wehub-resource-sync
61 lines
2.9 KiB
C#
61 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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using System.Collections.Generic;
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using QuantConnect.Securities;
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namespace QuantConnect.Data.UniverseSelection
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{
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/// <summary>
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/// Provides a universe decoration that replaces the implementation of <see cref="GetSubscriptionRequests"/>
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/// </summary>
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public class GetSubscriptionRequestsUniverseDecorator : UniverseDecorator
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{
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private readonly GetSubscriptionRequestsDelegate _getRequests;
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/// <summary>
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/// Delegate type for the <see cref="GetSubscriptionRequests"/> method
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/// </summary>
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/// <param name="security">The security to get subscription requests for</param>
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/// <param name="currentTimeUtc">The current utc frontier time</param>
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/// <param name="maximumEndTimeUtc"></param>
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/// <returns>The subscription requests for the security to be given to the data feed</returns>
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public delegate IEnumerable<SubscriptionRequest> GetSubscriptionRequestsDelegate(Security security, DateTime currentTimeUtc, DateTime maximumEndTimeUtc);
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/// <summary>
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/// Initializes a new instance of the <see cref="GetSubscriptionRequestsUniverseDecorator"/> class
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/// </summary>
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/// <param name="universe">The universe to be decorated</param>
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/// <param name="getRequests"></param>
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public GetSubscriptionRequestsUniverseDecorator(Universe universe, GetSubscriptionRequestsDelegate getRequests)
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: base(universe)
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{
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_getRequests = getRequests;
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}
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/// <summary>
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/// Gets the subscription requests to be added for the specified security
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/// </summary>
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/// <param name="security">The security to get subscriptions for</param>
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/// <param name="currentTimeUtc">The current time in utc. This is the frontier time of the algorithm</param>
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/// <param name="maximumEndTimeUtc">The max end time</param>
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/// <returns>All subscriptions required by this security</returns>
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public override IEnumerable<SubscriptionRequest> GetSubscriptionRequests(Security security, DateTime currentTimeUtc, DateTime maximumEndTimeUtc)
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{
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return _getRequests(security, currentTimeUtc, maximumEndTimeUtc);
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}
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}
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} |