/*
* 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.Linq;
using Python.Runtime;
using QuantConnect.Indicators;
using System.Collections.Generic;
namespace QuantConnect.Data
{
///
/// Provides historical values of an indicator
///
public class IndicatorHistory : DataHistory
{
private readonly Dictionary> _pointsPerName;
///
/// The indicators historical values
///
public List Current => this["current"];
///
/// Creates a new instance
///
/// Indicators data points by time
/// Indicators data points by property name
/// The lazy data frame constructor
public IndicatorHistory(List indicatorsDataPointsByTime, List indicatorsDataPointPerProperty, Lazy dataframe)
: base(indicatorsDataPointsByTime, dataframe)
{
// for the index accessor we enforce uniqueness by name
_pointsPerName = indicatorsDataPointPerProperty.DistinctBy(x => x.Name.ToLowerInvariant()).ToDictionary(x => x.Name.ToSnakeCase(), x => x.Values);
}
///
/// Access the historical indicator values per indicator property name
///
public List this[string name]
{
get
{
if (_pointsPerName.TryGetValue(name.ToSnakeCase().ToLowerInvariant(), out var result))
{
return result;
}
return null;
}
}
}
}