/* * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ using System; using System.Text; using System.Linq; using Python.Runtime; using QuantConnect.Util; using System.Collections; using System.Collections.Generic; namespace QuantConnect.Data { /// /// Historical data abstraction /// /// The data this collection can enumerate public class DataHistory : IEnumerable { private readonly Lazy _count; private readonly Lazy _dataframe; /// /// The data we hold /// protected IEnumerable Data { get; } /// /// The current data point count /// public int Count => _count.Value; /// /// This data pandas data frame /// public PyObject DataFrame => _dataframe.Value; /// /// Creates a new instance /// public DataHistory(IEnumerable data, Lazy dataframe) { Data = data.Memoize(); _dataframe = dataframe; // let's be lazy _count = new(() => Data.Count()); } /// /// Default to string implementation /// public override string ToString() { var builder = new StringBuilder(); foreach (var dataPoint in Data) { builder.AppendLine(dataPoint.ToString()); } return builder.ToString(); } /// /// Returns an enumerator for the data /// public IEnumerator GetEnumerator() { return Data.GetEnumerator(); } IEnumerator IEnumerable.GetEnumerator() { return GetEnumerator(); } } }