClearMethodNotImplemented = "Types deriving from 'ExtendedDictionary' must implement the 'void Clear() method.";
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/// <summary>
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/// Returns a string message saying the types deriving from ExtendedDictionary must implement the void Remove(Symbol) method
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/// </summary>
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public static string RemoveMethodNotImplemented =
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"Types deriving from 'ExtendedDictionary' must implement the 'void Remove(Symbol) method.";
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/// <summary>
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/// Returns a string message saying the types deriving from ExtendedDictionary must implement the T this[Symbol] method
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/// </summary>
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public static string IndexerBySymbolNotImplemented =
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"Types deriving from 'ExtendedDictionary' must implement the 'T this[Symbol] method.";
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/// <summary>
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/// Returns a string with the error message we receive from Python when we try to pop a key with a null value in the ExtendedDictionary. It also shows a recommendation for solving this problem
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/// </summary>
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public static string KeyNotFoundDueToNone = $"KeyError: None. Please check if the key is None before trying to access it or use data.pop(key, default) to return a default value instead of raising an exception.";
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/// <summary>
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/// Returns a string message saying Clear/clear method call is an invalid operation. It also says that the given instance
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/// is a read-only collection
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static string ClearInvalidOperation<TKey, TValue>(ExtendedDictionary<TKey, TValue> instance)
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{
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return $"Clear/clear method call is an invalid operation. {instance.GetType().Name} is a read-only collection.";
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}
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/// <summary>
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/// Returns a string message saying that Remove/pop call method is an invalid operation. It also says that the given instance
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/// is a read-only collection
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static string RemoveInvalidOperation<TKey, TValue>(ExtendedDictionary<TKey, TValue> instance)
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{
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return $"Remove/pop method call is an invalid operation. {instance.GetType().Name} is a read-only collection.";
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}
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/// <summary>
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/// Returns a string message saying that the given ticker was not found in the SymbolCache. It also gives a recommendation
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/// for solving this problem
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static string TickerNotFoundInSymbolCache(string ticker)
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{
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return $"The ticker {ticker} was not found in the SymbolCache. Use the Symbol object as key instead. " +
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$"Accessing the securities collection/slice object by string ticker is only available for securities added with " +
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$"the {FormatCode("AddSecurity")}-family methods. For more details, please check out the documentation.";
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}
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/// <summary>
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/// Returns a string message saying that the popitem method is not supported for the given instance
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static string PopitemMethodNotSupported<TKey, TValue>(ExtendedDictionary<TKey, TValue> instance)
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{
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return $"popitem method is not supported for {instance.GetType().Name}";
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}
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/// <summary>
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/// Returns a string message saying that the given symbol wasn't found in the give instance object. It also shows
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/// a recommendation for solving this problem
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static string KeyNotFoundDueToNoData<TKey, TValue>(ExtendedDictionary<TKey, TValue> instance, TKey key)
