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AlgorithmUtils.cs
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50 lines (47 loc) · 1.86 KB
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/*
* 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 QuantConnect.Interfaces;
using QuantConnect.Securities;
using System.Collections.Generic;
using System.Linq;
namespace QuantConnect
{
/// <summary>
/// Provides utility methods for or related to algorithms
/// </summary>
public static class AlgorithmUtils
{
/// <summary>
/// Seeds the provided securities with their last known prices from the algorithm
/// </summary>
/// <param name="securities">The securities to seed</param>
/// <param name="algorithm">The algorithm instance</param>
public static void SeedSecurities(IReadOnlyCollection<Security> securities, IAlgorithm algorithm)
{
var securitiesToSeed = securities.Where(x => x.Price == 0);
var data = algorithm.GetLastKnownPrices(securitiesToSeed.Select(x => x.Symbol));
foreach (var security in securitiesToSeed)
{
if (data.TryGetValue(security.Symbol, out var seedData))
{
foreach (var datum in seedData)
{
security.SetMarketPrice(datum);
}
}
}
}
}
}