Replace manual TryConvert checks with CreateInstanceOrWrapper helper

JosueNina · JosueNina · commit 2f051429d474 · 2025-12-08T15:09:09.000-05:00
diff --git a/Algorithm/Alphas/CompositeAlphaModel.cs b/Algorithm/Alphas/CompositeAlphaModel.cs
@@ -116,11 +116,10 @@ public void AddAlpha(IAlphaModel alphaModel)
         /// <param name="pyAlphaModel">The alpha model to add</param>
         public void AddAlpha(PyObject pyAlphaModel)
         {
-            IAlphaModel alphaModel;
-            if (!pyAlphaModel.TryConvert(out alphaModel))
-            {
-                alphaModel = new AlphaModelPythonWrapper(pyAlphaModel);
-            }
+            var alphaModel = PythonUtil.CreateInstanceOrWrapper<IAlphaModel>(
+                pyAlphaModel,
+                py => new AlphaModelPythonWrapper(py)
+            );
             _alphaModels.Add(alphaModel);
         }
     }
diff --git a/Algorithm/QCAlgorithm.Framework.Python.cs b/Algorithm/QCAlgorithm.Framework.Python.cs
@@ -19,6 +19,7 @@
 using QuantConnect.Algorithm.Framework.Portfolio;
 using QuantConnect.Algorithm.Framework.Risk;
 using QuantConnect.Algorithm.Framework.Selection;
+using QuantConnect.Util;
 
 namespace QuantConnect.Algorithm
 {
@@ -31,15 +32,10 @@ public partial class QCAlgorithm
         [DocumentationAttribute(AlgorithmFramework)]
         public void SetAlpha(PyObject alpha)
         {
-            IAlphaModel model;
-            if (alpha.TryConvert(out model))
-            {
-                SetAlpha(model);
-            }
-            else
-            {
-                Alpha = new AlphaModelPythonWrapper(alpha);
-            }
+            Alpha = PythonUtil.CreateInstanceOrWrapper<IAlphaModel>(
+                alpha,
+                py => new AlphaModelPythonWrapper(py)
+            );
         }
 
         /// <summary>
@@ -49,15 +45,11 @@ public void SetAlpha(PyObject alpha)
         [DocumentationAttribute(AlgorithmFramework)]
         public void AddAlpha(PyObject alpha)
         {
-            IAlphaModel model;
-            if (alpha.TryConvert(out model))
-            {
-                AddAlpha(model);
-            }
-            else
-            {
-                AddAlpha(new AlphaModelPythonWrapper(alpha));
-            }
+            var model = PythonUtil.CreateInstanceOrWrapper<IAlphaModel>(
+                alpha,
+                py => new AlphaModelPythonWrapper(py)
+            );
+            AddAlpha(model);
         }
 
         /// <summary>
@@ -68,15 +60,10 @@ public void AddAlpha(PyObject alpha)
         [DocumentationAttribute(TradingAndOrders)]
         public void SetExecution(PyObject execution)
         {
-            IExecutionModel model;
-            if (execution.TryConvert(out model))
-            {
-                SetExecution(model);
-            }
-            else
-            {
-                Execution = new ExecutionModelPythonWrapper(execution);
-            }
+            Execution = PythonUtil.CreateInstanceOrWrapper<IExecutionModel>(
+                execution,
+                py => new ExecutionModelPythonWrapper(py)
+            );
         }
 
         /// <summary>
@@ -87,15 +74,10 @@ public void SetExecution(PyObject execution)
         [DocumentationAttribute(TradingAndOrders)]
         public void SetPortfolioConstruction(PyObject portfolioConstruction)
         {
-            IPortfolioConstructionModel model;
-            if (portfolioConstruction.TryConvert(out model))
-            {
-                SetPortfolioConstruction(model);
-            }
-            else
-            {
-                PortfolioConstruction = new PortfolioConstructionModelPythonWrapper(portfolioConstruction);
-            }
+            PortfolioConstruction = PythonUtil.CreateInstanceOrWrapper<IPortfolioConstructionModel>(
+                portfolioConstruction,
+                py => new PortfolioConstructionModelPythonWrapper(py)
+            );
         }
 
         /// <summary>
@@ -106,12 +88,10 @@ public void SetPortfolioConstruction(PyObject portfolioConstruction)
         [DocumentationAttribute(Universes)]
         public void SetUniverseSelection(PyObject universeSelection)
         {
-            IUniverseSelectionModel model;
-            if (!universeSelection.TryConvert(out model))
-            {
-                model = new UniverseSelectionModelPythonWrapper(universeSelection);
-            }
-            SetUniverseSelection(model);
+            UniverseSelection = PythonUtil.CreateInstanceOrWrapper<IUniverseSelectionModel>(
+                universeSelection,
+                py => new UniverseSelectionModelPythonWrapper(py)
+            );
         }
 