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{
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return $"'{key}' wasn't found in the {instance.GetType().Name} object, likely because there was no-data at this moment in " +
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"time and it wasn't possible to fillforward historical data. Please check the data exists before accessing it with " +
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$"data.ContainsKey(\"{key}\"). The collection is read-only, cannot set default.";
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}
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/// <summary>
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/// Returns a string message saying the update method call is an invalid operation. It also mentions that the given
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/// instance is a read-only collection
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static string UpdateInvalidOperation<TKey, TValue>(ExtendedDictionary<TKey, TValue> instance)
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{
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return $"update method call is an invalid operation. {instance.GetType().Name} is a read-only collection.";
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}
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}
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/// <summary>
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/// Provides user-facing messages for the <see cref="QuantConnect.Extensions"/> class and its consumers or related classes
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/// </summary>
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public static class Extensions
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{
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/// <summary>
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/// Returns a string message saying adjusting a symbol by an offset is currently only supported for non canonical futures
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/// </summary>
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public static string ErrorAdjustingSymbolByOffset =
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"Adjusting a symbol by an offset is currently only supported for non canonical futures";
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/// <summary>
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/// Returns a string message saying the provided DataProvider instance is null
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/// </summary>
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public static string NullDataProvider =
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$"The provided '{nameof(IDataProvider)}' instance is null. Are you missing some initialization step?";
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/// <summary>
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/// Returns a string message saying the source cannot be null or empty
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/// </summary>
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public static string NullOrEmptySourceToConvertToHexString = "Source cannot be null or empty.";
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/// <summary>
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/// Returns a string message saying the CreateOptionChain method requires an option symbol
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/// </summary>
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public static string CreateOptionChainRequiresOptionSymbol = "CreateOptionChain requires an option symbol.";
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/// <summary>
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/// Returns a string message saying the CreateFutureChain method requires a future symbol
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/// </summary>
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public static string CreateFutureChainRequiresFutureSymbol = "CreateFutureChain requires a future symbol.";
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/// <summary>
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/// Returns a string message saying the list of values cannot be empty
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/// </summary>
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public static string GreatestCommonDivisorEmptyList = "The list of values cannot be empty";
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/// <summary>
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/// Returns a string message saying that the symbol for which a mirror contract is being created is not a valid option symbol
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/// </summary>
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public static string NotAValidOptionSymbolForMirror = "Cannot create mirror contract for non-option symbol or canonical option symbol";
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/// <summary>
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/// Returns a string message saying the process of downloading data from the given url failed
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static string DownloadDataFailed(string url)
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{
