wehub-resource-sync
85 lines
2.8 KiB
C#
85 lines
2.8 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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using QuantConnect.Data.Market;
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namespace QuantConnect.Data.Consolidators
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{
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/// <summary>
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/// Represents the simplest DataConsolidator implementation, one that is defined
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/// by a straight pass through of the data. No projection or aggregation is performed.
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/// </summary>
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/// <typeparam name="T">The type of data</typeparam>
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public class IdentityDataConsolidator<T> : DataConsolidator<T>
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where T : IBaseData
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{
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private static readonly bool IsTick = typeof(T) == typeof(Tick);
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private T _last;
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/// <summary>
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/// Stores the timestamp of the last processed data item.
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/// </summary>
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private DateTime _lastTime;
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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 override IBaseData WorkingData
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{
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get { return _last == null ? null : _last.Clone(); }
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}
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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 override Type OutputType
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{
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get { return typeof(T); }
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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(T data)
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{
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if (IsTick || _last == null || data.EndTime != _lastTime)
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{
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OnDataConsolidated(data);
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_last = data;
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_lastTime = data.EndTime;
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}
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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 override void Scan(DateTime currentLocalTime)
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{
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}
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/// <summary>
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/// Resets the consolidator
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/// </summary>
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public override void Reset()
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{
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base.Reset();
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_last = default(T);
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}
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}
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} |