ExtendedDictionary improvements

Algorithm.CSharp/QuantConnect.Algorithm.CSharp.csproj

@@ -32,7 +32,7 @@
     <DebugType>portable</DebugType>
   </PropertyGroup>
   <ItemGroup>
-    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.42" />
+    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.44" />
     <PackageReference Include="Accord" Version="3.6.0" />
     <PackageReference Include="Accord.Fuzzy" Version="3.6.0" />
     <PackageReference Include="Accord.MachineLearning" Version="3.6.0" />

Algorithm.CSharp/StringToSymbolImplicitConversionRegressionAlgorithm.cs

@@ -49,7 +49,7 @@ public override void OnData(Slice slice)
             }
             catch (Exception exception)
             {
-                if (exception.Message.Contains("This asset symbol (PEPE 0) was not found in your security list") && !Portfolio.Invested)
+                if (exception.Message.Contains("PEPE was not found", StringComparison.InvariantCultureIgnoreCase) && !Portfolio.Invested)
                 {
                     SetHoldings("SPY", 1);
                 }

Algorithm.Framework/QuantConnect.Algorithm.Framework.csproj

@@ -29,7 +29,7 @@
     <PackageLicenseFile>LICENSE</PackageLicenseFile>
   </PropertyGroup>
   <ItemGroup>
-    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.42" />
+    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.44" />
     <PackageReference Include="Accord" Version="3.6.0" />
     <PackageReference Include="Accord.Math" Version="3.6.0" />
     <PackageReference Include="Accord.Statistics" Version="3.6.0" />

Algorithm.Python/DynamicSecurityDataRegressionAlgorithm.py

@@ -12,7 +12,6 @@
 # limitations under the License.
 
 from AlgorithmImports import *
-from System.Collections.Generic import List
 from QuantConnect.Data.Custom.IconicTypes import *
 
 ### <summary>
@@ -28,24 +27,24 @@ def initialize(self):
         self._equity = self.add_equity(ticker, Resolution.DAILY)
 
         custom_linked_equity = self.add_data(LinkedData, ticker, Resolution.DAILY)
-        
+
         first_linked_data = LinkedData()
         first_linked_data.count = 100
         first_linked_data.symbol = custom_linked_equity.symbol
         first_linked_data.end_time = self.start_date
-        
+
         second_linked_data = LinkedData()
         second_linked_data.count = 100
         second_linked_data.symbol = custom_linked_equity.symbol
         second_linked_data.end_time = self.start_date
-        
+
         # Adding linked data manually to cache for example purposes, since
         # LinkedData is a type used for testing and doesn't point to any real data.
         custom_linked_equity_type = list(custom_linked_equity.subscriptions)[0].type
-        custom_linked_data = List[LinkedData]()
-        custom_linked_data.add(first_linked_data)
-        custom_linked_data.add(second_linked_data)
-        self._equity.cache.add_data_list(custom_linked_data, custom_linked_equity_type, False) 
+        custom_linked_data = list[LinkedData]()
+        custom_linked_data.append(first_linked_data)
+        custom_linked_data.append(second_linked_data)
+        self._equity.cache.add_data_list(custom_linked_data, custom_linked_equity_type, False)
 
     def on_data(self, data):
         # The Security object's Data property provides convenient access

Algorithm.Python/HistoryWithDifferentDataMappingModeRegressionAlgorithm.py

@@ -12,7 +12,6 @@
 # limitations under the License.
 
 from AlgorithmImports import *
-from System import *
 
 ### <summary>
 ### Regression algorithm illustrating how to request history data for different data mapping modes.
@@ -25,13 +24,12 @@ def initialize(self):
         self._continuous_contract_symbol = self.add_future(Futures.Indices.SP_500_E_MINI, Resolution.DAILY).symbol
 
     def on_end_of_algorithm(self):
-        data_mapping_modes = [DataMappingMode(x) for x in Enum.get_values(DataMappingMode)]
         history_results = [
             self.history([self._continuous_contract_symbol], self.start_date, self.end_date, Resolution.DAILY, data_mapping_mode=data_mapping_mode)
                 .droplevel(0, axis=0)
                 .loc[self._continuous_contract_symbol]
                 .close
-            for data_mapping_mode in data_mapping_modes
+            for data_mapping_mode in DataMappingMode
         ]
 
         if any(x.size != history_results[0].size for x in history_results):
@@ -40,5 +38,5 @@ def on_end_of_algorithm(self):
         # Check that close prices at each time are different for different data mapping modes
         for j in range(history_results[0].size):
             close_prices = set(history_results[i][j] for i in range(len(history_results)))
-            if len(close_prices) != len(data_mapping_modes):
+            if len(close_prices) != len(DataMappingMode):
                 raise AssertionError("History results close prices should have been different for each data mapping mode at each time")