         /// <summary>
@@ -122,11 +102,10 @@ public void SetUniverseSelection(PyObject universeSelection)
         [DocumentationAttribute(Universes)]
         public void AddUniverseSelection(PyObject universeSelection)
         {
-            IUniverseSelectionModel model;
-            if (!universeSelection.TryConvert(out model))
-            {
-                model = new UniverseSelectionModelPythonWrapper(universeSelection);
-            }
+            var model = PythonUtil.CreateInstanceOrWrapper<IUniverseSelectionModel>(
+                universeSelection,
+                py => new UniverseSelectionModelPythonWrapper(py)
+            );
             AddUniverseSelection(model);
         }
 
@@ -138,15 +117,10 @@ public void AddUniverseSelection(PyObject universeSelection)
         [DocumentationAttribute(TradingAndOrders)]
         public void SetRiskManagement(PyObject riskManagement)
         {
-            IRiskManagementModel model;
-            if (riskManagement.TryConvert(out model))
-            {
-                SetRiskManagement(model);
-            }
-            else
-            {
-                RiskManagement = new RiskManagementModelPythonWrapper(riskManagement);
-            }
+            RiskManagement = PythonUtil.CreateInstanceOrWrapper<IRiskManagementModel>(
+                riskManagement,
+                py => new RiskManagementModelPythonWrapper(py)
+            );
         }
 
         /// <summary>
@@ -157,11 +131,10 @@ public void SetRiskManagement(PyObject riskManagement)
         [DocumentationAttribute(TradingAndOrders)]
         public void AddRiskManagement(PyObject riskManagement)
         {
-            IRiskManagementModel model;
-            if (!riskManagement.TryConvert(out model))
-            {
-                model = new RiskManagementModelPythonWrapper(riskManagement);
-            }
+            var model = PythonUtil.CreateInstanceOrWrapper<IRiskManagementModel>(
+                riskManagement,
+                py => new RiskManagementModelPythonWrapper(py)
+            );
             AddRiskManagement(model);
         }
     }
diff --git a/Algorithm/QCAlgorithm.Python.cs b/Algorithm/QCAlgorithm.Python.cs
@@ -1372,7 +1372,7 @@ public void SetBenchmark(PyObject benchmark)
         [DocumentationAttribute(Modeling)]
         public void SetBrokerageModel(PyObject model)
         {
-            var brokerageModel = PythonUtil.CreateModelOrWrapper<IBrokerageModel>(
+            var brokerageModel = PythonUtil.CreateInstanceOrWrapper<IBrokerageModel>(
                 model,
                 py => new BrokerageModelPythonWrapper(py)
             );
@@ -1390,7 +1390,7 @@ public void SetBrokerageModel(PyObject model)
         [DocumentationAttribute(Logging)]
         public void SetBrokerageMessageHandler(PyObject handler)
         {
-            var brokerageMessageHandler = PythonUtil.CreateModelOrWrapper<IBrokerageMessageHandler>(
+            var brokerageMessageHandler = PythonUtil.CreateInstanceOrWrapper<IBrokerageMessageHandler>(
                 handler,
                 py => new BrokerageMessageHandlerPythonWrapper(py)
             );
@@ -1404,7 +1404,7 @@ public void SetBrokerageMessageHandler(PyObject handler)
         [DocumentationAttribute(Modeling)]
         public void SetRiskFreeInterestRateModel(PyObject model)
         {
-            var riskFreeInterestRateModel = PythonUtil.CreateModelOrWrapper<IRiskFreeInterestRateModel>(
+            var riskFreeInterestRateModel = PythonUtil.CreateInstanceOrWrapper<IRiskFreeInterestRateModel>(
                 model,
                 py => new RiskFreeInterestRateModelPythonWrapper(py)
             );
diff --git a/Algorithm/Risk/CompositeRiskManagementModel.cs b/Algorithm/Risk/CompositeRiskManagementModel.cs
@@ -49,7 +49,7 @@ public CompositeRiskManagementModel(params IRiskManagementModel[] riskManagement
         /// Initializes a new instance of the <see cref="CompositeRiskManagementModel"/> class
         /// </summary>
         /// <param name="riskManagementModels">The individual risk management models defining this composite model</param>
-        public CompositeRiskManagementModel(IEnumerable<IRiskManagementModel>riskManagementModels)
+        public CompositeRiskManagementModel(IEnumerable<IRiskManagementModel> riskManagementModels)
         {
             foreach (var riskManagementModel in riskManagementModels)
             {
@@ -129,11 +129,10 @@ public void AddRiskManagement(IRiskManagementModel riskManagementModel)
         /// <param name="pyRiskManagementModel">The risk management model to add</param>
         public void AddRiskManagement(PyObject pyRiskManagementModel)
         {
-            IRiskManagementModel riskManagementModel;
-            if (!pyRiskManagementModel.TryConvert(out riskManagementModel))
-            {
-                riskManagementModel = new RiskManagementModelPythonWrapper(pyRiskManagementModel);
-            }
+            var riskManagementModel = PythonUtil.CreateInstanceOrWrapper<IRiskManagementModel>(
+                pyRiskManagementModel,
+                py => new RiskManagementModelPythonWrapper(py)
+            );
             _riskManagementModels.Add(riskManagementModel);
         }
     }
diff --git a/Common/Algorithm/Framework/Alphas/Analysis/InsightManager.cs b/Common/Algorithm/Framework/Alphas/Analysis/InsightManager.cs
@@ -17,6 +17,7 @@
 using Python.Runtime;
 using QuantConnect.Interfaces;
 using System.Collections.Generic;
+using QuantConnect.Util;
 
