private static void GetTTupleList <T>(PyObject obj, ref List <T> result)
{
PyIter iter = new PyIter(obj);
while (iter.MoveNext())
{
var r = iter.Current.ToPython();
if (PyTuple.IsTupleType(r))
{
GetTTupleList <T>(r, ref result);
continue;
}
switch (typeof(T).Name)
{
case "Single":
case "Double":
case "Int32":
case "Int64":
case "UInt32":
case "UInt64":
case "Byte":
case "Object":
case "String":
case "SByte":
result.Add(r.As <T>());
break;
default:
break;
}
}
}
/// <summary>
/// Scan the portfolio and the updated data for a potential margin call situation which may get the holdings below zero!
/// If there is a margin call, liquidate the portfolio immediately before the portfolio gets sub zero.
/// </summary>
/// <param name="issueMarginCallWarning">Set to true if a warning should be issued to the algorithm</param>
/// <returns>True for a margin call on the holdings.</returns>
public List <SubmitOrderRequest> GetMarginCallOrders(out bool issueMarginCallWarning)
{
using (Py.GIL())
{
var value = _model.GetMarginCallOrders(out issueMarginCallWarning);
// Since pythonnet does not support out parameters, the methods return
// a tuple where the out parameter comes after the other returned values
if (!PyTuple.IsTupleType(value))
{
throw new ArgumentException($"{_model.__class__.__name__}.GetMarginCallOrders: Must return a tuple, where the first item is a list and the second a boolean");
}
// In this case, the first item holds the list of margin calls
// and the second the out parameter 'issueMarginCallWarning'
var marginCallOrders = value[0] as PyObject;
issueMarginCallWarning = value[1];
// Since GetMarginCallOrders may return a python list
// Need to convert to C# list
var requests = new List <SubmitOrderRequest>();
foreach (PyObject pyObject in marginCallOrders)
{
SubmitOrderRequest request;
if (pyObject.TryConvert(out request))
{
requests.Add(request);
}
}
issueMarginCallWarning |= requests.Count > 0;
return(requests);
}
}
public void TestPyTupleIsTupleType()
{
using (Py.GIL())
{
var t = new PyTuple();
Assert.IsTrue(PyTuple.IsTupleType(t));
}
}
public void TestStringIsTupleType()
{
using (Py.GIL())
{
var s = new PyString("foo");
Assert.IsFalse(PyTuple.IsTupleType(s));
}
}
private static void GetNdListFromTuple(PyObject obj, ref List <NDarray> result)
{
PyIter iter = new PyIter(obj);
while (iter.MoveNext())
{
var r = iter.Current.ToPython();
if (PyTuple.IsTupleType(r))
{
GetNdListFromTuple(r, ref result);
continue;
}
result.Add(new NDarray(r));
}
}
public void TestPyTupleIsTupleType()
{
var t = new PyTuple();
Assert.True(PyTuple.IsTupleType(t));
}
public void TestStringIsTupleType()
{
var s = new PyString("foo");
Assert.False(PyTuple.IsTupleType(s));
}