Algorithm.Python/QuantConnect.Algorithm.Python.csproj

@@ -37,7 +37,7 @@
     <Compile Include="..\Common\Properties\SharedAssemblyInfo.cs" Link="Properties\SharedAssemblyInfo.cs" />
   </ItemGroup>
   <ItemGroup>
-    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.42" />
+    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.44" />
   </ItemGroup>
   <ItemGroup>
     <Content Include="OptionUniverseFilterGreeksShortcutsRegressionAlgorithm.py" />

Algorithm.Python/StringToSymbolImplicitConversionRegressionAlgorithm.py

@@ -34,5 +34,5 @@ def on_data(self, data):
         try:
             self.market_order("PEPE", 1)
         except Exception as exception:
-            if "This asset symbol (PEPE 0) was not found in your security list" in str(exception) and not self.portfolio.invested:
+            if "PEPE was not found" in str(exception) and not self.portfolio.invested:
                 self.set_holdings("SPY", 1)

Algorithm/QuantConnect.Algorithm.csproj

@@ -29,7 +29,7 @@
     <PackageLicenseFile>LICENSE</PackageLicenseFile>
   </PropertyGroup>
   <ItemGroup>
-    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.42" />
+    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.44" />
     <PackageReference Include="MathNet.Numerics" Version="5.0.0" />
     <PackageReference Include="Newtonsoft.Json" Version="13.0.2" />
     <PackageReference Include="NodaTime" Version="3.0.5" />

AlgorithmFactory/QuantConnect.AlgorithmFactory.csproj

@@ -28,7 +28,7 @@
     <PackageLicenseFile>LICENSE</PackageLicenseFile>
   </PropertyGroup>
   <ItemGroup>
-    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.42" />
+    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.44" />
     <PackageReference Include="NodaTime" Version="3.0.5" />
   </ItemGroup>
   <ItemGroup>

Common/Data/Market/BaseChain.cs

@@ -109,6 +109,21 @@ public HashSet<Symbol> FilteredContracts
         [PandasIgnore]
         public PyObject DataFrame => _dataframe.Value;
 
+        /// <summary>
+        /// The number of contracts in this chain
+        /// </summary>
+        public int Count => Contracts.Count;
+
+        /// <summary>
+        /// Checks if the chain contains a contract with the specified symbol
+        /// </summary>
+        /// <param name="key">The symbol of the contract to check for</param>
+        /// <returns>True if the chain contains a contract with the specified symbol; otherwise, false.</returns>
+        public bool ContainsKey(Symbol key)
+        {
+            return Contracts.ContainsKey(key);
+        }
+
         /// <summary>
         /// Initializes a new default instance of the <see cref="BaseChain{T, TContractsCollection}"/> class
         /// </summary>

Common/Data/Market/DataDictionary.cs

@@ -24,7 +24,7 @@ namespace QuantConnect.Data.Market
     /// Provides a base class for types holding base data instances keyed by symbol
     /// </summary>
     [PandasNonExpandable]
-    public class DataDictionary<T> : ExtendedDictionary<T>, IDictionary<Symbol, T>
+    public class DataDictionary<T> : ExtendedDictionary<Symbol, T>, IDictionary<Symbol, T>
     {
         // storage for the data
         private readonly IDictionary<Symbol, T> _data = new Dictionary<Symbol, T>();
@@ -146,7 +146,7 @@ public bool Remove(KeyValuePair<Symbol, T> item)
         /// <returns>
         /// The number of elements contained in the <see cref="T:System.Collections.Generic.ICollection`1"/>.
         /// </returns>
-        public int Count
+        public override int Count
         {
             get { return _data.Count; }
         }
@@ -169,11 +169,17 @@ public override bool IsReadOnly
         /// true if the <see cref="System.Collections.Generic.IDictionary{TKey, TValue}"/> contains an element with the key; otherwise, false.
         /// </returns>
         /// <param name="key">The key to locate in the <see cref="System.Collections.Generic.IDictionary{TKey, TValue}"/>.</param><exception cref="System.ArgumentNullException"><paramref name="key"/> is null.</exception>
-        public bool ContainsKey(Symbol key)
+        public override bool ContainsKey(Symbol key)
         {
             return _data.ContainsKey(key);
         }
 
