/* * 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.Collections.Generic; using System.Linq; using QuantConnect.Util; namespace QuantConnect.Scheduling { /// /// Combines multiple time rules into a single rule that emits for each rule /// public class CompositeTimeRule : ITimeRule { /// /// Gets the individual rules for this composite rule /// public IReadOnlyList Rules { get; init; } /// /// Initializes a new instance of the class /// /// The time rules to compose public CompositeTimeRule(params ITimeRule[] timeRules) : this((IEnumerable) timeRules) { } /// /// Initializes a new instance of the class /// /// The time rules to compose public CompositeTimeRule(IEnumerable timeRules) { Rules = timeRules.ToList(); } /// /// Gets a name for this rule /// public string Name { get { return string.Join(",", Rules.Select(x => x.Name)); } } /// /// Creates the event times for the specified dates in UTC /// /// The dates to apply times to /// An enumerable of date times that is the result /// of applying this rule to the specified dates public IEnumerable CreateUtcEventTimes(IEnumerable dates) { foreach (var date in dates) { // make unqiue times and order the events before yielding var enumerable = new[] {date}; var times = Rules.SelectMany(time => time.CreateUtcEventTimes(enumerable)).ToHashSet().OrderBy(x => x); foreach (var time in times) { yield return time; } } } } }