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return $"failed for: '{url}'";
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}
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/// <summary>
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/// Returns a string message saying the security does not have an accurate price as it has not yet received
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/// a bar of data, as well as some recommendations
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static string ZeroPriceForSecurity(QuantConnect.Symbol symbol)
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{
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return $"{symbol}: The security does not have an accurate price as it has not yet received a bar of data. " +
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$"Before placing a trade (or using {FormatCode("SetHoldings")}) warm up your algorithm with {FormatCode("SetWarmup")}, or use slice.{FormatCode("Contains")}(symbol) " +
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"to confirm the Slice object has price before using the data. Data does not necessarily all arrive at the same " +
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"time so your algorithm should confirm the data is ready before using it. In live trading this can mean you do " +
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"not have an active subscription to the asset class you're trying to trade. If using custom data make sure you've " +
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"set the 'Value' property.";
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}
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/// <summary>
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/// Returns a string message saying: Waiting for the given thread to stop
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static string WaitingForThreadToStopSafely(string threadName)
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{
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return $"Waiting for '{threadName}' thread to stop...";
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}
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/// <summary>
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/// Returns a string message saying: Timeout waiting for the given thread to stop
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static string TimeoutWaitingForThreadToStopSafely(string threadName)
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{
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return $"Timeout waiting for '{threadName}' thread to stop";
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}
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/// <summary>
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/// Returns a string message saying the given data type is missing a parameterless constructor
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static string DataTypeMissingParameterlessConstructor(Type type)
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{
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return $"Data type '{type.Name}' missing parameterless constructor. E.g. public {type.Name}() {{ }}";
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}
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/// <summary>
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/// Returns a string message saying the process of creating an instance of the given type failed
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static string FailedToCreateInstanceOfType(Type type)
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{
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return $"Failed to create instance of type '{type.Name}'";
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}
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/// <summary>
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/// Returns a string message saying the given data type does not inherit the required BaseData
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/// methods and/or attributes
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static string TypeIsNotBaseData(Type type)
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{
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return $"Data type '{type.Name}' does not inherit required {nameof(Data.BaseData)}";
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}
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/// <summary>
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/// Returns a string message saying it is impossible to cast the given non-finite floating-point value
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/// as a decimal
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static string CannotCastNonFiniteFloatingPointValueToDecimal(double input)
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{
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return Invariant($@"It is not possible to cast a non-finite floating-point value ({input}) as decimal. Please review math operations and verify the result is valid.");
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}
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/// <summary>
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/// Returns a string message saying it was not able to exactly convert the given time span to resolution
