48 lines
1.9 KiB
C#
48 lines
1.9 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 QuantConnect.Data;
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namespace QuantConnect.Tests.Engine.DataFeeds
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{
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/// <summary>
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/// Custom data type that uses a remote file download
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/// </summary>
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public class CustomMockedFileBaseData : BaseData
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{
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private int _incrementsToAdd;
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public static DateTime StartDate;
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public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode)
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{
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var start = StartDate.AddTicks(config.Increment.Ticks * _incrementsToAdd++).ConvertFromUtc(config.DataTimeZone);
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return new CustomMockedFileBaseData
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{
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Symbol = config.Symbol,
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Time = start,
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EndTime = start.Add(config.Increment),
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Value = 10
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};
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}
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public override SubscriptionDataSource GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode)
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{
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// using an already existing file, the file it self and its contents don't really matter. The reader will mock the values
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return new SubscriptionDataSource("./TestData/spy_with_ichimoku.csv", SubscriptionTransportMedium.LocalFile, FileFormat.Csv);
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}
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}
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} |