Add support for other methods

Author: Marinovsky

Common/Brokerages/DefaultBrokerageModel.cs

@@ -310,18 +310,6 @@ public virtual ISettlementModel GetSettlementModel(Security security)
             return new ImmediateSettlementModel();
         }
 
-        /// <summary>
-        /// Gets a new settlement model for the security
-        /// </summary>
-        /// <param name="security">The security to get a settlement model for</param>
-        /// <param name="accountType">The account type</param>
-        /// <returns>The settlement model for this brokerage</returns>
-        [Obsolete("Flagged deprecated and will remove December 1st 2018")]
-        public ISettlementModel GetSettlementModel(Security security, AccountType accountType)
-        {
-            return GetSettlementModel(security);
-        }
-
         /// <summary>
         /// Gets a new buying power model for the security, returning the default model with the security's configured leverage.
         /// For cash accounts, leverage = 1 is used.
@@ -370,18 +358,6 @@ public virtual IMarginInterestRateModel GetMarginInterestRateModel(Security secu
             return MarginInterestRateModel.Null;
         }
 
-        /// <summary>
-        /// Gets a new buying power model for the security
-        /// </summary>
-        /// <param name="security">The security to get a buying power model for</param>
-        /// <param name="accountType">The account type</param>
-        /// <returns>The buying power model for this brokerage/security</returns>
-        [Obsolete("Flagged deprecated and will remove December 1st 2018")]
-        public IBuyingPowerModel GetBuyingPowerModel(Security security, AccountType accountType)
-        {
-            return GetBuyingPowerModel(security);
-        }
-
         /// <summary>
         /// Checks if the order quantity is valid, it means, the order size is bigger than the minimum size allowed
         /// </summary>

Common/Brokerages/IBrokerageModel.cs

@@ -146,31 +146,13 @@ decimal RequiredFreeBuyingPowerPercent
         /// <returns>The margin interest rate model for this brokerage</returns>
         IMarginInterestRateModel GetMarginInterestRateModel(Security security);
 
-        /// <summary>
-        /// Gets a new settlement model for the security
-        /// </summary>
-        /// <param name="security">The security to get a settlement model for</param>
-        /// <param name="accountType">The account type</param>
-        /// <returns>The settlement model for this brokerage</returns>
-        [Obsolete("Flagged deprecated and will remove December 1st 2018")]
-        ISettlementModel GetSettlementModel(Security security, AccountType accountType);
-
         /// <summary>
         /// Gets a new buying power model for the security
         /// </summary>
         /// <param name="security">The security to get a buying power model for</param>
         /// <returns>The buying power model for this brokerage/security</returns>
         IBuyingPowerModel GetBuyingPowerModel(Security security);
 
-        /// <summary>
-        /// Gets a new buying power model for the security
-        /// </summary>
-        /// <param name="security">The security to get a buying power model for</param>
-        /// <param name="accountType">The account type</param>
-        /// <returns>The buying power model for this brokerage/security</returns>
-        [Obsolete("Flagged deprecated and will remove December 1st 2018")]
-        IBuyingPowerModel GetBuyingPowerModel(Security security, AccountType accountType);
-
         /// <summary>
         /// Gets the shortable provider
         /// </summary>

Common/Python/BenchmarkPythonWrapper.cs

@@ -0,0 +1,51 @@
+/*
+ * 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 QuantConnect.Benchmarks;
+using System;
+
+namespace QuantConnect.Python
+{
+    /// <summary>
+    /// Provides an implementation of <see cref="IBenchmark"/> that wraps a <see cref="PyObject"/> object
+    /// </summary>
+    public class BenchmarkPythonWrapper : IBenchmark
+    {
+        private readonly dynamic _model;
+
+        /// <summary>
+        /// Constructor for initialising the <see cref="BenchmarkPythonWrapper"/> class with wrapped <see cref="PyObject"/> object
+        /// </summary>
+        /// <param name="model">Models brokerage transactions, fees, and order</param>
+        public BenchmarkPythonWrapper(PyObject model)
+        {
+            _model = model;
+        }
+
+        /// <summary>
+        /// Evaluates this benchmark at the specified time using the method defined in the Python class
+        /// </summary>
+        /// <param name="time">The time to evaluate the benchmark at</param>
+        /// <returns>The value of the benchmark at the specified time</returns>
+        public decimal Evaluate(DateTime time)
+        {
+            using (Py.GIL())
+            {
+                return (_model.Evaluate(time) as PyObject).GetAndDispose<decimal>();
+            }
+        }
+    }
+}

