wehub-resource-sync
121 lines
4.7 KiB
C#
121 lines
4.7 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.Collections;
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using System.Collections.Generic;
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namespace QuantConnect.Securities.Positions
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{
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/// <summary>
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/// Provides a collection type for <see cref="IPosition"/> aimed at providing indexing for
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/// common operations required by the resolver implementations.
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/// </summary>
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public class PositionCollection : IEnumerable<IPosition>
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{
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private Dictionary<Symbol, IPosition> _positions;
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/// <summary>Gets the number of elements in the collection.</summary>
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/// <returns>The number of elements in the collection. </returns>
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public int Count => _positions.Count;
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/// <summary>
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/// Initializes a new instance of the <see cref="PositionCollection"/> class
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/// </summary>
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/// <param name="positions">The positions to include in this collection</param>
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public PositionCollection(Dictionary<Symbol, IPosition> positions)
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{
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_positions = positions;
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="PositionCollection"/> class
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/// </summary>
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/// <param name="positions">The positions to include in this collection</param>
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public PositionCollection(IEnumerable<IPosition> positions)
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: this(positions.ToDictionary(p => p.Symbol))
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{
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}
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/// <summary>
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/// Removes the quantities in the provided groups from this position collection.
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/// This should be called following <see cref="IPositionGroupResolver"/> has resolved
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/// position groups in order to update the collection of positions for the next resolver,
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/// if one exists.
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/// </summary>
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/// <param name="groups">The resolved position groups</param>
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/// <returns></returns>
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public void Remove(IEnumerable<IPositionGroup> groups)
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{
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foreach (var group in groups)
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{
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foreach (var position in group.Positions)
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{
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IPosition existing;
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if (!_positions.TryGetValue(position.Symbol, out existing))
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{
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throw new InvalidOperationException($"Position with symbol {position.Symbol} not found.");
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}
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var resultingPosition = existing.Deduct(position.Quantity);
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// directly remove positions hows quantity is 0
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if(resultingPosition.Quantity == 0)
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{
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_positions.Remove(position.Symbol);
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}
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else
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{
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_positions[position.Symbol] = resultingPosition;
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}
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}
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}
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}
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/// <summary>
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/// Clears this collection of all positions
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/// </summary>
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public void Clear()
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{
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_positions.Clear();
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}
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/// <summary>
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/// Attempts to retrieve the position with the specified symbol from this collection
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/// </summary>
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/// <param name="symbol">The symbol</param>
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/// <param name="position">The position</param>
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/// <returns>True if the position is found, otherwise false</returns>
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public bool TryGetPosition(Symbol symbol, out IPosition position)
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{
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return _positions.TryGetValue(symbol, out position);
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}
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/// <summary>Returns an enumerator that iterates through the collection.</summary>
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/// <returns>An enumerator that can be used to iterate through the collection.</returns>
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public IEnumerator<IPosition> GetEnumerator()
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{
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return _positions.Values.GetEnumerator();
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}
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/// <summary>Returns an enumerator that iterates through a collection.</summary>
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/// <returns>An <see cref="T:System.Collections.IEnumerator" /> object that can be used to iterate through the collection.</returns>
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IEnumerator IEnumerable.GetEnumerator()
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{
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return GetEnumerator();
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}
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}
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}
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