wehub-resource-sync
76 lines
3.1 KiB
C#
76 lines
3.1 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;
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using System.Collections.Generic;
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using QuantConnect.Data;
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namespace QuantConnect.Lean.Engine.DataFeeds
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{
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/// <summary>
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/// Transport type for algorithm update data. This is intended to provide a
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/// list of base data used to perform updates against the specified target
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/// </summary>
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/// <typeparam name="T">The target type</typeparam>
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public class UpdateData<T>
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{
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/// <summary>
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/// Flag indicating whether <see cref="Data"/> contains any fill forward bar or not
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/// </summary>
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/// <remarks>This is useful for performance, it allows consumers to skip re enumerating the entire data
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/// list to filter any fill forward data</remarks>
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public bool? ContainsFillForwardData { get; init; }
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/// <summary>
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/// The target, such as a security or subscription data config
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/// </summary>
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public T Target { get; init; }
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/// <summary>
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/// The data used to update the target
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/// </summary>
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public IReadOnlyList<BaseData> Data { get; init; }
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/// <summary>
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/// The type of data in the data list
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/// </summary>
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public Type DataType { get; init; }
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/// <summary>
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/// True if this update data corresponds to an internal subscription
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/// such as currency or security benchmark
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/// </summary>
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public bool IsInternalConfig { get; init; }
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/// <summary>
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/// Initializes a new instance of the <see cref="UpdateData{T}"/> class
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/// </summary>
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/// <param name="target">The end consumer/user of the dat</param>
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/// <param name="dataType">The type of data in the list</param>
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/// <param name="data">The update data</param>
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/// <param name="isInternalConfig">True if this update data corresponds to an internal subscription
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/// such as currency or security benchmark</param>
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/// <param name="containsFillForwardData">True if this update data contains fill forward bars</param>
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public UpdateData(T target, Type dataType, IReadOnlyList<BaseData> data, bool isInternalConfig, bool? containsFillForwardData = null)
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{
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Target = target;
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Data = data;
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DataType = dataType;
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IsInternalConfig = isInternalConfig;
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ContainsFillForwardData = containsFillForwardData;
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}
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}
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}
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