Addressed review comments

QuantConnect · Jan 10, 2025 · 9fee55d · 9fee55d
1 parent c8bfd98
commit 9fee55d
Showing 1 changed file with 20 additions and 32 deletions.
diff --git a/Common/Util/CurrencyPairUtil.cs b/Common/Util/CurrencyPairUtil.cs
@@ -29,6 +29,8 @@ public static class CurrencyPairUtil
         private static readonly Lazy<SymbolPropertiesDatabase> SymbolPropertiesDatabase =
             new Lazy<SymbolPropertiesDatabase>(Securities.SymbolPropertiesDatabase.FromDataFolder);
 
+        private static readonly int[][] PotentialStableCoins = { [1, 3], [1, 2], [0, 3], [0, 2] };
+
         /// <summary>
         /// Tries to decomposes the specified currency pair into a base and quote currency provided as out parameters
         /// </summary>
@@ -202,51 +204,37 @@ public enum Match
         /// <returns>The <see cref="Match"/> member that represents the relation between the two pairs</returns>
         public static Match ComparePair(this Symbol pairA, string baseCurrencyB, string quoteCurrencyB)
         {
-            var pairAValue = "";
-
-            // Check for a stablecoin between the currencies
-            if (TryDecomposeCurrencyPair(pairA, out var baseCurrencyA, out var quoteCurrencyA))
+            if (!TryDecomposeCurrencyPair(pairA, out var baseCurrencyA, out var quoteCurrencyA))
             {
-                pairAValue = string.Concat(baseCurrencyA, "||", quoteCurrencyA);
-                var currencies = new string[] { baseCurrencyA, quoteCurrencyA, baseCurrencyB, quoteCurrencyB };
-                var isThereAnyMatch = false;
-
-                // Compute all the potential stablecoins
-                var potentialStableCoins = new int[][]
-                {
-                    new int[]{ 1, 3 },
-                    new int[]{ 1, 2 },
-                    new int[]{ 0, 3 },
-                    new int[]{ 0, 2 }
-                };
+                return Match.NoMatch;
+            }
 
-                foreach (var pair in potentialStableCoins)
-                {
-                    if (Currencies.IsStableCoinWithoutPair(currencies[pair[0]] + currencies[pair[1]], pairA.ID.Market)
-                        || Currencies.IsStableCoinWithoutPair(currencies[pair[1]] + currencies[pair[0]], pairA.ID.Market))
-                    {
-                        // If there's a stablecoin between them, assign to currency in pair A the value
-                        // of the currency in pair B 
-                        currencies[pair[0]] = currencies[pair[1]];
-                        isThereAnyMatch = true;
-                    }
-                }
+            // Check for a stablecoin between the currencies
+            var currencies = new string[] { baseCurrencyA, quoteCurrencyA, baseCurrencyB, quoteCurrencyB };
+            var isThereAnyMatch = false;
 
-                // Update the value of pairAValue if there was a match
-                if (isThereAnyMatch)
+            // Compute all the potential stablecoins
+            foreach (var pair in PotentialStableCoins)
+            {
+                if (Currencies.IsStableCoinWithoutPair(currencies[pair[0]] + currencies[pair[1]], pairA.ID.Market)
+                    || Currencies.IsStableCoinWithoutPair(currencies[pair[1]] + currencies[pair[0]], pairA.ID.Market))
                 {
-                    pairAValue = string.Concat(currencies[0], "||", currencies[1]);
+                    // If there's a stablecoin between them, assign to currency in pair A the value
+                    // of the currency in pair B 
+                    currencies[pair[0]] = currencies[pair[1]];
+                    isThereAnyMatch = true;
                 }
             }
 
-            var directPair = string.Concat(baseCurrencyB, "||", quoteCurrencyB);
-            var inversePair = string.Concat(quoteCurrencyB, "||", baseCurrencyB);
+            string pairAValue = isThereAnyMatch ? string.Concat(currencies[0], "||", currencies[1]) : string.Concat(baseCurrencyA, "||", quoteCurrencyA);
 
+            var directPair = string.Concat(baseCurrencyB, "||", quoteCurrencyB);
             if (pairAValue == directPair)
             {
                 return Match.ExactMatch;
             }
 
+            var inversePair = string.Concat(quoteCurrencyB, "||", baseCurrencyB);
             if (pairAValue == inversePair)
             {
                 return Match.InverseMatch;