wehub-resource-sync
81 lines
2.8 KiB
C#
81 lines
2.8 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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*/
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using System;
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using System.Collections.Generic;
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using System.Linq;
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using QuantConnect.Util;
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namespace QuantConnect.Scheduling
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{
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/// <summary>
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/// Combines multiple time rules into a single rule that emits for each rule
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/// </summary>
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public class CompositeTimeRule : ITimeRule
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{
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/// <summary>
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/// Gets the individual rules for this composite rule
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/// </summary>
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public IReadOnlyList<ITimeRule> Rules { get; init; }
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/// <summary>
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/// Initializes a new instance of the <see cref="CompositeTimeRule"/> class
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/// </summary>
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/// <param name="timeRules">The time rules to compose</param>
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public CompositeTimeRule(params ITimeRule[] timeRules)
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: this((IEnumerable<ITimeRule>) timeRules)
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{
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="CompositeTimeRule"/> class
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/// </summary>
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/// <param name="timeRules">The time rules to compose</param>
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public CompositeTimeRule(IEnumerable<ITimeRule> timeRules)
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{
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Rules = timeRules.ToList();
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}
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/// <summary>
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/// Gets a name for this rule
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/// </summary>
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public string Name
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{
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get { return string.Join(",", Rules.Select(x => x.Name)); }
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}
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/// <summary>
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/// Creates the event times for the specified dates in UTC
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/// </summary>
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/// <param name="dates">The dates to apply times to</param>
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/// <returns>An enumerable of date times that is the result
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/// of applying this rule to the specified dates</returns>
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public IEnumerable<DateTime> CreateUtcEventTimes(IEnumerable<DateTime> dates)
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{
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foreach (var date in dates)
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{
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// make unqiue times and order the events before yielding
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var enumerable = new[] {date};
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var times = Rules.SelectMany(time => time.CreateUtcEventTimes(enumerable)).ToHashSet().OrderBy(x => x);
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foreach (var time in times)
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{
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yield return time;
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}
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}
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}
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}
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}
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