 namespace QuantConnect.Algorithm.Framework.Alphas.Analysis
 {
@@ -61,15 +62,10 @@ public void SetInsightScoreFunction(IInsightScoreFunction insightScoreFunction)
         /// <param name="insightScoreFunction">Model that scores insights</param>
         public void SetInsightScoreFunction(PyObject insightScoreFunction)
         {
-            IInsightScoreFunction model;
-            if (insightScoreFunction.TryConvert(out model))
-            {
-                SetInsightScoreFunction(model);
-            }
-            else
-            {
-                _insightScoreFunction = new InsightScoreFunctionPythonWrapper(insightScoreFunction);
-            }
+            _insightScoreFunction = PythonUtil.CreateInstanceOrWrapper<IInsightScoreFunction>(
+                insightScoreFunction,
+                py => new InsightScoreFunctionPythonWrapper(py)
+            );
         }
 
         /// <summary>
diff --git a/Common/Algorithm/Framework/Portfolio/SignalExports/SignalExportManager.cs b/Common/Algorithm/Framework/Portfolio/SignalExports/SignalExportManager.cs
@@ -84,10 +84,10 @@ public void AddSignalExportProvider(ISignalExportTarget signalExport)
         /// <param name="signalExport">Signal export provider</param>
         public void AddSignalExportProvider(PyObject signalExport)
         {
-            if (!signalExport.TryConvert<ISignalExportTarget>(out var managedSignalExport))
-            {
-                managedSignalExport = new SignalExportTargetPythonWrapper(signalExport);
-            }
+            var managedSignalExport = PythonUtil.CreateInstanceOrWrapper<ISignalExportTarget>(
+                signalExport,
+                py => new SignalExportTargetPythonWrapper(py)
+            );
             AddSignalExportProvider(managedSignalExport);
         }
 
@@ -172,7 +172,7 @@ public bool SetTargetPortfolio(params PortfolioTarget[] portfolioTargets)
             }
 
             if (_signalExports.IsNullOrEmpty())
-            { 
+            {
                 return false;
             }
 
diff --git a/Common/Data/SubscriptionManager.cs b/Common/Data/SubscriptionManager.cs
@@ -216,11 +216,10 @@ public void AddConsolidator(Symbol symbol, IDataConsolidator consolidator, TickT
         /// <param name="pyConsolidator">The custom python consolidator</param>
         public void AddConsolidator(Symbol symbol, PyObject pyConsolidator)
         {
-            if (!pyConsolidator.TryConvert(out IDataConsolidator consolidator))
-            {
-                consolidator = new DataConsolidatorPythonWrapper(pyConsolidator);
-            }
-
+            var consolidator = PythonUtil.CreateInstanceOrWrapper<IDataConsolidator>(
+                pyConsolidator,
+                py => new DataConsolidatorPythonWrapper(py)
+            );
             AddConsolidator(symbol, consolidator);
         }
 
diff --git a/Common/Python/DividendYieldModelPythonWrapper.cs b/Common/Python/DividendYieldModelPythonWrapper.cs
@@ -16,6 +16,7 @@
 using System;
 using Python.Runtime;
 using QuantConnect.Data;
+using QuantConnect.Util;
 