Common/Python/BrokerageModelPythonWrapper.cs

@@ -19,6 +19,7 @@
 using QuantConnect.Benchmarks;
 using QuantConnect.Brokerages;
 using QuantConnect.Data.Market;
+using QuantConnect.Data.Shortable;
 using QuantConnect.Interfaces;
 using QuantConnect.Orders;
 using QuantConnect.Orders.Fees;
@@ -195,7 +196,12 @@ public IBenchmark GetBenchmark(SecurityManager securities)
         {
             using (Py.GIL())
             {
-                return (_model.GetBenchmark(securities) as PyObject).GetAndDispose<IBenchmark>();
+                var benchmark = _model.GetBenchmark(securities) as PyObject;
+                if (benchmark.TryConvert<IBenchmark>(out var csharpBenchmark))
+                {
+                    return csharpBenchmark;
+                }
+                return new BenchmarkPythonWrapper(benchmark);
             }
         }
 
@@ -208,7 +214,12 @@ public IFeeModel GetFeeModel(Security security)
         {
             using (Py.GIL())
             {
-                return (_model.GetFeeModel(security) as PyObject).GetAndDispose<IFeeModel>();
+                var feeModel = _model.GetFeeModel(security) as PyObject;
+                if (feeModel.TryConvert<IFeeModel>(out var csharpFeeModel))
+                {
+                    return csharpFeeModel;
+                }
+                return new FeeModelPythonWrapper(feeModel);
             }
         }
 
@@ -224,16 +235,9 @@ public IFillModel GetFillModel(Security security)
                 var fillModel = _model.GetFillModel(security) as PyObject;
                 if (fillModel.TryConvert<IFillModel>(out var csharpFillModel))
                 {
-                    return (_model.GetFillModel(security) as PyObject).GetAndDispose<FillModel>();
-                }
-                else if (Extensions.TryConvert<IFillModel>(fillModel, out _, allowPythonDerivative: true))
-                {
-                    return (new FillModelPythonWrapper(fillModel));
-                }
-                else
-                {
-                    throw new Exception($@"{_model.__class__.__name__} Fill Model type is not supported!");
+                    return csharpFillModel;
                 }
+                return (new FillModelPythonWrapper(fillModel));
             }
         }
 
@@ -259,23 +263,12 @@ public ISettlementModel GetSettlementModel(Security security)
         {
             using (Py.GIL())
             {
-                return (_model.GetSettlementModel(security) as PyObject).GetAndDispose<ISettlementModel>();
-            }
-        }
-
-        /// <summary>
-        /// Gets a new settlement model for the security
-        /// </summary>
-        /// <param name="security">The security to get a settlement model for</param>
-        /// <param name="accountType">The account type</param>
-        /// <returns>The settlement model for this brokerage</returns>
-        [Obsolete("Flagged deprecated and will remove December 1st 2018")]
-        public ISettlementModel GetSettlementModel(Security security, AccountType accountType)
-        {
-            using (Py.GIL())
-            {
-                return (_model.GetSettlementModel(security, accountType)
-                    as PyObject).GetAndDispose<ISettlementModel>();
+                var settlementModel = _model.GetSettlementModel(security) as PyObject;
+                if (settlementModel.TryConvert<ISettlementModel>(out var csharpSettlementModel))
+                {
+                    return csharpSettlementModel;
+                }
+                return new SettlementModelPythonWrapper(settlementModel);
             }
         }
 
@@ -288,7 +281,12 @@ public ISlippageModel GetSlippageModel(Security security)
         {
             using (Py.GIL())
             {
-                return (_model.GetSlippageModel(security) as PyObject).GetAndDispose<ISlippageModel>();
+                var slippageModel = _model.GetSlippageModel(security) as PyObject;
+                if (slippageModel.TryConvert<ISlippageModel>(out var csharpSlippageModel))
+                {
+                    return csharpSlippageModel;
+                }
+                return new SlippageModelPythonWrapper(slippageModel);
             }
         }
 
