wehub-resource-sync
114 lines
4.4 KiB
C#
114 lines
4.4 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.Linq;
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using QuantConnect.Util;
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using QuantConnect.Data;
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using System.Collections;
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using System.Collections.Generic;
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namespace QuantConnect.Lean.Engine.DataFeeds.Enumerators
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{
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/// <summary>
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/// Provides an enumerator for sorting collections of <see cref="BaseData"/> objects based on a specified property.
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/// The sorting occurs lazily, only when enumeration begins.
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/// </summary>
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/// <typeparam name="TKey">The type of the key used for sorting.</typeparam>
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public sealed class SortEnumerator<TKey> : IEnumerator<BaseData>, IDisposable
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{
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private readonly IEnumerable<BaseData> _data;
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#pragma warning disable CA2213 // call csutom DisposeSafely() in Dispose()
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private IEnumerator<BaseData> _sortedEnumerator;
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#pragma warning restore CA2213 // call csutom DisposeSafely() in Dispose()
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private readonly Func<BaseData, TKey> _keySelector;
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/// <summary>
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/// Initializes a new instance of the <see cref="SortEnumerator{TKey}"/> class.
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/// </summary>
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/// <param name="data">The collection of <see cref="BaseData"/> to enumerate over.</param>
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/// <param name="keySelector">A function that defines the key to sort by. Defaults to sorting by <see cref="BaseData.EndTime"/>.</param>
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public SortEnumerator(IEnumerable<BaseData> data, Func<BaseData, TKey> keySelector = null)
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{
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_data = data;
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_sortedEnumerator = GetSortedData().GetEnumerator();
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_keySelector = keySelector ??= baseData => (TKey)(object)baseData.EndTime;
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}
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/// <summary>
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/// Static method to wrap an enumerable with the sort enumerator.
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/// </summary>
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/// <param name="preSorted">Indicates if the data is pre-sorted.</param>
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/// <param name="data">The data to be wrapped into the enumerator.</param>
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/// <returns>An enumerator over the <see cref="BaseData"/>.</returns>
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public static IEnumerator<BaseData> TryWrapSortEnumerator(bool preSorted, IEnumerable<BaseData> data)
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{
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return preSorted ? new SortEnumerator<TKey>(data) : data.GetEnumerator();
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}
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/// <summary>
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/// Lazily retrieves the sorted data.
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/// </summary>
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/// <returns>An enumerable collection of <see cref="BaseData"/>.</returns>
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private IEnumerable<BaseData> GetSortedData()
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{
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foreach (var item in _data.OrderBy(_keySelector))
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{
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yield return item;
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}
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}
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object IEnumerator.Current => Current;
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/// <summary>
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/// Gets the current <see cref="BaseData"/> element in the collection.
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/// </summary>
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public BaseData Current
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{
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get => _sortedEnumerator.Current;
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}
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/// <summary>
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/// Advances the enumerator to the next element of the collection.
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/// </summary>
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/// <returns>
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/// <c>true</c> if the enumerator was successfully advanced to the next element;
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/// <c>false</c> if the enumerator has passed the end of the collection.
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/// </returns>
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public bool MoveNext()
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{
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return _sortedEnumerator.MoveNext();
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}
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/// <summary>
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/// Resets the enumerator to its initial position, which is before the first element in the collection.
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/// </summary>
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public void Reset()
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{
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_sortedEnumerator = null;
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}
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/// <summary>
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/// Releases all resources used by the <see cref="SortEnumerator{TKey}"/> and suppresses finalization.
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/// </summary>
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public void Dispose()
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{
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_sortedEnumerator?.DisposeSafely();
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}
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}
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}
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