/*
* 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;
}
}
}
}
}