@@ -317,23 +315,12 @@ public IBuyingPowerModel GetBuyingPowerModel(Security security)
         {
             using (Py.GIL())
             {
-                return (_model.GetBuyingPowerModel(security) as PyObject).GetAndDispose<IBuyingPowerModel>();
-            }
-        }
-
-        /// <summary>
-        /// Gets a new buying power model for the security
-        /// </summary>
-        /// <param name="security">The security to get a buying power model for</param>
-        /// <param name="accountType">The account type</param>
-        /// <returns>The buying power model for this brokerage/security</returns>
-        [Obsolete("Flagged deprecated and will remove December 1st 2018")]
-        public IBuyingPowerModel GetBuyingPowerModel(Security security, AccountType accountType)
-        {
-            using (Py.GIL())
-            {
-                return (_model.GetBuyingPowerModel(security, accountType)
-                    as PyObject).GetAndDispose<IBuyingPowerModel>();
+                var buyingPowerModel = _model.GetBuyingPowerModel(security) as PyObject;
+                if (buyingPowerModel.TryConvert<IBuyingPowerModel>(out var csharpBuyingPowerModel))
+                {
+                    return csharpBuyingPowerModel;
+                }
+                return new BuyingPowerModelPythonWrapper(buyingPowerModel);
             }
         }
 
@@ -345,7 +332,12 @@ public IShortableProvider GetShortableProvider(Security security)
         {
             using (Py.GIL())
             {
-                return (_model.GetShortableProvider(security) as PyObject).GetAndDispose<IShortableProvider>();
+                var shortableProvider = _model.GetShortableProvider(security) as PyObject;
+                if (shortableProvider.TryConvert<IShortableProvider>(out var csharpShortableProvider))
+                {
+                    return csharpShortableProvider;
+                }
+                return new ShortableProviderPythonWrapper(shortableProvider);
             }
         }
 
@@ -370,7 +362,12 @@ public IMarginInterestRateModel GetMarginInterestRateModel(Security security)
         {
             using (Py.GIL())
             {
-                return (_model.GetMarginInterestRateModel(security) as PyObject).GetAndDispose<IMarginInterestRateModel>();
+                var marginInterestRateModel = _model.GetMarginInterestRateModel(security) as PyObject;
+                if (marginInterestRateModel.TryConvert<IMarginInterestRateModel>(out var csharpBuyingPowerModel))
+                {
+                    return csharpBuyingPowerModel;
+                }
+                return new MarginInterestRateModelPythonWrapper(marginInterestRateModel);
             }
         }
     }

Common/Python/SettlementModelPythonWrapper.cs

@@ -0,0 +1,50 @@
+using Python.Runtime;
+using QuantConnect.Securities;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace QuantConnect.Python
+{
+    /// <summary>
+    /// Provides an implementation of <see cref="ISettlementModel"/> that wraps a <see cref="PyObject"/> object
+    /// </summary>
+    public class SettlementModelPythonWrapper : ISettlementModel
+    {
+        private readonly dynamic _model;
+
+        /// Constructor for initialising the <see cref="SettlementModelPythonWrapper"/> class with wrapped <see cref="PyObject"/> object
+        /// </summary>
+        /// <param name="model">Models brokerage transactions, fees, and order</param>
+        public SettlementModelPythonWrapper(PyObject model)
+        {
+            _model = model;
+        }
+
+        /// <summary>
+        /// Applies cash settlement rules using Pyhon method
+        /// </summary>
+        /// <param name="applyFundsParameters">The funds application parameters</param>
+        public void ApplyFunds(ApplyFundsSettlementModelParameters applyFundsParameters)
+        {
+            using (Py.GIL())
+            {
+                _model.ApplyFunds(applyFundsParameters);
+            }
+        }
+
+        /// <summary>
+        /// Scan for pending settlements using Python method
+        /// </summary>
+        /// <param name="settlementParameters">The settlement parameters</param>
+        public void Scan(ScanSettlementModelParameters settlementParameters)
+        {
+            using (Py.GIL())
+            {
+                _model.Scan(settlementParameters);
+            }
+        }
+    }
+}

Tests/Algorithm/AlgorithmSetBrokerageTests.cs

@@ -322,11 +322,6 @@ public IBuyingPowerModel GetBuyingPowerModel(Security security)
                 throw new System.NotImplementedException();
             }
 
-            public IBuyingPowerModel GetBuyingPowerModel(Security security, AccountType accountType)
-            {
-                throw new System.NotImplementedException();
-            }
-
             public IFeeModel GetFeeModel(Security security)
             {
                 throw new System.NotImplementedException();
@@ -352,11 +347,6 @@ public ISettlementModel GetSettlementModel(Security security)
                 throw new System.NotImplementedException();
             }
 
-            public ISettlementModel GetSettlementModel(Security security, AccountType accountType)
-            {
-                throw new System.NotImplementedException();
-            }
-
             public IShortableProvider GetShortableProvider(Security security)
             {
                 throw new System.NotImplementedException();