wehub-resource-sync
54 lines
2.1 KiB
C#
54 lines
2.1 KiB
C#
/*
|
|
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
|
|
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
|
|
*
|
|
* Licensed under the Apache License, Version 2.0 (the "License");
|
|
* you may not use this file except in compliance with the License.
|
|
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
|
|
*
|
|
* Unless required by applicable law or agreed to in writing, software
|
|
* distributed under the License is distributed on an "AS IS" BASIS,
|
|
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
* See the License for the specific language governing permissions and
|
|
* limitations under the License.
|
|
*
|
|
*/
|
|
|
|
using System;
|
|
|
|
namespace QuantConnect.Securities
|
|
{
|
|
/// <summary>
|
|
/// Provides a functional implementation of <see cref="IDerivativeSecurityFilter{T}"/>
|
|
/// </summary>
|
|
public class FuncSecurityDerivativeFilter<T> : IDerivativeSecurityFilter<T>
|
|
where T : IChainUniverseData
|
|
{
|
|
private readonly Func<IDerivativeSecurityFilterUniverse<T>, IDerivativeSecurityFilterUniverse<T>> _filter;
|
|
|
|
/// <summary>
|
|
/// True if this universe filter can run async in the data stack
|
|
/// </summary>
|
|
public bool Asynchronous { get; set; } = true;
|
|
|
|
/// <summary>
|
|
/// Initializes a new instance of the <see cref="FuncSecurityDerivativeFilter{T}"/> class
|
|
/// </summary>
|
|
/// <param name="filter">The functional implementation of the <see cref="Filter"/> method</param>
|
|
public FuncSecurityDerivativeFilter(Func<IDerivativeSecurityFilterUniverse<T>, IDerivativeSecurityFilterUniverse<T>> filter)
|
|
{
|
|
_filter = filter;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Filters the input set of symbols represented by the universe
|
|
/// </summary>
|
|
/// <param name="universe">Derivative symbols universe used in filtering</param>
|
|
/// <returns>The filtered set of symbols</returns>
|
|
public IDerivativeSecurityFilterUniverse<T> Filter(IDerivativeSecurityFilterUniverse<T> universe)
|
|
{
|
|
return _filter(universe);
|
|
}
|
|
}
|
|
}
|