wehub-resource-sync
118 lines
4.8 KiB
C#
118 lines
4.8 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 System.Collections.Generic;
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using NodaTime;
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using QuantConnect.Interfaces;
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namespace QuantConnect.Data
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{
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/// <summary>
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/// Provides a base type for all history providers
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/// </summary>
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public abstract class HistoryProviderBase : IHistoryProvider
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{
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/// <summary>
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/// Event fired when an invalid configuration has been detected
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/// </summary>
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public event EventHandler<InvalidConfigurationDetectedEventArgs> InvalidConfigurationDetected;
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/// <summary>
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/// Event fired when the numerical precision in the factor file has been limited
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/// </summary>
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public event EventHandler<NumericalPrecisionLimitedEventArgs> NumericalPrecisionLimited;
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/// <summary>
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/// Event fired when the start date has been limited
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/// </summary>
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public event EventHandler<StartDateLimitedEventArgs> StartDateLimited;
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/// <summary>
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/// Event fired when there was an error downloading a remote file
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/// </summary>
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public event EventHandler<DownloadFailedEventArgs> DownloadFailed;
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/// <summary>
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/// Event fired when there was an error reading the data
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/// </summary>
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public event EventHandler<ReaderErrorDetectedEventArgs> ReaderErrorDetected;
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/// <summary>
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/// Gets the total number of data points emitted by this history provider
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/// </summary>
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public abstract int DataPointCount { get; }
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/// <summary>
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/// Initializes this history provider to work for the specified job
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/// </summary>
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/// <param name="parameters">The initialization parameters</param>
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public abstract void Initialize(HistoryProviderInitializeParameters parameters);
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/// <summary>
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/// Gets the history for the requested securities
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/// </summary>
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/// <param name="requests">The historical data requests</param>
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/// <param name="sliceTimeZone">The time zone used when time stamping the slice instances</param>
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/// <returns>An enumerable of the slices of data covering the span specified in each request</returns>
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public abstract IEnumerable<Slice> GetHistory(IEnumerable<HistoryRequest> requests, DateTimeZone sliceTimeZone);
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/// <summary>
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/// Event invocator for the <see cref="InvalidConfigurationDetected"/> event
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/// </summary>
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/// <param name="e">Event arguments for the <see cref="InvalidConfigurationDetected"/> event</param>
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protected virtual void OnInvalidConfigurationDetected(InvalidConfigurationDetectedEventArgs e)
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{
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InvalidConfigurationDetected?.Invoke(this, e);
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}
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/// <summary>
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/// Event invocator for the <see cref="NumericalPrecisionLimited"/> event
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/// </summary>
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/// <param name="e">Event arguments for the <see cref="NumericalPrecisionLimited"/> event</param>
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protected virtual void OnNumericalPrecisionLimited(NumericalPrecisionLimitedEventArgs e)
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{
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NumericalPrecisionLimited?.Invoke(this, e);
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}
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/// <summary>
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/// Event invocator for the <see cref="DownloadFailed"/> event
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/// </summary>
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/// <param name="e">Event arguments for the <see cref="DownloadFailed"/> event</param>
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protected virtual void OnDownloadFailed(DownloadFailedEventArgs e)
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{
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DownloadFailed?.Invoke(this, e);
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}
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/// <summary>
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/// Event invocator for the <see cref="ReaderErrorDetected"/> event
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/// </summary>
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/// <param name="e">Event arguments for the <see cref="ReaderErrorDetected"/> event</param>
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protected virtual void OnReaderErrorDetected(ReaderErrorDetectedEventArgs e)
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{
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ReaderErrorDetected?.Invoke(this, e);
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}
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/// <summary>
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/// Event invocator for the <see cref="StartDateLimited"/> event
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/// </summary>
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/// <param name="e">Event arguments for the <see cref="StartDateLimited"/> event</param>
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protected virtual void OnStartDateLimited(StartDateLimitedEventArgs e)
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{
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StartDateLimited?.Invoke(this, e);
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}
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}
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}
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