Improve helper method

Author: JosueNina

Common/Securities/Security.cs

@@ -861,7 +861,7 @@ public void SetMarginModel(PyObject pyObject)
         /// <param name="pyObject">Python class that represents a custom shortable provider</param>
         public void SetShortableProvider(PyObject pyObject)
         {
-            ShortableProvider = PythonUtil.CreateModelOrWrapper<IShortableProvider, ShortableProviderPythonWrapper>(pyObject);
+            ShortableProvider = PythonUtil.CreateModelOrWrapper<IShortableProvider, ShortableProviderPythonWrapper>(pyObject, true);
         }
 
         /// <summary>
@@ -880,7 +880,7 @@ public void SetShortableProvider(IShortableProvider shortableProvider)
         /// <exception cref="ArgumentException"></exception>
         public void SetDataFilter(PyObject pyObject)
         {
-            DataFilter = PythonUtil.CreateModelOrWrapper<ISecurityDataFilter, SecurityDataFilterPythonWrapper>(pyObject);
+            DataFilter = PythonUtil.CreateModelOrWrapper<ISecurityDataFilter, SecurityDataFilterPythonWrapper>(pyObject, true);
         }
 
         /// <summary>

Common/Util/PythonUtil.cs

@@ -368,27 +368,31 @@ public static IEnumerable<Symbol> ConvertToSymbols(PyObject input)
         /// <typeparam name="TInterface">The interface type expected</typeparam>
         /// <typeparam name="TWrapper">The Python wrapper type for TInterface</typeparam>
         /// <param name="pyObject">The Python object to convert</param>
+        /// <param name="requiresImplementation">True to require Python objects to inherit/implement the model</param>
         /// <returns>Either a pure C# instance or a Python wrapper implementing TInterface</returns>
         /// <exception cref="ArgumentException">Thrown when pyObject is not a valid TInterface</exception>
-        public static TInterface CreateModelOrWrapper<TInterface, TWrapper>(PyObject pyObject)
+        public static TInterface CreateModelOrWrapper<TInterface, TWrapper>(
+            PyObject pyObject,
+            bool requiresImplementation = false)
             where TInterface : class
             where TWrapper : TInterface
         {
             using (Py.GIL())
             {
+                // This is a pure C# object
                 if (pyObject.TryConvert<TInterface>(out var model))
                 {
-                    // This object is pure C#
                     return model;
                 }
 
-                if (Extensions.TryConvert<TInterface>(pyObject, out _, allowPythonDerivative: true))
+                // If we require the object to implement the model
+                if (requiresImplementation && !Extensions.TryConvert<TInterface>(pyObject, out _, allowPythonDerivative: true))
                 {
-                    // Create the appropriate Python wrapper
-                    return (TInterface)Activator.CreateInstance(typeof(TWrapper), pyObject);
+                    throw new ArgumentException($"{typeof(TInterface).Name}: {pyObject.Repr()} is not a valid argument");
                 }
 
-                throw new ArgumentException($"Invalid argument: {pyObject.Repr()} is not a valid {typeof(TInterface).Name}");
+                // Create the appropriate Python wrapper
+                return (TInterface)Activator.CreateInstance(typeof(TWrapper), pyObject);
             }
         }
     }