/*
* 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.Runtime.CompilerServices;
using QuantConnect.Algorithm.Framework.Alphas;
using QuantConnect.Interfaces;
using QuantConnect.Securities.Positions;
using static QuantConnect.StringExtensions;
namespace QuantConnect
{
///
/// Provides user-facing message construction methods and static messages for the namespace
///
public static partial class Messages
{
///
/// Provides user-facing messages for the class and its consumers or related classes
///
public static class PortfolioTarget
{
///
/// Returns a string message saying the portfolio target percent is invalid
///
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static string InvalidTargetPercent(IAlgorithm algorithm, decimal percent)
{
return Invariant($@"The portfolio target percent: {
percent}, does not comply with the current 'Algorithm.Settings' 'MaxAbsolutePortfolioTargetPercentage': {
algorithm.Settings.MaxAbsolutePortfolioTargetPercentage} or 'MinAbsolutePortfolioTargetPercentage': {
algorithm.Settings.MinAbsolutePortfolioTargetPercentage}. Skipping");
}
///
/// Returns a string message saying the given symbol was not found in the portfolio
///
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static string SymbolNotFound(QuantConnect.Symbol symbol)
{
return Invariant($"{symbol} not found in portfolio. Request this data when initializing the algorithm.");
}
///
/// Returns a string message saying it was impossible to compute the order quantity of the given symbol. It also
/// explains the reason why it was impossible
///
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static string UnableToComputeOrderQuantityDueToNullResult(QuantConnect.Symbol symbol, GetMaximumLotsResult result)
{
return Invariant($"Unable to compute order quantity of {symbol}. Reason: {result.Reason} Returning null.");
}
///
/// Parses the given portfolio target into a string message containing basic information about it
///
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static string ToString(Algorithm.Framework.Portfolio.PortfolioTarget portfolioTarget)
{
var str = Invariant($"{portfolioTarget.Symbol}: {portfolioTarget.Quantity.Normalize()}");
if (!string.IsNullOrEmpty(portfolioTarget.Tag))
{
str += $" ({portfolioTarget.Tag})";
}
return str;
}
///
/// Returns a string message saying the insight direction is invalid for the given symbol
///
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static string InvalidInsightDirection(QuantConnect.Symbol symbol, InsightDirection insightDirection)
{
return Invariant($"Invalid insight direction {insightDirection} for symbol: {symbol}.");
}
}
}
}