wehub-resource-sync
48 lines
1.8 KiB
C#
48 lines
1.8 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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using Python.Runtime;
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using QuantConnect.Data;
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using QuantConnect.Python;
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using QuantConnect.Securities.Interfaces;
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namespace QuantConnect.Securities
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{
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/// <summary>
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/// Python Wrapper for custom security data filters from Python
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/// </summary>
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public class SecurityDataFilterPythonWrapper : BasePythonWrapper<ISecurityDataFilter>, ISecurityDataFilter
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{
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/// <summary>
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/// Creates a new instance
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/// </summary>
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/// <param name="dataFilter">The Python class to wrapp</param>
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public SecurityDataFilterPythonWrapper(PyObject dataFilter)
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: base(dataFilter)
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{
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}
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/// <summary>
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/// Performs Filter method from Python instance returning true to accept, or false to fail/reject the data point.
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/// </summary>
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/// <param name="data">BasData data object we're filtering</param>
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/// <param name="vehicle">Security vehicle for filter</param>
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public bool Filter(Security vehicle, BaseData data)
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{
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return InvokeMethod<bool>(nameof(Filter), vehicle, data);
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}
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}
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}
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