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