/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*
*/
using System;
namespace QuantConnect.Data.Consolidators
{
///
/// Represents a type that consumes BaseData instances and fires an event with consolidated
/// and/or aggregated data.
///
/// The type consumed by the consolidator
public abstract class DataConsolidator : ConsolidatorBase
where TInput : IBaseData
{
///
/// Updates this consolidator with the specified data
///
/// The new data for the consolidator
public override void Update(IBaseData data)
{
if (!(data is TInput))
{
throw new ArgumentNullException(nameof(data),
$"Received type of {data.GetType().Name} but expected {typeof(TInput).Name}"
);
}
Update((TInput)data);
}
///
/// Scans this consolidator to see if it should emit a bar due to time passing
///
/// The current time in the local time zone (same as )
public abstract override void Scan(DateTime currentLocalTime);
///
/// Gets a clone of the data being currently consolidated
///
public abstract override IBaseData WorkingData { get; }
///
/// Gets the type consumed by this consolidator
///
public override Type InputType => typeof(TInput);
///
/// Gets the type produced by this consolidator
///
public abstract override Type OutputType { get; }
///
/// Updates this consolidator with the specified data. This method is
/// responsible for raising the DataConsolidated event
///
/// The new data for the consolidator
public abstract void Update(TInput data);
}
}