/*
* 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);
}
}
}