wehub-resource-sync
69 lines
2.4 KiB
C#
69 lines
2.4 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.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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using QuantConnect.Scheduling;
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namespace QuantConnect.Lean.Engine.RealTime
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{
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/// <summary>
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/// Real time event handler, trigger functions at regular or pretimed intervals
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/// </summary>
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[InheritedExport(typeof(IRealTimeHandler))]
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public interface IRealTimeHandler : IEventSchedule
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{
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/// <summary>
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/// Thread status flag.
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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 real time handler for the specified algorithm and job
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/// </summary>
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void Setup(IAlgorithm algorithm, AlgorithmNodePacket job, IResultHandler resultHandler, IApi api, IIsolatorLimitResultProvider isolatorLimitProvider);
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/// <summary>
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/// Set the current time for the event scanner (so we can use same code for backtesting and live events)
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/// </summary>
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/// <param name="time">Current real or backtest time.</param>
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void SetTime(DateTime time);
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/// <summary>
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/// Scan for past events that didn't fire because there was no data at the scheduled time.
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/// </summary>
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/// <param name="time">Current time.</param>
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void ScanPastEvents(DateTime time);
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/// <summary>
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/// Trigger and exit signal to terminate real time event scanner.
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/// </summary>
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void Exit();
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/// <summary>
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/// Event fired each time that we add/remove securities from the data feed
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/// </summary>
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void OnSecuritiesChanged(SecurityChanges changes);
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}
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}
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