wehub-resource-sync
71 lines
2.6 KiB
C#
71 lines
2.6 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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*/
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using System.ComponentModel.Composition;
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using QuantConnect.Data.UniverseSelection;
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using QuantConnect.Interfaces;
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using QuantConnect.Lean.Engine.Results;
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using QuantConnect.Packets;
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namespace QuantConnect.Lean.Engine.DataFeeds
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{
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/// <summary>
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/// Datafeed interface for creating custom datafeed sources.
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/// </summary>
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[InheritedExport(typeof(IDataFeed))]
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public interface IDataFeed
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{
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/// <summary>
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/// Public flag indicator that the thread is still busy.
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/// </summary>
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bool IsActive
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{
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get;
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}
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/// <summary>
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/// Initializes the data feed for the specified job and algorithm
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/// </summary>
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void Initialize(IAlgorithm algorithm,
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AlgorithmNodePacket job,
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IResultHandler resultHandler,
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IMapFileProvider mapFileProvider,
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IFactorFileProvider factorFileProvider,
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IDataProvider dataProvider,
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IDataFeedSubscriptionManager subscriptionManager,
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IDataFeedTimeProvider dataFeedTimeProvider,
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IDataChannelProvider dataChannelProvider);
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/// <summary>
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/// Creates a new subscription to provide data for the specified security.
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/// </summary>
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/// <param name="request">Defines the subscription to be added, including start/end times the universe and security</param>
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/// <returns>The created <see cref="Subscription"/> if successful, null otherwise</returns>
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Subscription CreateSubscription(SubscriptionRequest request);
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/// <summary>
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/// Removes the subscription from the data feed, if it exists
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/// </summary>
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/// <param name="subscription">The subscription to remove</param>
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void RemoveSubscription(Subscription subscription);
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/// <summary>
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/// External controller calls to signal a terminate of the thread.
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/// </summary>
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void Exit();
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}
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}
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