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static string UnableToConvertTimeSpanToResolution(TimeSpan timeSpan)
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{
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return Invariant($"Unable to exactly convert time span ('{timeSpan}') to resolution.");
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}
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/// <summary>
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/// Returns a string message saying it was attempted to parse the given unknown security type
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static string UnableToParseUnknownSecurityType(string value)
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{
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return $"Attempted to parse unknown SecurityType: {value}";
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}
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/// <summary>
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/// Returns a string message saying the given security type has no default OptionStyle, because it has no options
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/// available for it
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static string NoDefaultOptionStyleForSecurityType(SecurityType securityType)
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{
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return Invariant($"The SecurityType {securityType} has no default OptionStyle, because it has no options available for it");
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}
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/// <summary>
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/// Returns a string message saying the given OptionStyle was unexpected/unknown
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static string UnknownOptionStyle(string value)
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{
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return $"Unexpected OptionStyle: {value}";
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}
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/// <summary>
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/// Returns a string message saying the given OptionStyle was unexpected/unknown
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static string UnknownOptionStyle(OptionStyle value)
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{
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return $"Unexpected OptionStyle: {value}";
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}
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/// <summary>
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/// Returns a string message saying the given OptionRight was unexpected/unknown
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static string UnknownOptionRight(string value)
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{
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return $"Unexpected OptionRight: {value}";
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}
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/// <summary>
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/// Returns a string message saying the given OptionRight was unexpected/unknown
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static string UnknownOptionRight(OptionRight value)
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{
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return $"Unexpected OptionRight: {value}";
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}
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/// <summary>
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/// Returns a string message saying the given DataMappingMode was unexpected/unknown
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static string UnknownDataMappingMode(string value)
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{
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return $"Unexpected DataMappingMode: {value}";
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}
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/// <summary>
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/// Returns a string message saying the method ConvertToDictionary cannot be used to convert a given source
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/// type into another given target type. It also specifies the reason.
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static string ConvertToDictionaryFailed(string sourceType, string targetType, string reason)
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{
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return $"ConvertToDictionary cannot be used to convert a {sourceType} into {targetType}. Reason: {reason}";
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}
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/// <summary>
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/// Returns a string message saying the given argument type should Symbol or a list of Symbol. It also
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/// shows the given item as well as its Python type
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static string ConvertToSymbolEnumerableFailed(PyObject item)
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{
