/* * 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 a time rule as a projection of date times to date times /// public class FuncTimeRule : ITimeRule { private readonly Func, IEnumerable> _createUtcEventTimesFunction; /// /// Initializes a new instance of the class /// /// The name of the time rule /// Function used to transform dates into event date times public FuncTimeRule(string name, Func, IEnumerable> createUtcEventTimesFunction) { Name = name; _createUtcEventTimesFunction = createUtcEventTimesFunction; } /// /// Initializes a new instance of the class using a Python function /// /// The name of the time rule /// Function used to transform dates into event date times in Python public FuncTimeRule(string name, PyObject createUtcEventTimesFunction) { Name = name; if (!createUtcEventTimesFunction.TryConvertToDelegate(out _createUtcEventTimesFunction)) { throw new ArgumentException("Python TimeRule provided is not a function"); } } /// /// Gets a name for this rule /// public string Name { get; private set; } /// /// 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) { return _createUtcEventTimesFunction(dates); } } }