wehub-resource-sync
131 lines
5.0 KiB
C#
131 lines
5.0 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.IO;
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namespace QuantConnect.Data
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{
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/// <summary>
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/// Base Data Class: Type, Timestamp, Key -- Base Features.
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/// </summary>
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[StubsAvoidImplicits]
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public interface IBaseData : ISymbolProvider
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{
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/// <summary>
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/// Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC.
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/// </summary>
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MarketDataType DataType
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{
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get;
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set;
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}
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/// <summary>
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/// Time keeper of data -- all data is timeseries based.
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/// </summary>
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DateTime Time
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{
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get;
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set;
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}
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/// <summary>
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/// End time of data
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/// </summary>
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DateTime EndTime
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{
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get;
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set;
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}
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/// <summary>
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/// All timeseries data is a time-value pair:
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/// </summary>
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decimal Value
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{
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get;
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set;
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}
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/// <summary>
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/// Alias of Value.
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/// </summary>
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decimal Price
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{
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get;
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}
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/// <summary>
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/// Reader Method :: using set of arguements we specify read out type. Enumerate
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/// until the end of the data stream or file. E.g. Read CSV file line by line and convert
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/// into data types.
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/// </summary>
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/// <returns>BaseData type set by Subscription Method.</returns>
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[Obsolete("Reader(SubscriptionDataConfig, string, DateTime, DataFeedEndpoint) method has been made obsolete, use Reader(SubscriptionDataConfig, string, DateTime, bool) instead.")]
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[StubsIgnore]
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BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, DataFeedEndpoint dataFeed);
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/// <summary>
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/// Reader converts each line of the data source into BaseData objects. Each data type creates its own factory method, and returns a new instance of the object
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/// each time it is called. The returned object is assumed to be time stamped in the config.ExchangeTimeZone.
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/// </summary>
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/// <param name="config">Subscription data config setup object</param>
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/// <param name="line">Line of the source document</param>
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/// <param name="date">Date of the requested data</param>
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/// <param name="isLiveMode">true if we're in live mode, false for backtesting mode</param>
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/// <returns>Instance of the T:BaseData object generated by this line of the CSV</returns>
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BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode);
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/// <summary>
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/// Reader converts each line of the data source into BaseData objects. Each data type creates its own factory method, and returns a new instance of the object
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/// each time it is called. The returned object is assumed to be time stamped in the config.ExchangeTimeZone.
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/// </summary>
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/// <param name="config">Subscription data config setup object</param>
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/// <param name="stream">The data stream</param>
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/// <param name="date">Date of the requested data</param>
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/// <param name="isLiveMode">true if we're in live mode, false for backtesting mode</param>
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/// <returns>Instance of the T:BaseData object generated by this line of the CSV</returns>
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[StubsIgnore]
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BaseData Reader(SubscriptionDataConfig config, StreamReader stream, DateTime date, bool isLiveMode);
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/// <summary>
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/// Return the URL string source of the file. This will be converted to a stream
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/// </summary>
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/// <param name="datafeed">Type of datafeed we're reqesting - backtest or live</param>
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/// <param name="config">Configuration object</param>
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/// <param name="date">Date of this source file</param>
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/// <returns>String URL of source file.</returns>
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[StubsIgnore]
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string GetSource(SubscriptionDataConfig config, DateTime date, DataFeedEndpoint datafeed);
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/// <summary>
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/// Indicates if there is support for mapping
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/// </summary>
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/// <returns>True indicates mapping should be used</returns>
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bool RequiresMapping();
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/// <summary>
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/// Return a new instance clone of this object
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/// </summary>
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/// <returns></returns>
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BaseData Clone();
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} // End Base Data Class
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} // End QC Namespace
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