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return $"Argument type should be Symbol or a list of Symbol. Object: {item}. Type: {item.GetPythonType()}";
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}
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/// <summary>
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/// Returns a string message saying the given object is not a C# type
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static string ObjectFromPythonIsNotACSharpType(string objectRepr)
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{
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return $"{objectRepr} is not a C# Type.";
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}
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/// <summary>
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/// Returns a string message saying there was a RuntimeError at a given time in UTC. It also
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/// shows the given context
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static string RuntimeError(IAlgorithm algorithm, string context)
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{
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return Invariant($"RuntimeError at {algorithm.UtcTime} UTC. Context: {context}");
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}
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}
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/// <summary>
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/// Provides user-facing messages for the <see cref="QuantConnect.Holding"/> class and its consumers or related classes
|
|
/// </summary>
|
|
public static class Holding
|
|
{
|
|
/// <summary>
|
|
/// Parses a Holding object into a string message
|
|
/// </summary>
|
|
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
|
public static string ToString(QuantConnect.Holding instance)
|
|
{
|
|
var currencySymbol = instance.CurrencySymbol;
|
|
if (string.IsNullOrEmpty(currencySymbol))
|
|
{
|
|
currencySymbol = "$";
|
|
}
|
|
var value = Invariant($@"{instance.Symbol?.Value}: {instance.Quantity} @ {currencySymbol}{instance.AveragePrice} - Market: {currencySymbol}{instance.MarketPrice}");
|
|
|
|
if (instance.ConversionRate.HasValue && instance.ConversionRate != 1m)
|
|
{
|
|
value += Invariant($" - Conversion: {instance.ConversionRate}");
|
|
}
|
|
|
|
return value;
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Provides user-facing messages for the <see cref="QuantConnect.AlgorithmControl"/> class and its consumers or related classes
|
|
/// </summary>
|
|
public static class AlgorithmControl
|
|
{
|
|
/// <summary>
|
|
/// Returns a string message saying: Strategy Equity
|
|
/// </summary>
|
|
public static string ChartSubscription = "Strategy Equity";
|
|
}
|
|
|
|
/// <summary>
|
|
/// Provides user-facing messages for the <see cref="QuantConnect.Isolator"/> class and its consumers or related classes
|
|
/// </summary>
|
|
public static class Isolator
|
|
{
|
|
/// <summary>
|
|
/// Returns a string message saying: Execution Security Error: Memory Usage Maxed out, with the max memory capacity
|
|
/// and a last sample of the usage
|
|
/// </summary>
|
|
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
|
public static string MemoryUsageMaxedOut(string memoryCap, string lastSample)
|
|
{
|
|
return $"Execution Security Error: Memory Usage Maxed Out - {memoryCap}MB max, with last sample of {lastSample}MB.";
|
|
}
|
|
|
|
/// <summary>
|
|
/// Returns a string message saying: Execution Security Error: Memory usage over 80% capacity, and the last sample taken
|
|
/// </summary>
|
|
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
|
public static string MemoryUsageOver80Percent(double lastSample)
|
|
{
|
|
return Invariant($"Execution Security Error: Memory usage over 80% capacity. Sampled at {lastSample}");
|
|
}
|
|
|
|
/// <summary>
|
|
/// Returns a string message with useful information about the memory usage, such us the memory used, the last sample
|
|
/// the current memory used by the given app and the CPU usage
|
|
/// </summary>
|
|
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
|
public static string MemoryUsageInfo(string memoryUsed, string lastSample, string memoryUsedByApp, TimeSpan currentTimeStepElapsed,
|
|
int cpuUsage)
|
|
{
|
|
return Invariant($@"Used: {memoryUsed}, Sample: {lastSample}, App: {memoryUsedByApp}, CurrentTimeStepElapsed: {currentTimeStepElapsed:mm':'ss'.'fff}. CPU: {cpuUsage}%");
|
|
}
|
|
|
|
/// <summary>
|
|
/// Returns a string message saying: Execution Security Error: Operation timed out, with the maximum amount of minutes
|
|
/// allowed
|
|
/// </summary>
|
|
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
|
public static string MemoryUsageMonitorTaskTimedOut(TimeSpan timeout)
|
|
{
|
|
return $@"Execution Security Error: Operation timed out - {timeout.TotalMinutes.ToStringInvariant()} minutes max. Check for recursive loops.";
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Provides user-facing messages for the <see cref="QuantConnect.Market"/> class and its consumers or related classes
|
|
/// </summary>
|
|
public static class Market
|
|
{
|
|
/// <summary>
|
|
/// Returns a string message saying the market identifier is limited to positive values less than the given maximum market identifier
|
|
/// </summary>
|
|
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
|
public static string InvalidMarketIdentifier(int maxMarketIdentifier)
|
|
{
|
|
