wehub-resource-sync
44 lines
1.7 KiB
C#
44 lines
1.7 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 QuantConnect.Data;
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using QuantConnect.Securities.Interfaces;
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namespace QuantConnect.Securities
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{
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/// <summary>
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/// Base class implementation for packet by packet data filtering mechanism to dynamically detect bad ticks.
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/// </summary>
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public class SecurityDataFilter : ISecurityDataFilter
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{
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/// <summary>
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/// Initialize data filter class
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/// </summary>
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public SecurityDataFilter()
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{ }
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/// <summary>
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/// Filter the data packet passing through this method by returning true to accept, or false to fail/reject the data point.
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/// </summary>
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/// <param name="data">BasData data object we're filtering</param>
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/// <param name="vehicle">Security vehicle for filter</param>
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public virtual bool Filter(Security vehicle, BaseData data)
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{
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//By default the filter does not change data.
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return true;
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}
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} //End Filter
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} //End Namespace |