wehub-resource-sync
56 lines
2.2 KiB
C#
56 lines
2.2 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 QuantConnect.Data;
|
|
using System;
|
|
using System.Collections;
|
|
using System.Collections.Generic;
|
|
|
|
namespace QuantConnect.Lean.Engine.DataFeeds.Enumerators
|
|
{
|
|
/// <summary>
|
|
/// Represents an enumerator capable of synchronizing other slice enumerators in time.
|
|
/// This assumes that all enumerators have data time stamped in the same time zone
|
|
/// </summary>
|
|
public class SynchronizingSliceEnumerator : SynchronizingEnumerator<Slice>
|
|
{
|
|
/// <summary>
|
|
/// Initializes a new instance of the <see cref="SynchronizingSliceEnumerator"/> class
|
|
/// </summary>
|
|
/// <param name="enumerators">The enumerators to be synchronized. NOTE: Assumes the same time zone for all data</param>
|
|
public SynchronizingSliceEnumerator(params IEnumerator<Slice>[] enumerators)
|
|
: this((IEnumerable<IEnumerator>)enumerators)
|
|
{
|
|
}
|
|
|
|
/// <summary>
|
|
/// Initializes a new instance of the <see cref="SynchronizingSliceEnumerator"/> class
|
|
/// </summary>
|
|
/// <param name="enumerators">The enumerators to be synchronized. NOTE: Assumes the same time zone for all data</param>
|
|
public SynchronizingSliceEnumerator(IEnumerable<IEnumerator> enumerators) : base((IEnumerable<IEnumerator<Slice>>)enumerators)
|
|
{
|
|
}
|
|
|
|
/// <summary>
|
|
/// Gets the Timestamp for the data
|
|
/// </summary>
|
|
protected override DateTime GetInstanceTime(Slice instance)
|
|
{
|
|
return instance.UtcTime;
|
|
}
|
|
}
|
|
}
|