return $"The market identifier is limited to positive values less than {maxMarketIdentifier.ToStringInvariant()}.";
|
|
}
|
|
|
|
/// <summary>
|
|
/// Returns a string message saying it was attempted to add an already added market with a different identifier
|
|
/// </summary>
|
|
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
|
public static string TriedToAddExistingMarketWithDifferentIdentifier(string market)
|
|
{
|
|
return $"Attempted to add an already added market with a different identifier. Market: {market}";
|
|
}
|
|
|
|
/// <summary>
|
|
/// Returns a string message saying it was attempted to add a market identifier that is already in use
|
|
/// </summary>
|
|
/// <returns></returns>
|
|
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
|
public static string TriedToAddExistingMarketIdentifier(string market, string existingMarket)
|
|
{
|
|
return $"Attempted to add a market identifier that is already in use. New Market: {market} Existing Market: {existingMarket}";
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Provides user-facing messages for the <see cref="QuantConnect.OS"/> class and its consumers or related classes
|
|
/// </summary>
|
|
public static class OS
|
|
{
|
|
/// <summary>
|
|
/// CPU Usage string
|
|
/// </summary>
|
|
public static string CPUUsageKey = "CPU Usage";
|
|
|
|
/// <summary>
|
|
/// Used RAM (MB) string
|
|
/// </summary>
|
|
public static string UsedRAMKey = "Used RAM (MB)";
|
|
|
|
/// <summary>
|
|
/// Total RAM (MB) string
|
|
/// </summary>
|
|
public static string TotalRAMKey = "Total RAM (MB)";
|
|
|
|
/// <summary>
|
|
/// Hostname string
|
|
/// </summary>
|
|
public static string HostnameKey = "Hostname";
|
|
|
|
/// <summary>
|
|
/// LEAN Version string
|
|
/// </summary>
|
|
public static string LEANVersionKey = "LEAN Version";
|
|
}
|
|
|
|
/// <summary>
|
|
/// Provides user-facing messages for the <see cref="QuantConnect.Parse"/> class and its consumers or related classes
|
|
/// </summary>
|
|
public static class Parse
|
|
{
|
|
/// <summary>
|
|
/// Returns a string message saying the provided input was not parseable as the given target type
|
|
/// </summary>
|
|
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
|
public static string ValueIsNotParseable(string input, Type targetType)
|
|
{
|
|
return $"The provided value ({input}) was not parseable as {targetType.Name}";
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Provides user-facing messages for the <see cref="QuantConnect.SecurityIdentifier"/> class and its consumers or related classes
|
|
/// </summary>
|
|
public static class SecurityIdentifier
|
|
{
|
|
/// <summary>
|
|
/// Returns a string message saying no underlying was specified for certain identifier
|
|
/// </summary>
|
|
public static string NoUnderlyingForIdentifier =
|
|
"No underlying specified for this identifier. Check that HasUnderlying is true before accessing the Underlying property.";
|
|
|
|
/// <summary>
|
|
/// Returns a string message saying Date is only defined for SecurityType.Equity, SecurityType.Option, SecurityType.Future, SecurityType.FutureOption, SecurityType.IndexOption, and SecurityType.Base
|
|
/// </summary>
|
|
public static string DateNotSupportedBySecurityType =
|
|
"Date is only defined for SecurityType.Equity, SecurityType.Option, SecurityType.Future, SecurityType.FutureOption, SecurityType.IndexOption, and SecurityType.Base";
|
|
|
|
/// <summary>
|
|
/// Returns a string message saying StrikePrice is only defined for SecurityType.Option, SecurityType.FutureOption, and SecurityType.IndexOption
|
|
/// </summary>
|
|
public static string StrikePriceNotSupportedBySecurityType =
|
|
"StrikePrice is only defined for SecurityType.Option, SecurityType.FutureOption, and SecurityType.IndexOption";
|
|
|
|
/// <summary>
|
|
/// Returns a string message saying OptionRight is only defined for SecurityType.Option, SecurityType.FutureOption, and SecurityType.IndexOption
|
|
/// </summary>
|
|
public static string OptionRightNotSupportedBySecurityType =
|
|
"OptionRight is only defined for SecurityType.Option, SecurityType.FutureOption, and SecurityType.IndexOption";
|
|
|
|
/// <summary>
|
|
/// Returns a string message saying OptionStyle is only defined for SecurityType.Option, SecurityType.FutureOption, and SecurityType.IndexOption
|
|
/// </summary>
|
|
public static string OptionStyleNotSupportedBySecurityType =
|
|
"OptionStyle is only defined for SecurityType.Option, SecurityType.FutureOption, and SecurityType.IndexOption";
|
|
|
|
/// <summary>
|
|
/// Returns a string message saying SecurityIdentifier requires a non-null string 'symbol'
|
|
/// </summary>
|
|
public static string NullSymbol = "SecurityIdentifier requires a non-null string 'symbol'";
|
|
|
|
/// <summary>
|
|
/// Returns a string message saying Symbol must not contain the characters '|' or ' '
|
|
/// </summary>
|
|
public static string SymbolWithInvalidCharacters = "Symbol must not contain the characters '|' or ' '.";
|
|
|
|
/// <summary>
|
|
/// Returns a string message saying the provided properties do not match with a valid SecurityType
|
|
/// </summary>
|
|
public static string PropertiesDoNotMatchAnySecurityType = $"The provided properties do not match with a valid {nameof(SecurityType)}";
|
|
|
|
/// <summary>
|
|
/// Returns a string message saying the string must be splittable on space into two parts
|
|
/// </summary>
|
|
public static string StringIsNotSplittable = "The string must be splittable on space into two parts.";
