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Python consolidator removal directly from Python #7995

Merged
merged 5 commits into from
May 6, 2024
Merged

Python consolidator removal directly from Python #7995

merged 5 commits into from
May 6, 2024

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jhonabreul
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@jhonabreul jhonabreul commented May 3, 2024 •
edited

Description

Keep cache for python consolidators in the SubscriptionManager to avoid loosing references to the underlying PyObject consolidator instance.

A manual removal of the consolidator from Python, when a custom Python class consolidator or a generic C# one is used, failed because they get wrapped internally in a DataConsolidatorPythonWrapper.

Additional fix: PyObject.TryConvert extension method to succeed for python objects that wrap a C# instance of a generic class.

Related Issue

Closes #7968

Motivation and Context

Requires Documentation Change

How Has This Been Tested?

  • Unit tests
  • Existing PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm using the Python PearsonCorrelationPairsTradingAlphaModel

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

Martin-Molinero
Martin-Molinero approved these changes May 6, 2024
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Nice work! 👍 shared minor comment in slack

@jhonabreul jhonabreul merged commit bac3ec0 into QuantConnect:master May 6, 2024
7 checks passed
@jhonabreul jhonabreul deleted the bug-7986-maually-removing-indicator branch May 6, 2024 18:44
Martin-Molinero added a commit that referenced this pull request May 9, 2024
@Martin-Molinero
Revert "Python consolidator removal directly from Python (#7995)"
e049f79 
This reverts commit bac3ec0.
@Martin-Molinero Martin-Molinero mentioned this pull request May 9, 2024
Merged
Martin-Molinero added a commit that referenced this pull request May 9, 2024
@Martin-Molinero
Revert "Python consolidator removal directly from Python (#7995)" (#8006
f5f2da3 
)

This reverts commit bac3ec0.
jhonabreul added a commit to jhonabreul/Lean that referenced this pull request May 9, 2024
@jhonabreul
Reapply "Python consolidator removal directly from Python (QuantConne…
7830a25 
…ct#7995)" (QuantConnect#8006)

This reverts commit f5f2da3.
@jhonabreul jhonabreul mentioned this pull request May 9, 2024
Merged
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jhonabreul added a commit that referenced this pull request May 9, 2024
@jhonabreul
Bug python type comparison (#8008)
b079d32 
* Reapply "Python consolidator removal directly from Python (#7995)" (#8006)

This reverts commit f5f2da3.

* Reapply "Fix: interface property implementation in python models (#7987)" (#8007)

This reverts commit 356b51f.

* Fix: PyObject.TryConvert compares c# and py type by reference
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@Martin-Molinero Martin-Molinero Martin-Molinero approved these changes

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Manually remove identity consolidator
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@jhonabreul @Martin-Molinero