wehub-resource-sync
78 lines
2.9 KiB
C#
78 lines
2.9 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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using System;
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namespace QuantConnect.Data.Consolidators
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{
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/// <summary>
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/// Event handler type for the IDataConsolidator.DataConsolidated event
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/// </summary>
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/// <param name="sender">The consolidator that fired the event</param>
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/// <param name="consolidated">The consolidated piece of data</param>
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public delegate void DataConsolidatedHandler(object sender, IBaseData consolidated);
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/// <summary>
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/// Represents a type capable of taking BaseData updates and firing events containing new
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/// 'consolidated' data. These types can be used to produce larger bars, or even be used to
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/// transform the data before being sent to another component. The most common usage of these
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/// types is with indicators.
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/// </summary>
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public interface IDataConsolidator : IDisposable
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{
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/// <summary>
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/// Gets the most recently consolidated piece of data. This will be null if this consolidator
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/// has not produced any data yet.
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/// </summary>
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IBaseData Consolidated { get; }
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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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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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Type InputType { get; }
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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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Type OutputType { get; }
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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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void Update(IBaseData data);
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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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void Scan(DateTime currentLocalTime);
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/// <summary>
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/// Resets the consolidator
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/// </summary>
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void Reset();
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/// <summary>
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/// Event handler that fires when a new piece of data is produced
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/// </summary>
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event DataConsolidatedHandler DataConsolidated;
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}
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} |