Add missing PyObject.Dispose calls

- Adding _some_ of the missing PyObject.Dispose calls. In the cases
where C# is calling the Python side.
   - Note that Python calls to C# code is correctly handling the
   disposure of resources.

Algorithm/Alphas/AlphaModelPythonWrapper.cs

@@ -40,11 +40,11 @@ public override string Name
                     // if the model defines a Name property then use that
                     if (_model.HasAttr("Name"))
                     {
-                        return _model.Name;
+                        return (_model.Name as PyObject).GetAndDispose<string>();
                     }
 
                     // if the model does not define a name property, use the python type name
-                    return _model.__class__.__name__;
+                    return (_model.__class__.__name__ as PyObject).GetAndDispose<string>();
                 }
             }
         }
@@ -80,11 +80,13 @@ public override IEnumerable<Insight> Update(QCAlgorithm algorithm, Slice data)
             using (Py.GIL())
             {
                 var insights = _model.Update(algorithm, data) as PyObject;
-                foreach (PyObject insight in insights)
+                var iterator = insights.GetIterator();
+                foreach (PyObject insight in iterator)
                 {
-                    yield return insight.AsManagedObject(typeof(Insight)) as Insight;
+                    yield return insight.GetAndDispose<Insight>();
                 }
-                insights.Destroy();
+                iterator.Dispose();
+                insights.Dispose();
             }
         }
 

Algorithm/Portfolio/PortfolioConstructionModelPythonWrapper.cs

@@ -58,11 +58,13 @@ public override IEnumerable<IPortfolioTarget> CreateTargets(QCAlgorithm algorith
             using (Py.GIL())
             {
                 var targets = _model.CreateTargets(algorithm, insights) as PyObject;
-                foreach (PyObject target in targets)
+                var iterator = targets.GetIterator();
+                foreach (PyObject target in iterator)
                 {
-                    yield return target.AsManagedObject(typeof(IPortfolioTarget)) as IPortfolioTarget;
+                    yield return target.GetAndDispose<IPortfolioTarget>();
                 }
-                targets.Destroy();
+                iterator.Dispose();
+                targets.Dispose();
             }
         }
 

Algorithm/QCAlgorithm.Python.cs

@@ -383,7 +383,9 @@ public void RegisterIndicator(Symbol symbol, PyObject indicator, IDataConsolidat
             {
                 using (Py.GIL())
                 {
-                    indicator.InvokeMethod("Update", new[] { consolidated.ToPython() });
+                    var data = consolidated.ToPython();
+                    indicator.InvokeMethod("Update", new[] { data });
+                    data.Dispose();
                 }
             };
         }
@@ -400,7 +402,7 @@ public void Plot(string series, PyObject pyObject)
             {
                 try
                 {
-                    decimal value = ((dynamic)pyObject).Current.Value;
+                    var value = (((dynamic)pyObject).Current.Value as PyObject).GetAndDispose<decimal>();
                     Plot(series, value);
                 }
                 catch

Algorithm/Risk/RiskManagementModelPythonWrapper.cs

@@ -48,11 +48,13 @@ public override IEnumerable<IPortfolioTarget> ManageRisk(QCAlgorithm algorithm,
             using (Py.GIL())
             {
                 var riskTargetOverrides = _model.ManageRisk(algorithm, targets) as PyObject;
-                foreach (PyObject target in riskTargetOverrides)
+                var iterator = riskTargetOverrides.GetIterator();
+                foreach (PyObject target in iterator)
                 {
-                    yield return target.AsManagedObject(typeof(IPortfolioTarget)) as IPortfolioTarget;
+                    yield return target.GetAndDispose<IPortfolioTarget>();
                 }
-                riskTargetOverrides.Destroy();
+                iterator.Dispose();
+                riskTargetOverrides.Dispose();
             }
         }
 

Algorithm/Selection/UniverseSelectionModelPythonWrapper.cs

@@ -41,7 +41,7 @@ public override DateTime GetNextRefreshTimeUtc()
 
             using (Py.GIL())
             {
-                return _model.GetNextRefreshTimeUtc();
+                return (_model.GetNextRefreshTimeUtc() as PyObject).GetAndDispose<DateTime>();
             }
         }
 
@@ -76,11 +76,13 @@ public override IEnumerable<Universe> CreateUniverses(QCAlgorithm algorithm)
             using (Py.GIL())
             {
                 var universes = _model.CreateUniverses(algorithm) as PyObject;
-                foreach (PyObject universe in universes)
+                var iterator = universes.GetIterator();
+                foreach (PyObject universe in iterator)
                 {
-                    yield return universe.AsManagedObject(typeof(Universe)) as Universe;
+                    yield return universe.GetAndDispose<Universe>();
                 }
-                universes.Destroy();
+                iterator.Dispose();
+                universes.Dispose();
             }
         }
     }

AlgorithmFactory/Python/Wrappers/AlgorithmPythonWrapper.cs

@@ -61,8 +61,8 @@ public AlgorithmPythonWrapper(string moduleName)
                     Logging.Log.Trace($"AlgorithmPythonWrapper(): Python version {PythonEngine.Version}: Importing python module {moduleName}");
 
                     var module = Py.Import(moduleName);
-
-                    foreach (var name in module.Dir())
+                    var pyList = module.Dir();
+                    foreach (var name in pyList)
                     {
                         Type type;
                         var attr = module.GetAttr(name.ToString());
@@ -90,8 +90,10 @@ public AlgorithmPythonWrapper(string moduleName)
 
