/* * 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 Python.Runtime; using System; using System.Collections.Generic; namespace QuantConnect.Scheduling { /// /// Uses a function to define an enumerable of dates over a requested start/end period /// public class FuncDateRule : IDateRule { private readonly Func> _getDatesFunction; /// /// Initializes a new instance of the class /// /// The name of this rule /// The time applicator function public FuncDateRule(string name, Func> getDatesFunction) { Name = name; _getDatesFunction = getDatesFunction; } /// /// Initializes a new instance of the class using a Python function /// /// The name of this rule /// The time applicator function in Python public FuncDateRule(string name, PyObject getDatesFunction) { Name = name; if (!getDatesFunction.TryConvertToDelegate(out _getDatesFunction)) { throw new ArgumentException("Python DateRule provided is not a function"); } } /// /// Gets a name for this rule /// public string Name { get; private set; } /// /// Gets the dates produced by this date rule between the specified times /// /// The start of the interval to produce dates for /// The end of the interval to produce dates for /// All dates in the interval matching this date rule public IEnumerable GetDates(DateTime start, DateTime end) { return _getDatesFunction(start, end); } } }