wehub-resource-sync
58 lines
2.5 KiB
C#
58 lines
2.5 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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namespace QuantConnect.Data.UniverseSelection
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{
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/// <summary>
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/// Provides a univese decoration that replaces the implementation of <see cref="SelectSymbols"/>
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/// </summary>
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public class SelectSymbolsUniverseDecorator : UniverseDecorator
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{
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private readonly SelectSymbolsDelegate _selectSymbols;
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/// <summary>
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/// Delegate type for the <see cref="SelectSymbols"/> method
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/// </summary>
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/// <param name="utcTime">The current utc frontier time</param>
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/// <param name="data">The universe selection data</param>
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/// <returns>The symbols selected by the universe</returns>
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public delegate IEnumerable<Symbol> SelectSymbolsDelegate(DateTime utcTime, BaseDataCollection data);
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/// <summary>
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/// Initializes a new instance of the <see cref="SelectSymbolsUniverseDecorator"/> 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="selectSymbols">The new implementation of <see cref="SelectSymbols"/></param>
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public SelectSymbolsUniverseDecorator(Universe universe, SelectSymbolsDelegate selectSymbols)
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: base(universe)
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{
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_selectSymbols = selectSymbols;
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}
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/// <summary>
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/// Performs universe selection using the data specified
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/// </summary>
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/// <param name="utcTime">The current utc time</param>
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/// <param name="data">The symbols to remain in the universe</param>
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/// <returns>The data that passes the filter</returns>
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public override IEnumerable<Symbol> SelectSymbols(DateTime utcTime, BaseDataCollection data)
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{
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return _selectSymbols(utcTime, data);
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}
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}
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} |