 namespace QuantConnect.Python
 {
@@ -62,11 +63,10 @@ public decimal GetDividendYield(DateTime date, decimal securityPrice)
         /// <returns>The converted <see cref="IDividendYieldModel"/> instance</returns>
         public static IDividendYieldModel FromPyObject(PyObject model)
         {
-            if (!model.TryConvert(out IDividendYieldModel dividendYieldModel))
-            {
-                dividendYieldModel = new DividendYieldModelPythonWrapper(model);
-            }
-
+            var dividendYieldModel = PythonUtil.CreateInstanceOrWrapper<IDividendYieldModel>(
+                model,
+                py => new DividendYieldModelPythonWrapper(py)
+            );
             return dividendYieldModel;
         }
     }
diff --git a/Common/Python/RiskFreeInterestRateModelPythonWrapper.cs b/Common/Python/RiskFreeInterestRateModelPythonWrapper.cs
@@ -16,6 +16,7 @@
 using System;
 using Python.Runtime;
 using QuantConnect.Data;
+using QuantConnect.Util;
 
 namespace QuantConnect.Python
 {
@@ -50,11 +51,10 @@ public decimal GetInterestRate(DateTime date)
         /// <returns>The converted <see cref="IRiskFreeInterestRateModel"/> instance</returns>
         public static IRiskFreeInterestRateModel FromPyObject(PyObject model)
         {
-            if (!model.TryConvert(out IRiskFreeInterestRateModel riskFreeInterestRateModel))
-            {
-                riskFreeInterestRateModel = new RiskFreeInterestRateModelPythonWrapper(model);
-            }
-
+            var riskFreeInterestRateModel = PythonUtil.CreateInstanceOrWrapper<IRiskFreeInterestRateModel>(
+                model,
+                py => new RiskFreeInterestRateModelPythonWrapper(py)
+            );
             return riskFreeInterestRateModel;
         }
     }
diff --git a/Common/Securities/Option/Option.cs b/Common/Securities/Option/Option.cs
@@ -462,7 +462,7 @@ public IDerivativeSecurityFilter<OptionUniverse> ContractFilter
         /// <param name="pyObject">The option assignment model to use</param>
         public void SetOptionAssignmentModel(PyObject pyObject)
         {
-            OptionAssignmentModel = PythonUtil.CreateModelOrWrapper<IOptionAssignmentModel>(
+            OptionAssignmentModel = PythonUtil.CreateInstanceOrWrapper<IOptionAssignmentModel>(
                 pyObject,
                 py => new OptionAssignmentModelPythonWrapper(py)
             );
@@ -483,7 +483,7 @@ public void SetOptionAssignmentModel(IOptionAssignmentModel optionAssignmentMode
         /// <param name="pyObject">The option exercise model to use</param>
         public void SetOptionExerciseModel(PyObject pyObject)
         {
-            OptionExerciseModel = PythonUtil.CreateModelOrWrapper<IOptionExerciseModel>(
+            OptionExerciseModel = PythonUtil.CreateInstanceOrWrapper<IOptionExerciseModel>(
                 pyObject,
                 py => new OptionExerciseModelPythonWrapper(py)
             );
diff --git a/Common/Securities/Security.cs b/Common/Securities/Security.cs
diff --git a/Common/Util/PythonUtil.cs b/Common/Util/PythonUtil.cs
diff --git a/Tests/Common/Util/PythonUtilTests.cs b/Tests/Common/Util/PythonUtilTests.cs

