/*
* 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.Linq;
using System.Collections.Generic;
using System.Runtime.CompilerServices;
namespace QuantConnect
{
///
/// Provides a string->Symbol mapping to allow for user defined strings to be lifted into a Symbol
/// This is mainly used via the Symbol implicit operator, but also functions that create securities
/// should also call Set to add new mappings
///
public static class SymbolCache
{
// we aggregate the two maps into a class so we can assign a new one as an atomic operation
private static readonly Dictionary Symbols = new(StringComparer.OrdinalIgnoreCase);
private static readonly Dictionary Tickers = new();
///
/// Adds a mapping for the specified ticker
///
/// The string ticker symbol
/// The symbol object that maps to the string ticker symbol
public static void Set(string ticker, Symbol symbol)
{
lock (Symbols)
{
Symbols[ticker] = symbol;
Tickers[symbol] = ticker;
var index = ticker.IndexOf('.');
if (index != -1)
{
var related = ticker.Substring(0, index);
if (Symbols.TryGetValue(related, out symbol) && symbol is null)
{
Symbols.Remove(related);
}
}
}
}
///
/// Gets the Symbol object that is mapped to the specified string ticker symbol
///
/// The string ticker symbol
/// The symbol object that maps to the specified string ticker symbol
public static Symbol GetSymbol(string ticker)
{
var result = TryGetSymbol(ticker);
if (!result.Item1)
{
throw result.Item3 ?? throw new InvalidOperationException(Messages.SymbolCache.UnableToLocateTicker(ticker));
}
return result.Item2;
}
///
/// Gets the Symbol object that is mapped to the specified string ticker symbol
///
/// The string ticker symbol
/// The output symbol object
/// The symbol object that maps to the specified string ticker symbol
public static bool TryGetSymbol(string ticker, out Symbol symbol)
{
var result = TryGetSymbol(ticker);
symbol = result.Item2;
return result.Item1;
}
///
/// Gets the string ticker symbol that is mapped to the specified Symbol
///
/// The symbol object
/// The string ticker symbol that maps to the specified symbol object
public static string GetTicker(Symbol symbol)
{
lock (Symbols)
{
return Tickers.TryGetValue(symbol, out var ticker) ? ticker : symbol.ID.ToString();
}
}
///
/// Gets the string ticker symbol that is mapped to the specified Symbol
///
/// The symbol object
/// The output string ticker symbol
/// The string ticker symbol that maps to the specified symbol object
public static bool TryGetTicker(Symbol symbol, out string ticker)
{
lock (Symbols)
{
return Tickers.TryGetValue(symbol, out ticker);
}
}
///
/// Removes the mapping for the specified symbol from the cache
///
/// The symbol whose mappings are to be removed
/// True if the symbol mapping were removed from the cache
/// Just used for testing
public static bool TryRemove(Symbol symbol)
{
lock (Symbols)
{
return Tickers.Remove(symbol, out var ticker) && Symbols.Remove(ticker, out symbol);
}
}
///
/// Removes the mapping for the specified symbol from the cache
///
/// The ticker whose mappings are to be removed
/// True if the symbol mapping were removed from the cache
/// Just used for testing
public static bool TryRemove(string ticker)
{
lock (Symbols)
{
return Symbols.Remove(ticker, out var symbol) && Tickers.Remove(symbol, out ticker);
}
}
///
/// Clears the current caches
///
/// Just used for testing
public static void Clear()
{
lock (Symbols)
{
Symbols.Clear();
Tickers.Clear();
}
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
private static Tuple TryGetSymbol(string ticker)
{
lock (Symbols)
{
if (!TryGetSymbolCached(ticker, out var symbol))
{
// fall-back full-text search as a back-shim for custom data symbols.
// permitting a user to use BTC to resolve to BTC.Bitcoin
var search = $"{ticker}.";
var match = Symbols.Where(kvp => kvp.Key.StartsWith(search, StringComparison.InvariantCultureIgnoreCase) && kvp.Value is not null).ToList();
if (match.Count == 0)
{
// no matches, cache the miss! else it will get expensive
Symbols[ticker] = null;
return new(false, null, null);
}
else if (match.Count == 1)
{
// exactly one match
Symbols[ticker] = match[0].Value;
return new(true, match[0].Value, null);
}
else if (match.Count > 1)
{
// too many matches
return new(false, null, new InvalidOperationException(
Messages.SymbolCache.MultipleMatchingTickersLocated(match.Select(kvp => kvp.Key))));
}
}
return new(symbol is not null, symbol, null);
}
}
///
/// Attempts to resolve the ticker to a Symbol via the cache. If not found in the
/// cache then
///
/// The ticker to resolver to a symbol
/// The resolves symbol
/// True if we successfully resolved a symbol, false otherwise
[MethodImpl(MethodImplOptions.AggressiveInlining)]
private static bool TryGetSymbolCached(string ticker, out Symbol symbol)
{
if (Symbols.TryGetValue(ticker, out symbol))
{
return true;
}
if (SecurityIdentifier.TryParse(ticker, out var sid))
{
symbol = new Symbol(sid, sid.Symbol);
return true;
}
return false;
}
}
}