144 lines
5.5 KiB
C#
144 lines
5.5 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.Linq;
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using System.Dynamic;
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using Newtonsoft.Json;
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using QuantConnect.Data;
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using System.Reflection;
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using Newtonsoft.Json.Linq;
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using System.Linq.Expressions;
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using QuantConnect.Interfaces;
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using System.Collections.Generic;
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namespace QuantConnect.Commands
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{
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/// <summary>
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/// Base generic dynamic command class
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/// </summary>
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public class Command : DynamicObject
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{
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private static readonly MethodInfo SetPropertyMethodInfo = typeof(Command).GetMethod("SetProperty");
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private static readonly MethodInfo GetPropertyMethodInfo = typeof(Command).GetMethod("GetProperty");
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private readonly Dictionary<string, object> _storage = new(StringComparer.InvariantCultureIgnoreCase);
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/// <summary>
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/// Useful to string representation in python
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/// </summary>
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protected string PayloadData { get; set; }
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/// <summary>
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/// Get the metaObject required for Dynamism.
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/// </summary>
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public sealed override DynamicMetaObject GetMetaObject(Expression parameter)
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{
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return new SerializableDynamicMetaObject(parameter, this, SetPropertyMethodInfo, GetPropertyMethodInfo);
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}
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/// <summary>
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/// Sets the property with the specified name to the value. This is a case-insensitve search.
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/// </summary>
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/// <param name="name">The property name to set</param>
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/// <param name="value">The new property value</param>
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/// <returns>Returns the input value back to the caller</returns>
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public object SetProperty(string name, object value)
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{
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if (value is JArray jArray)
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{
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return _storage[name] = jArray.ToObject<List<object>>();
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}
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else if (value is JObject jobject)
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{
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return _storage[name] = jobject.ToObject<Dictionary<string, object>>();
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}
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else
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{
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return _storage[name] = value;
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}
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}
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/// <summary>
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/// Gets the property's value with the specified name. This is a case-insensitve search.
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/// </summary>
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/// <param name="name">The property name to access</param>
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/// <returns>object value of BaseData</returns>
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public object GetProperty(string name)
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{
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if (!_storage.TryGetValue(name, out var value))
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{
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var type = GetType();
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if (type != typeof(Command))
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{
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var propertyInfo = type.GetProperty(name, BindingFlags.Public | BindingFlags.Instance);
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if (propertyInfo != null)
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{
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return propertyInfo.GetValue(this, null);
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}
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var fieldInfo = type.GetField(name, BindingFlags.Public | BindingFlags.Instance);
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if (fieldInfo != null)
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{
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return fieldInfo.GetValue(this);
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}
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}
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return null;
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}
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return value;
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}
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/// <summary>
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/// Run this command using the target algorithm
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/// </summary>
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/// <param name="algorithm">The algorithm instance</param>
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/// <returns>True if success, false otherwise. Returning null will disable command feedback</returns>
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public virtual bool? Run(IAlgorithm algorithm)
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{
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throw new NotImplementedException($"Please implement the 'def run(algorithm) -> bool | None:' method");
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}
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/// <summary>
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/// The string representation of this command
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/// </summary>
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public override string ToString()
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{
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if (!string.IsNullOrEmpty(PayloadData))
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{
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return PayloadData;
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}
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return JsonConvert.SerializeObject(this);
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}
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/// <summary>
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/// Helper class so we can serialize a command
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/// </summary>
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private class SerializableDynamicMetaObject : GetSetPropertyDynamicMetaObject
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{
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private readonly Command _object;
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public SerializableDynamicMetaObject(Expression expression, object value, MethodInfo setPropertyMethodInfo, MethodInfo getPropertyMethodInfo)
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: base(expression, value, setPropertyMethodInfo, getPropertyMethodInfo)
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{
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_object = (Command)value;
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}
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public override IEnumerable<string> GetDynamicMemberNames()
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{
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return _object._storage.Keys.Concat(_object.GetType()
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.GetMembers(BindingFlags.Public | BindingFlags.Instance)
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.Where(x => x.MemberType == MemberTypes.Field || x.MemberType == MemberTypes.Property).Select(x => x.Name));
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}
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}
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}
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}
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