|
|
|
|
/// <summary>
|
|
/// Returns a string message saying object must be of type SecurityIdentifier
|
|
/// </summary>
|
|
public static string UnexpectedTypeToCompareTo = $"Object must be of type {nameof(SecurityIdentifier)}";
|
|
|
|
/// <summary>
|
|
/// Returns a string message saying the given parameter must be between 0 and 99
|
|
/// </summary>
|
|
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
|
public static string InvalidSecurityType(string parameterName)
|
|
{
|
|
return $"{parameterName} must be between 0 and 99";
|
|
}
|
|
|
|
/// <summary>
|
|
/// Returns a string message saying the given parameter must be either 0 or 1
|
|
/// </summary>
|
|
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
|
public static string InvalidOptionRight(string parameterName)
|
|
{
|
|
return $"{parameterName} must be either 0 or 1";
|
|
}
|
|
|
|
/// <summary>
|
|
/// Returns a string message saying the specified strike price's precision is too high
|
|
/// </summary>
|
|
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
|
public static string InvalidStrikePrice(decimal strikePrice)
|
|
{
|
|
return Invariant($"The specified strike price's precision is too high: {strikePrice}");
|
|
}
|
|
|
|
/// <summary>
|
|
/// Returns a string message saying there was an error parsing SecurityIdentifier. It also says the given error and exception
|
|
/// </summary>
|
|
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
|
public static string ErrorParsingSecurityIdentifier(string value, Exception exception)
|
|
{
|
|
return Invariant($"Error parsing SecurityIdentifier: '{value}', Exception: {exception}");
|
|
}
|
|
|
|
/// <summary>
|
|
/// Returns a string message saying the given market could not be found in the markets lookup
|
|
/// </summary>
|
|
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
|
public static string MarketNotFound(string market)
|
|
{
|
|
return $@"The specified market wasn't found in the markets lookup. Requested: {market}. You can add markets by calling QuantConnect.Market.{FormatCode("Add")}(string,int)";
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Provides user-facing messages for the <see cref="QuantConnect.StringExtensions"/> class and its consumers or related classes
|
|
/// </summary>
|
|
public static class StringExtensions
|
|
{
|
|
/// <summary>
|
|
/// Returns a string message saying StringExtensinos.ConvertInvariant does not support converting to the given TypeCode
|
|
/// </summary>
|
|
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
|
public static string ConvertInvariantCannotConvertTo(TypeCode targetTypeCode)
|
|
{
|
|
return $"StringExtensions.ConvertInvariant does not support converting to TypeCode.{targetTypeCode}";
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Provides user-facing messages for the <see cref="QuantConnect.Symbol"/> class and its consumers or related classes
|
|
/// </summary>
|
|
public static class Symbol
|
|
{
|
|
/// <summary>
|
|
/// Returns a string message saying there is insufficient information for creating certain future option symbol
|
|
/// </summary>
|
|
public static string InsufficientInformationToCreateFutureOptionSymbol =
|
|
"Cannot create future option Symbol using this method (insufficient information). Use `CreateOption(Symbol, ...)` instead.";
|
|
|
|
/// <summary>
|
|
/// Returns a string message saying Canonical is only defined for SecurityType.Option, SecurityType.Future, SecurityType.FutureOption
|
|
/// </summary>
|
|
public static string CanonicalNotDefined =
|
|
"Canonical is only defined for SecurityType.Option, SecurityType.Future, SecurityType.FutureOption";
|
|
|
|
/// <summary>
|
|
/// Returns a string message saying certain object must be of type Symbol or string
|
|
/// </summary>
|
|
public static string UnexpectedObjectTypeToCompareTo = "Object must be of type Symbol or string.";
|
|
|
|
/// <summary>
|
|
/// Returns a string message saying the given security type has not been implemented yet
|
|
/// </summary>
|
|
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
|
public static string SecurityTypeNotImplementedYet(SecurityType securityType)
|
|
{
|
|
return Invariant($"The security type has not been implemented yet: {securityType}");
|
|
}
|
|
|
|
/// <summary>
|
|
/// Returns a string message saying the given security can not be mapped
|
|
/// </summary>
|
|
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
|
public static string SecurityTypeCannotBeMapped(SecurityType securityType)
|
|
{
|
|
return Invariant($"SecurityType {securityType} can not be mapped.");
|
|
}
|
|
|
|
/// <summary>
|
|
/// Returns a string message saying no option type exists for the given underlying SecurityType
|
|
/// </summary>
|
|
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
|
public static string NoOptionTypeForUnderlying(SecurityType securityType)
|
|
{
|
|
return Invariant($"No option type exists for underlying SecurityType: {securityType}");
|
|
}
|
|
|
|
/// <summary>
|
|
/// Returns a string message saying no underlying type exists for the given option SecurityType
|
|
/// </summary>
|
|
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
|
public static string NoUnderlyingForOption(SecurityType securityType)
|
|
{
|
|
return Invariant($"No underlying type exists for option SecurityType: {securityType}");
|
|
}
|
|
|
|
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
|
public static string SidNotForOption(QuantConnect.SecurityIdentifier sid)
|
|
{
|
|