+        /// <summary>
+        /// Gets all the items in the dictionary
+        /// </summary>
+        /// <returns>All the items in the dictionary</returns>
+        public override IEnumerable<KeyValuePair<Symbol, T>> GetItems() => _data;
+
         /// <summary>
         /// Adds an element with the provided key and value to the <see cref="System.Collections.Generic.IDictionary{TKey, TValue}"/>.
         /// </summary>
@@ -226,6 +232,7 @@ public override T this[Symbol symbol]
                 {
                     return data;
                 }
+                CheckForImplicitlyCreatedSymbol(symbol);
                 throw new KeyNotFoundException($"'{symbol}' wasn't found in the {GetType().GetBetterTypeName()} object, likely because there was no-data at this moment in time and it wasn't possible to fillforward historical data. Please check the data exists before accessing it with data.ContainsKey(\"{symbol}\")");
             }
             set

Common/Data/Market/Delistings.cs

@@ -1,4 +1,4 @@
-/*
+/*
  * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
  * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
  *
@@ -38,25 +38,5 @@ public Delistings(DateTime frontier)
             : base(frontier)
         {
         }
-
-        /// <summary>
-        /// Gets or sets the Delisting with the specified ticker.
-        /// </summary>
-        /// <returns>
-        /// The Delisting with the specified ticker.
-        /// </returns>
-        /// <param name="ticker">The ticker of the element to get or set.</param>
-        /// <remarks>Wraps the base implementation to enable indexing in python algorithms due to pythonnet limitations</remarks>
-        public new Delisting this[string ticker] { get { return base[ticker]; } set { base[ticker] = value; } }
-
-        /// <summary>
-        /// Gets or sets the Delisting with the specified Symbol.
-        /// </summary>
-        /// <returns>
-        /// The Delisting with the specified Symbol.
-        /// </returns>
-        /// <param name="symbol">The Symbol of the element to get or set.</param>
-        /// <remarks>Wraps the base implementation to enable indexing in python algorithms due to pythonnet limitations</remarks>
-        public new Delisting this[Symbol symbol] { get { return base[symbol]; } set { base[symbol] = value; } }
     }
 }

Common/Data/Market/Dividends.cs

@@ -1,4 +1,4 @@
-/*
+/*
  * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
  * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
  *
@@ -38,25 +38,5 @@ public Dividends(DateTime frontier)
             : base(frontier)
         {
         }
-
-        /// <summary>
-        /// Gets or sets the Dividend with the specified ticker.
-        /// </summary>
-        /// <returns>
-        /// The Dividend with the specified ticker.
-        /// </returns>
-        /// <param name="ticker">The ticker of the element to get or set.</param>
-        /// <remarks>Wraps the base implementation to enable indexing in python algorithms due to pythonnet limitations</remarks>
-        public new Dividend this[string ticker] { get { return base[ticker]; } set { base[ticker] = value; } }
-
-        /// <summary>
-        /// Gets or sets the Dividend with the specified Symbol.
-        /// </summary>
-        /// <returns>
-        /// The Dividend with the specified Symbol.
-        /// </returns>
-        /// <param name="symbol">The Symbol of the element to get or set.</param>
-        /// <remarks>Wraps the base implementation to enable indexing in python algorithms due to pythonnet limitations</remarks>
-        public new Dividend this[Symbol symbol] { get { return base[symbol]; } set { base[symbol] = value; } }
     }
 }

