Centralize Python/C# model detection logic

Author: JosueNina

Common/Securities/Security.cs

@@ -33,6 +33,7 @@
 using QuantConnect.Data.Fundamental;
 using QuantConnect.Interfaces;
 using QuantConnect.Data.Shortable;
+using QuantConnect.Util;
 
 namespace QuantConnect.Securities
 {
@@ -725,7 +726,7 @@ public void SetFeeModel(IFeeModel feelModel)
         /// <param name="feelModel">Model that represents a fee model</param>
         public void SetFeeModel(PyObject feelModel)
         {
-            FeeModel = new FeeModelPythonWrapper(feelModel);
+            FeeModel = PythonUtil.CreateModelOrWrapper<IFeeModel, FeeModelPythonWrapper>(feelModel);
         }
 
         /// <summary>
@@ -743,7 +744,7 @@ public void SetFillModel(IFillModel fillModel)
         /// <param name="fillModel">Model that represents a fill model</param>
         public void SetFillModel(PyObject fillModel)
         {
-            FillModel = new FillModelPythonWrapper(fillModel);
+            FillModel = PythonUtil.CreateModelOrWrapper<IFillModel, FillModelPythonWrapper>(fillModel);
         }
 
         /// <summary>
@@ -761,7 +762,7 @@ public void SetSettlementModel(ISettlementModel settlementModel)
         /// <param name="settlementModel">Model that represents a settlement model</param>
         public void SetSettlementModel(PyObject settlementModel)
         {
-            SettlementModel = new SettlementModelPythonWrapper(settlementModel);
+            SettlementModel = PythonUtil.CreateModelOrWrapper<ISettlementModel, SettlementModelPythonWrapper>(settlementModel);
         }
 
         /// <summary>
@@ -779,7 +780,7 @@ public void SetSlippageModel(ISlippageModel slippageModel)
         /// <param name="slippageModel">Model that represents a slippage model</param>
         public void SetSlippageModel(PyObject slippageModel)
         {
-            SlippageModel = new SlippageModelPythonWrapper(slippageModel);
+            SlippageModel = PythonUtil.CreateModelOrWrapper<ISlippageModel, SlippageModelPythonWrapper>(slippageModel);
         }
 
         /// <summary>
@@ -797,7 +798,7 @@ public void SetVolatilityModel(IVolatilityModel volatilityModel)
         /// <param name="volatilityModel">Model that represents a volatility model</param>
         public void SetVolatilityModel(PyObject volatilityModel)
         {
-            VolatilityModel = new VolatilityModelPythonWrapper(volatilityModel);
+            VolatilityModel = PythonUtil.CreateModelOrWrapper<IVolatilityModel, VolatilityModelPythonWrapper>(volatilityModel);
         }
 
         /// <summary>
@@ -815,7 +816,7 @@ public void SetBuyingPowerModel(IBuyingPowerModel buyingPowerModel)
         /// <param name="pyObject">Model that represents a security's model of buying power</param>
         public void SetBuyingPowerModel(PyObject pyObject)
         {
-            SetBuyingPowerModel(new BuyingPowerModelPythonWrapper(pyObject));
+            BuyingPowerModel = PythonUtil.CreateModelOrWrapper<IBuyingPowerModel, BuyingPowerModelPythonWrapper>(pyObject);
         }
 
         /// <summary>
@@ -833,7 +834,7 @@ public void SetMarginInterestRateModel(IMarginInterestRateModel marginInterestRa
         /// <param name="pyObject">Model that represents a security's model of margin interest rate</param>
         public void SetMarginInterestRateModel(PyObject pyObject)
         {
-            SetMarginInterestRateModel(new MarginInterestRateModelPythonWrapper(pyObject));
+            MarginInterestRateModel = PythonUtil.CreateModelOrWrapper<IMarginInterestRateModel, MarginInterestRateModelPythonWrapper>(pyObject);
         }
 
         /// <summary>
@@ -851,7 +852,7 @@ public void SetMarginModel(IBuyingPowerModel marginModel)
         /// <param name="pyObject">Model that represents a security's model of buying power</param>
         public void SetMarginModel(PyObject pyObject)
         {
-            SetMarginModel(new BuyingPowerModelPythonWrapper(pyObject));
+            MarginModel = PythonUtil.CreateModelOrWrapper<IBuyingPowerModel, BuyingPowerModelPythonWrapper>(pyObject);
         }
 
         /// <summary>
@@ -860,21 +861,7 @@ public void SetMarginModel(PyObject pyObject)
         /// <param name="pyObject">Python class that represents a custom shortable provider</param>
         public void SetShortableProvider(PyObject pyObject)
         {
-            if (pyObject.TryConvert<IShortableProvider>(out var shortableProvider))
-            {
-                SetShortableProvider(shortableProvider);
-            }
-            else if (Extensions.TryConvert<IShortableProvider>(pyObject, out _, allowPythonDerivative: true))
-            {
-                SetShortableProvider(new ShortableProviderPythonWrapper(pyObject));
-            }
-            else
-            {
-                using (Py.GIL())
-                {
-                    throw new Exception($"SetShortableProvider: {pyObject.Repr()} is not a valid argument");
-                }
-            }
+            ShortableProvider = PythonUtil.CreateModelOrWrapper<IShortableProvider, ShortableProviderPythonWrapper>(pyObject);
         }
 
         /// <summary>
@@ -893,21 +880,7 @@ public void SetShortableProvider(IShortableProvider shortableProvider)
         /// <exception cref="ArgumentException"></exception>
         public void SetDataFilter(PyObject pyObject)
         {
-            if (pyObject.TryConvert<ISecurityDataFilter>(out var dataFilter))
-            {
-                SetDataFilter(dataFilter);
-            }
-            else if (Extensions.TryConvert<ISecurityDataFilter>(pyObject, out _, allowPythonDerivative: true))
-            {
-                SetDataFilter(new SecurityDataFilterPythonWrapper(pyObject));
-            }
-            else
-            {
-                using (Py.GIL())
-                {
-                    throw new ArgumentException($"SetDataFilter: {pyObject.Repr()} is not a valid argument");
-                }
-            }
+            DataFilter = PythonUtil.CreateModelOrWrapper<ISecurityDataFilter, SecurityDataFilterPythonWrapper>(pyObject);
         }
 
         /// <summary>

Common/Util/PythonUtil.cs

@@ -361,5 +361,35 @@ public static IEnumerable<Symbol> ConvertToSymbols(PyObject input)
             }
             return symbolsList;
         }
+
+        /// <summary>
+        /// Creates either a pure C# model instance or a Python wrapper based on the input PyObject
+        /// </summary>
+        /// <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>
+        /// <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)
+            where TInterface : class
+            where TWrapper : TInterface
+        {
+            using (Py.GIL())
+            {
+                if (pyObject.TryConvert<TInterface>(out var model))
+                {
+                    // This object is pure C#
+                    return model;
+                }
+
+                if (Extensions.TryConvert<TInterface>(pyObject, out _, allowPythonDerivative: true))
+                {
+                    // Create the appropriate Python wrapper
+                    return (TInterface)Activator.CreateInstance(typeof(TWrapper), pyObject);
+                }
+
+                throw new ArgumentException($"Invalid argument: {pyObject.Repr()} is not a valid {typeof(TInterface).Name}");
+            }
+        }
     }
 }