                             _onOrderEvent = (_algorithm as PyObject).GetAttr("OnOrderEvent");
                         }
+                        attr.Dispose();
                     }
-
+                    module.Dispose();
+                    pyList.Dispose();
                     // If _algorithm could not be set, throw exception
                     if (_algorithm == null)
                     {

Common/Extensions.cs

@@ -39,6 +39,26 @@ namespace QuantConnect
     /// </summary>
     public static class Extensions
     {
+        /// <summary>
+        /// Helper method that will cast the provided <see cref="PyObject"/>
+        /// to a T type and dispose of it.
+        /// </summary>
+        /// <typeparam name="T">The target type</typeparam>
+        /// <param name="instance">The <see cref="PyObject"/> instance to cast and dispose</param>
+        /// <returns>The instance of type T. Will return default value if
+        /// provided instance is null</returns>
+        public static T GetAndDispose<T>(this PyObject instance)
+        {
+            if (instance == null)
+            {
+                return default(T);
+            }
+            var returnInstance = instance.As<T>();
+            // will reduce ref count
+            instance.Dispose();
+            return returnInstance;
+        }
+
         /// <summary>
         /// Extension to move one element from list from A to position B.
         /// </summary>
@@ -1038,25 +1058,31 @@ public static string ToSafeString(this PyObject pyObject)
         {
             using (Py.GIL())
             {
+                var value = "";
                 // PyObject objects that have the to_string method, like some pandas objects,
                 // can use this method to convert them into string objects
                 if (pyObject.HasAttr("to_string"))
                 {
-                    return Environment.NewLine + pyObject.InvokeMethod("to_string").ToString();
+                    var pyValue = pyObject.InvokeMethod("to_string");
+                    value = Environment.NewLine + pyValue;
+                    pyValue.Dispose();
                 }
-
-                var value = pyObject.ToString();
-                if (string.IsNullOrWhiteSpace(value))
+                else
                 {
-                    var pythonType = pyObject.GetPythonType();
-                    if (pythonType.GetType() == typeof(PyObject))
-                    {
-                        value = pythonType.ToString();
-                    }
-                    else
+                    value = pyObject.ToString();
+                    if (string.IsNullOrWhiteSpace(value))
                     {
-                        var type = pythonType.As<Type>();
-                        value = pyObject.AsManagedObject(type).ToString();
+                        var pythonType = pyObject.GetPythonType();
+                        if (pythonType.GetType() == typeof(PyObject))
+                        {
+                            value = pythonType.ToString();
+                        }
+                        else
+                        {
+                            var type = pythonType.As<Type>();
+                            value = pyObject.AsManagedObject(type).ToString();
+                        }
+                        pythonType.Dispose();
                     }
                 }
                 return value;
@@ -1103,6 +1129,7 @@ public static bool TryConvert<T>(this PyObject pyObject, out T result)
 
                     if (!type.IsAssignableFrom(csharpType))
                     {
+                        pythonType.Dispose();
                         return false;
                     }
 
@@ -1111,7 +1138,8 @@ public static bool TryConvert<T>(this PyObject pyObject, out T result)
                     // If the PyObject type and the managed object names are the same,
                     // pyObject is a C# object wrapped in PyObject, in this case return true
                     // Otherwise, pyObject is a python object that subclass a C# class.
-                    string name = ((dynamic) pythonType).__name__;
+                    var name = (((dynamic) pythonType).__name__ as PyObject).GetAndDispose<string>();
+                    pythonType.Dispose();
                     return name == result.GetType().Name;
                 }
                 catch
@@ -1148,12 +1176,12 @@ public static bool TryConvertToDelegate<T>(this PyObject pyObject, out T result)
             }
 
             var code = string.Empty;
-            var locals = new PyDict();
             var types = type.GetGenericArguments();
 
-            try
+            using (Py.GIL())
             {
-                using (Py.GIL())
+                var locals = new PyDict();
+                try
                 {
                     for (var i = 0; i < types.Length; i++)
                     {
@@ -1168,14 +1196,15 @@ public static bool TryConvertToDelegate<T>(this PyObject pyObject, out T result)
 
                     PythonEngine.Exec(code, null, locals.Handle);
                     result = (T)locals.GetItem("delegate").AsManagedObject(typeof(T));
-
+                    locals.Dispose();
                     return true;
                 }
-            }
-            catch
-            {
-                // Do not throw or log the exception.
-                // Return false as an exception means that the conversion could not be made.
+                catch
+                {
+                    // Do not throw or log the exception.
+                    // Return false as an exception means that the conversion could not be made.
+                }
+                locals.Dispose();
             }
             return false;
         }
@@ -1221,33 +1250,6 @@ public static string GetEnumString(this int value, PyObject pyObject)
             }
         }
 
-        /// <summary>
-        /// Destroys a PyObject
-        /// https://docs.python.org/2/reference/datamodel.html#object.__del__
-        /// </summary>
-        /// <param name="pyObject">PyObject to be destroyed</param>
-        public static void Destroy(this PyObject pyObject)
-        {
-            try
-            {
-                if (pyObject.HasAttr("__del__"))
-                {
-                    pyObject.InvokeMethod("__del__");
-                }
-            }
-            catch (PythonException e)
-            {
-                if (string.IsNullOrWhiteSpace(e.StackTrace))
-                {
-                    throw new Exception($"{(pyObject as dynamic).__qualname__} returned a result with an undefined error set.");
-                }
-                else
-                {
-                    throw e;
-                }
-            }
-        }
-
         /// <summary>
         /// Performs on-line batching of the specified enumerator, emitting chunks of the requested batch size
         /// </summary>