Original file line number	Diff line number	Diff line change
`@@ -116,11 +116,10 @@ public void AddAlpha(IAlphaModel alphaModel)`
`116`	`116`	`/// <param name="pyAlphaModel">The alpha model to add</param>`
`117`	`117`	`public void AddAlpha(PyObject pyAlphaModel)`
`118`	`118`	`{`
`119`		`- IAlphaModel alphaModel;`
`120`		`- if (!pyAlphaModel.TryConvert(out alphaModel))`
`121`		`- {`
`122`		`- alphaModel = new AlphaModelPythonWrapper(pyAlphaModel);`
`123`		`- }`
	`119`	`+ var alphaModel = PythonUtil.CreateInstanceOrWrapper<IAlphaModel>(`
	`120`	`+ pyAlphaModel,`
	`121`	`+ py => new AlphaModelPythonWrapper(py)`
	`122`	`+ );`
`124`	`123`	`_alphaModels.Add(alphaModel);`
`125`	`124`	`}`
`126`	`125`	`}`
Original file line number	Diff line number	Diff line change
`@@ -49,7 +49,7 @@ public CompositeRiskManagementModel(params IRiskManagementModel[] riskManagement`
`49`	`49`	`/// Initializes a new instance of the <see cref="CompositeRiskManagementModel"/> class`
`50`	`50`	`/// </summary>`
`51`	`51`	`/// <param name="riskManagementModels">The individual risk management models defining this composite model</param>`
`52`		`- public CompositeRiskManagementModel(IEnumerable<IRiskManagementModel>riskManagementModels)`
	`52`	`+ public CompositeRiskManagementModel(IEnumerable<IRiskManagementModel> riskManagementModels)`
`53`	`53`	`{`
`54`	`54`	`foreach (var riskManagementModel in riskManagementModels)`
`55`	`55`	`{`
`@@ -129,11 +129,10 @@ public void AddRiskManagement(IRiskManagementModel riskManagementModel)`
`129`	`129`	`/// <param name="pyRiskManagementModel">The risk management model to add</param>`
`130`	`130`	`public void AddRiskManagement(PyObject pyRiskManagementModel)`
`131`	`131`	`{`
`132`		`- IRiskManagementModel riskManagementModel;`
`133`		`- if (!pyRiskManagementModel.TryConvert(out riskManagementModel))`
`134`		`- {`
`135`		`- riskManagementModel = new RiskManagementModelPythonWrapper(pyRiskManagementModel);`
`136`		`- }`
	`132`	`+ var riskManagementModel = PythonUtil.CreateInstanceOrWrapper<IRiskManagementModel>(`
	`133`	`+ pyRiskManagementModel,`
	`134`	`+ py => new RiskManagementModelPythonWrapper(py)`
	`135`	`+ );`
`137`	`136`	`_riskManagementModels.Add(riskManagementModel);`
`138`	`137`	`}`
`139`	`138`	`}`
Original file line number	Diff line number	Diff line change
`@@ -84,10 +84,10 @@ public void AddSignalExportProvider(ISignalExportTarget signalExport)`
`84`	`84`	`/// <param name="signalExport">Signal export provider</param>`
`85`	`85`	`public void AddSignalExportProvider(PyObject signalExport)`
`86`	`86`	`{`
`87`		`- if (!signalExport.TryConvert<ISignalExportTarget>(out var managedSignalExport))`
`88`		`- {`
`89`		`- managedSignalExport = new SignalExportTargetPythonWrapper(signalExport);`
`90`		`- }`
	`87`	`+ var managedSignalExport = PythonUtil.CreateInstanceOrWrapper<ISignalExportTarget>(`
	`88`	`+ signalExport,`
	`89`	`+ py => new SignalExportTargetPythonWrapper(py)`
	`90`	`+ );`
`91`	`91`	`AddSignalExportProvider(managedSignalExport);`
`92`	`92`	`}`
`93`	`93`
`@@ -172,7 +172,7 @@ public bool SetTargetPortfolio(params PortfolioTarget[] portfolioTargets)`
`172`	`172`	`}`
`173`	`173`
`174`	`174`	`if (_signalExports.IsNullOrEmpty())`
`175`		`- {`
	`175`	`+ {`
`176`	`176`	`return false;`
`177`	`177`	`}`
`178`	`178`
Original file line number	Diff line number	Diff line change
`@@ -16,6 +16,7 @@`
`16`	`16`	`using System;`
`17`	`17`	`using Python.Runtime;`
`18`	`18`	`using QuantConnect.Data;`
	`19`	`+using QuantConnect.Util;`
`19`	`20`
`20`	`21`	`namespace QuantConnect.Python`
`21`	`22`	`{`
`@@ -62,11 +63,10 @@ public decimal GetDividendYield(DateTime date, decimal securityPrice)`
`62`	`63`	`/// <returns>The converted <see cref="IDividendYieldModel"/> instance</returns>`
`63`	`64`	`public static IDividendYieldModel FromPyObject(PyObject model)`
`64`	`65`	`{`
`65`		`- if (!model.TryConvert(out IDividendYieldModel dividendYieldModel))`
`66`		`- {`
`67`		`- dividendYieldModel = new DividendYieldModelPythonWrapper(model);`
`68`		`- }`
`69`		`-`
	`66`	`+ var dividendYieldModel = PythonUtil.CreateInstanceOrWrapper<IDividendYieldModel>(`
	`67`	`+ model,`
	`68`	`+ py => new DividendYieldModelPythonWrapper(py)`
	`69`	`+ );`
`70`	`70`	`return dividendYieldModel;`
`71`	`71`	`}`
`72`	`72`	`}`