Common/Data/Market/FuturesContracts.cs

@@ -36,25 +36,5 @@ public FuturesContracts(DateTime time)
             : base(time)
         {
         }
-
-        /// <summary>
-        /// Gets or sets the FuturesContract with the specified ticker.
-        /// </summary>
-        /// <returns>
-        /// The FuturesContract with the specified ticker.
-        /// </returns>
-        /// <param name="ticker">The ticker of the element to get or set.</param>
-        /// <remarks>Wraps the base implementation to enable indexing in python algorithms due to pythonnet limitations</remarks>
-        public new FuturesContract this[string ticker] { get { return base[ticker]; } set { base[ticker] = value; } }
-
-        /// <summary>
-        /// Gets or sets the FuturesContract with the specified Symbol.
-        /// </summary>
-        /// <returns>
-        /// The FuturesContract with the specified Symbol.
-        /// </returns>
-        /// <param name="symbol">The Symbol of the element to get or set.</param>
-        /// <remarks>Wraps the base implementation to enable indexing in python algorithms due to pythonnet limitations</remarks>
-        public new FuturesContract this[Symbol symbol] { get { return base[symbol]; } set { base[symbol] = value; } }
     }
-}
+}

Common/Data/Market/MarginInterestRates.cs

@@ -38,25 +38,5 @@ public MarginInterestRates(DateTime frontier)
             : base(frontier)
         {
         }
-
-        /// <summary>
-        /// Gets or sets the Dividend with the specified ticker.
-        /// </summary>
-        /// <returns>
-        /// The Dividend with the specified ticker.
-        /// </returns>
-        /// <param name="ticker">The ticker of the element to get or set.</param>
-        /// <remarks>Wraps the base implementation to enable indexing in python algorithms due to pythonnet limitations</remarks>
-        public new MarginInterestRate this[string ticker] { get { return base[ticker]; } set { base[ticker] = value; } }
-
-        /// <summary>
-        /// Gets or sets the Dividend with the specified Symbol.
-        /// </summary>
-        /// <returns>
-        /// The Dividend with the specified Symbol.
-        /// </returns>
-        /// <param name="symbol">The Symbol of the element to get or set.</param>
-        /// <remarks>Wraps the base implementation to enable indexing in python algorithms due to pythonnet limitations</remarks>
-        public new MarginInterestRate this[Symbol symbol] { get { return base[symbol]; } set { base[symbol] = value; } }
     }
 }

Common/Data/Market/OptionContracts.cs

@@ -36,25 +36,5 @@ public OptionContracts(DateTime time)
             : base(time)
         {
         }
-
-        /// <summary>
-        /// Gets or sets the OptionContract with the specified ticker.
-        /// </summary>
-        /// <returns>
-        /// The OptionContract with the specified ticker.
-        /// </returns>
-        /// <param name="ticker">The ticker of the element to get or set.</param>
-        /// <remarks>Wraps the base implementation to enable indexing in python algorithms due to pythonnet limitations</remarks>
-        public new OptionContract this[string ticker] { get { return base[ticker]; } set { base[ticker] = value; } }
-
-        /// <summary>
-        /// Gets or sets the OptionContract with the specified Symbol.
-        /// </summary>
-        /// <returns>
-        /// The OptionContract with the specified Symbol.
-        /// </returns>
-        /// <param name="symbol">The Symbol of the element to get or set.</param>
-        /// <remarks>Wraps the base implementation to enable indexing in python algorithms due to pythonnet limitations</remarks>
-        public new OptionContract this[Symbol symbol] { get { return base[symbol]; } set { base[symbol] = value; } }
     }
-}
+}

Common/Data/Market/QuoteBars.cs

@@ -36,25 +36,5 @@ public QuoteBars(DateTime time)
             : base(time)
         {
         }
-
-        /// <summary>
-        /// Gets or sets the QuoteBar with the specified ticker.
-        /// </summary>
-        /// <returns>
-        /// The QuoteBar with the specified ticker.
-        /// </returns>
-        /// <param name="ticker">The ticker of the element to get or set.</param>
-        /// <remarks>Wraps the base implementation to enable indexing in python algorithms due to pythonnet limitations</remarks>
-        public new QuoteBar this[string ticker] { get { return base[ticker]; } set { base[ticker] = value; } }
-
-        /// <summary>
-        /// Gets or sets the QuoteBar with the specified Symbol.
-        /// </summary>
-        /// <returns>
-        /// The QuoteBar with the specified Symbol.
-        /// </returns>
-        /// <param name="symbol">The Symbol of the element to get or set.</param>
-        /// <remarks>Wraps the base implementation to enable indexing in python algorithms due to pythonnet limitations</remarks>
-        public new QuoteBar this[Symbol symbol] { get { return base[symbol]; } set { base[symbol] = value; } }
     }
-}
+}