wehub-resource-sync
65 lines
2.5 KiB
C#
65 lines
2.5 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 Python.Runtime;
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using QuantConnect.Indicators;
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using System.Collections.Generic;
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namespace QuantConnect.Data
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{
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/// <summary>
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/// Provides historical values of an indicator
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/// </summary>
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public class IndicatorHistory : DataHistory<IndicatorDataPoints>
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{
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private readonly Dictionary<string, List<IndicatorDataPoint>> _pointsPerName;
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/// <summary>
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/// The indicators historical values
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/// </summary>
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public List<IndicatorDataPoint> Current => this["current"];
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/// <summary>
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/// Creates a new instance
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/// </summary>
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/// <param name="indicatorsDataPointsByTime">Indicators data points by time</param>
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/// <param name="indicatorsDataPointPerProperty">Indicators data points by property name</param>
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/// <param name="dataframe">The lazy data frame constructor</param>
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public IndicatorHistory(List<IndicatorDataPoints> indicatorsDataPointsByTime, List<InternalIndicatorValues> indicatorsDataPointPerProperty, Lazy<PyObject> dataframe)
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: base(indicatorsDataPointsByTime, dataframe)
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{
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// for the index accessor we enforce uniqueness by name
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_pointsPerName = indicatorsDataPointPerProperty.DistinctBy(x => x.Name.ToLowerInvariant()).ToDictionary(x => x.Name.ToSnakeCase(), x => x.Values);
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}
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/// <summary>
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/// Access the historical indicator values per indicator property name
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/// </summary>
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public List<IndicatorDataPoint> this[string name]
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{
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get
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{
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if (_pointsPerName.TryGetValue(name.ToSnakeCase().ToLowerInvariant(), out var result))
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{
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return result;
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}
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return null;
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}
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}
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}
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}
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