/*
* 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.Linq;
using Python.Runtime;
using System.Collections.Generic;
using QuantConnect.Data.UniverseSelection;
namespace QuantConnect.Data.Fundamental
{
///
/// Abstract base class for multi-period fields
///
public abstract class MultiPeriodField : ReusuableCLRObject
{
///
/// No Value
///
public static T NoValue { get; } = BaseFundamentalDataProvider.GetDefault();
///
/// The time provider instance to use
///
protected ITimeProvider TimeProvider { get; }
///
/// The default period
///
protected abstract string DefaultPeriod { get; }
///
/// The target security identifier
///
protected SecurityIdentifier SecurityIdentifier { get; set; }
///
/// Returns true if the field contains a value for the default period
///
public abstract bool HasValue { get; }
///
/// Returns the default value for the field
///
public virtual T Value => GetPeriodValues().Select(x => x.Value).DefaultIfEmpty(NoValue).FirstOrDefault();
///
/// Creates an empty instance
///
protected MultiPeriodField()
{
}
///
/// Creates a new instance
///
///
///
protected MultiPeriodField(ITimeProvider timeProvider, SecurityIdentifier securityIdentifier)
{
TimeProvider = timeProvider;
SecurityIdentifier = securityIdentifier;
}
///
/// Gets a dictionary of period names and values for the field
///
public abstract IReadOnlyDictionary GetPeriodValues();
///
/// Returns true if the field contains a value for the requested period
///
/// True if the field contains a value for the requested period
public virtual bool HasPeriodValue(string period) => !BaseFundamentalDataProvider.IsNone(typeof(T), GetPeriodValue(period));
///
/// Gets the value of the field for the requested period
///
/// The requested period
/// The value for the period
public abstract T GetPeriodValue(string period);
///
/// Gets the list of available period names for the field
///
public IEnumerable GetPeriodNames()
{
return GetPeriodValues().Select(x => x.Key);
}
///
/// Returns true if the field has at least one value for one period
///
public bool HasValues()
{
return GetPeriodValues().Any();
}
///
/// Returns a string that represents the current object.
///
public override string ToString()
{
return string.Join(";", GetPeriodValues().Select(kvp => $"{kvp.Key}:{kvp.Value}"));
}
///
/// Returns a string that represents the current object.
///
protected string ConvertPeriod(string period)
{
if (string.IsNullOrEmpty(period))
{
return DefaultPeriod;
}
switch (period)
{
case Period.OneMonth:
return "OneMonth";
case Period.TwoMonths:
return "TwoMonths";
case Period.ThreeMonths:
return "ThreeMonths";
case Period.SixMonths:
return "SixMonths";
case Period.NineMonths:
return "NineMonths";
case Period.TwelveMonths:
return "TwelveMonths";
case Period.OneYear:
return "OneYear";
case Period.TwoYears:
return "TwoYears";
case Period.ThreeYears:
return "ThreeYears";
case Period.FiveYears:
return "FiveYears";
case Period.TenYears:
return "TenYears";
default:
return period;
}
}
///
/// Returns the default value for the field
///
public static implicit operator T(MultiPeriodField instance)
{
return instance.Value;
}
}
///
/// Abstract class for multi-period fields
///
public abstract class MultiPeriodField : MultiPeriodField
{
///
/// Creates an empty instance
///
protected MultiPeriodField()
{
}
///
/// Creates a new instance
///
///
///
protected MultiPeriodField(ITimeProvider timeProvider, SecurityIdentifier securityIdentifier) : base(timeProvider, securityIdentifier)
{
}
///
/// Returns the default value for the field
///
public static implicit operator decimal(MultiPeriodField instance)
{
return (decimal)instance.Value;
}
}
///
/// Abstract class for multi-period fields long
///
public abstract class MultiPeriodFieldLong : MultiPeriodField
{
///
/// Creates an empty instance
///
protected MultiPeriodFieldLong()
{
}
///
/// Creates a new instance
///
///
///
protected MultiPeriodFieldLong(ITimeProvider timeProvider, SecurityIdentifier securityIdentifier) : base(timeProvider, securityIdentifier)
{
}
///
/// Returns the default value for the field
///
public static implicit operator decimal(MultiPeriodFieldLong instance)
{
return (decimal)instance.Value;
}
}
}