/* * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. * Lean Algorithmic Trading Engine v2.0. Copyright 2023 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.Collections.Generic; using System.Runtime.CompilerServices; namespace QuantConnect.Data.Fundamental { /// /// Per symbol we will have a fundamental class provider so the instances can be reused /// public class FundamentalInstanceProvider { private static readonly Dictionary _cache = new(); private readonly FundamentalTimeProvider _timeProvider; private readonly FinancialStatements _financialStatements; private readonly OperationRatios _operationRatios; private readonly SecurityReference _securityReference; private readonly CompanyReference _companyReference; private readonly CompanyProfile _companyProfile; private readonly AssetClassification _assetClassification; private readonly ValuationRatios _valuationRatios; private readonly EarningRatios _earningRatios; private readonly EarningReports _earningReports; /// /// Get's the fundamental instance provider for the requested symbol /// /// The requested symbol /// The unique instance provider public static FundamentalInstanceProvider Get(Symbol symbol) { FundamentalInstanceProvider result = null; lock (_cache) { _cache.TryGetValue(symbol.ID, out result); } if (result == null) { // we create the fundamental instance provider without holding the cache lock, this is because it uses the pygil // Deadlock case: if the main thread has PyGil and wants to take lock on cache (security.Fundamentals use case) and the data // stack thread takes the lock on the cache (creating new fundamentals) and next wants the pygil deadlock! result = new FundamentalInstanceProvider(symbol); lock (_cache) { _cache[symbol.ID] = result; } } return result; } /// /// Creates a new fundamental instance provider /// /// The target symbol private FundamentalInstanceProvider(Symbol symbol) { _timeProvider = new(); _financialStatements = new(_timeProvider, symbol.ID); _operationRatios = new(_timeProvider, symbol.ID); _securityReference = new(_timeProvider, symbol.ID); _companyReference = new(_timeProvider, symbol.ID); _companyProfile = new(_timeProvider, symbol.ID); _assetClassification = new(_timeProvider, symbol.ID); _valuationRatios = new(_timeProvider, symbol.ID); _earningRatios = new(_timeProvider, symbol.ID); _earningReports = new(_timeProvider, symbol.ID); } /// /// Returns the ValuationRatios instance /// [MethodImpl(MethodImplOptions.AggressiveInlining)] public ValuationRatios GetValuationRatios(DateTime time) { _timeProvider.Time = time; return _valuationRatios; } /// /// Returns the EarningRatios instance /// [MethodImpl(MethodImplOptions.AggressiveInlining)] public EarningRatios GetEarningRatios(DateTime time) { _timeProvider.Time = time; return _earningRatios; } /// /// Returns the EarningReports instance /// [MethodImpl(MethodImplOptions.AggressiveInlining)] public EarningReports GetEarningReports(DateTime time) { _timeProvider.Time = time; return _earningReports; } /// /// Returns the OperationRatios instance /// [MethodImpl(MethodImplOptions.AggressiveInlining)] public OperationRatios GetOperationRatios(DateTime time) { _timeProvider.Time = time; return _operationRatios; } /// /// Returns the FinancialStatements instance /// [MethodImpl(MethodImplOptions.AggressiveInlining)] public FinancialStatements GetFinancialStatements(DateTime time) { _timeProvider.Time = time; return _financialStatements; } /// /// Returns the SecurityReference instance /// [MethodImpl(MethodImplOptions.AggressiveInlining)] public SecurityReference GetSecurityReference(DateTime time) { _timeProvider.Time = time; return _securityReference; } /// /// Returns the CompanyReference instance /// [MethodImpl(MethodImplOptions.AggressiveInlining)] public CompanyReference GetCompanyReference(DateTime time) { _timeProvider.Time = time; return _companyReference; } /// /// Returns the CompanyProfile instance /// [MethodImpl(MethodImplOptions.AggressiveInlining)] public CompanyProfile GetCompanyProfile(DateTime time) { _timeProvider.Time = time; return _companyProfile; } /// /// Returns the AssetClassification instance /// [MethodImpl(MethodImplOptions.AggressiveInlining)] public AssetClassification GetAssetClassification(DateTime time) { _timeProvider.Time = time; return _assetClassification; } private class FundamentalTimeProvider : ITimeProvider { public DateTime Time; [MethodImpl(MethodImplOptions.AggressiveInlining)] public DateTime GetUtcNow() => Time; } } }