return Invariant($"The provided SecurityIdentifier is not for an option: {sid}");
|
|
}
|
|
|
|
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
|
public static string UnderlyingSidDoesNotMatch(QuantConnect.SecurityIdentifier sid, QuantConnect.Symbol underlying)
|
|
{
|
|
return Invariant($"The provided SecurityIdentifier does not match the underlying symbol: {sid} != {underlying.ID}");
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Provides user-facing messages for the <see cref="QuantConnect.SymbolCache"/> class and its consumers or related classes
|
|
/// </summary>
|
|
public static class SymbolCache
|
|
{
|
|
/// <summary>
|
|
/// Returns a string message saying the given ticker could not be localized
|
|
/// </summary>
|
|
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
|
public static string UnableToLocateTicker(string ticker)
|
|
{
|
|
return $"We were unable to locate the ticker '{ticker}'.";
|
|
}
|
|
|
|
/// <summary>
|
|
/// Returns a string message saying mutiple potentially matching tickers were localized
|
|
/// </summary>
|
|
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
|
public static string MultipleMatchingTickersLocated(IEnumerable<string> tickers)
|
|
{
|
|
return "We located multiple potentially matching tickers. " +
|
|
"For custom data, be sure to append a dot followed by the custom data type name. " +
|
|
$"For example: 'BTC.Bitcoin'. Potential Matches: {string.Join(", ", tickers)}";
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Provides user-facing messages for the <see cref="QuantConnect.SymbolRepresentation"/> class and its consumers or related classes
|
|
/// </summary>
|
|
public static class SymbolRepresentation
|
|
{
|
|
/// <summary>
|
|
/// Returns a string message saying SymbolRepresentation failed to get market for the given ticker and underlying
|
|
/// </summary>
|
|
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
|
public static string FailedToGetMarketForTickerAndUnderlying(string ticker, string underlying)
|
|
{
|
|
return $"Failed to get market for future '{ticker}' and underlying '{underlying}'";
|
|
}
|
|
|
|
/// <summary>
|
|
/// Returns a string message saying no market was found for the given ticker
|
|
/// </summary>
|
|
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
|
public static string NoMarketFound(string ticker)
|
|
{
|
|
return $"No market found for '{ticker}'";
|
|
}
|
|
|
|
/// <summary>
|
|
/// Returns a string message saying an unexpected security type was received by the given method name
|
|
/// </summary>
|
|
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
|
public static string UnexpectedSecurityTypeForMethod(string methodName, SecurityType securityType)
|
|
{
|
|
return Invariant($"{methodName} expects symbol to be an option, received {securityType}.");
|
|
}
|
|
|
|
/// <summary>
|
|
/// Returns a string message saying the given ticker is not in the expected OSI format
|
|
/// </summary>
|
|
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
|
public static string InvalidOSITickerFormat(string ticker)
|
|
{
|
|
return $"Invalid ticker format {ticker}";
|
|
}
|
|
|
|
/// <summary>
|
|
/// Returns a string message saying the given security type is not implemented
|
|
/// </summary>
|
|
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
|
public static string SecurityTypeNotImplemented(SecurityType securityType)
|
|
{
|
|
return Invariant($"Security type {securityType} not implemented");
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Provides user-facing messages for the <see cref="QuantConnect.SymbolValueJsonConverter"/> class and its consumers or related classes
|
|
/// </summary>
|
|
public static class SymbolValueJsonConverter
|
|
{
|
|
/// <summary>
|
|
/// String message saying converter is write only
|
|
/// </summary>
|
|
public static string ConverterIsWriteOnly = "The SymbolValueJsonConverter is write-only.";
|
|
|
|
/// <summary>
|
|
/// String message saying converter is intended to be directly decorated in member
|
|
/// </summary>
|
|
public static string ConverterIsIntendedToBeDirectlyDecoratedInMember =
|
|
"The SymbolValueJsonConverter is intended to be decorated on the appropriate member directly.";
|
|
}
|
|
|
|
/// <summary>
|
|
/// Provides user-facing messages for the <see cref="QuantConnect.Time"/> class and its consumers or related classes
|
|
/// </summary>
|
|
public static class Time
|
|
{
|
|
/// <summary>
|
|
/// Invalid Bar Size string message
|
|
/// </summary>
|
|
public static string InvalidBarSize = "barSize must be greater than TimeSpan.Zero";
|
|
|
|
/// <summary>
|
|
/// Returns a string message containing the number of securities
|
|
/// </summary>
|
|
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
|
public static string SecurityCount(int count)
|
|
{
|
|
return $"Security Count: {count}";
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Provides user-facing messages for the <see cref="QuantConnect.TradingCalendar"/> class and its consumers or related classes
|
|
/// </summary>
|
|
public static class TradingCalendar
|
|
{
|
|
/// <summary>
|
|
/// Returns a string message for invalid total days
|
|
/// </summary>
|
|
[MethodImpl(MethodImplOptions.AggressiveInlining)]
|
|
public static string InvalidTotalDays(int totalDays)
|
|
{
|
|
return Invariant($@"Total days is negative ({totalDays}), indicating reverse start and end times. Check your usage of TradingCalendar to ensure proper arrangement of variables");
|
|
}
|
|
}
|
|
}
|
|
}
|