wehub-resource-sync
86 lines
3.6 KiB
C#
86 lines
3.6 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.Market
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{
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/// <summary>
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/// Represents a bar sectioned not by time, but by some amount of movement in a set field,
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/// where:
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/// - Open : Gets the opening value that started this bar
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/// - Close : Gets the closing value or the current value if the bar has not yet closed.
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/// - High : Gets the highest value encountered during this bar
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/// - Low : Gets the lowest value encountered during this bar
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/// </summary>
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public abstract class BaseRenkoBar : TradeBar, IBaseDataBar
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{
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/// <summary>
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/// Gets the kind of the bar
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/// </summary>
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public RenkoType Type { get; protected set; }
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/// <summary>
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/// The preset size of the consolidated bar
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/// </summary>
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public decimal BrickSize { get; protected set; }
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/// <summary>
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/// Gets the end time of this renko bar or the most recent update time if it <see cref="IsClosed"/>
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/// </summary>
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public override DateTime EndTime { get; set; }
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/// <summary>
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/// Gets the time this bar started
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/// </summary>
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public DateTime Start
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{
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get { return Time; }
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protected set { Time = value; }
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}
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/// <summary>
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/// Gets whether or not this bar is considered closed.
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/// </summary>
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public virtual bool IsClosed { get; protected set; }
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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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/// <param name="config">Config.</param>
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/// <param name="line">Line.</param>
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/// <param name="date">Date.</param>
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/// <param name="isLiveMode">true if we're in live mode, false for backtesting mode</param>
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public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode)
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{
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throw new NotSupportedException("RenkoBar does not support the Reader function. This function should never be called on this type.");
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}
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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="config">Configuration object</param>
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/// <param name="date">Date of this source file</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>String URL of source file.</returns>
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public override SubscriptionDataSource GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode)
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{
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throw new NotSupportedException("RenkoBar does not support the GetSource function. This function should never be called on this type.");
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}
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}
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} |