/* * 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; } } } }