wehub-resource-sync
70 lines
2.7 KiB
C#
70 lines
2.7 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 Newtonsoft.Json;
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using NodaTime;
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using QuantConnect.Data;
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using QuantConnect.Data.Market;
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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 causes rest api calls
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/// </summary>
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public class RestApiBaseData : TradeBar
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{
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public static int ReaderCount = 0;
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public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode)
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{
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ReaderCount++;
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//[{"symbol":"SPY","time":1444271505,"alpha":1,"beta":2}]
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var array = JsonConvert.DeserializeObject<JsonSerialization[]>(line);
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if (array.Length > 0)
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{
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return array[0].ToBaseData(config.DataTimeZone, config.Increment, config.Symbol);
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}
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return null;
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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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var remoteFileSource = @"https://www.quantconnect.com/live-test?type=rest&symbols=" + config.Symbol.Value;
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//remoteFileSource = @"http://beta.quantconnect.com/live-test?type=rest&symbols=" + config.Symbol.Value;
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return new SubscriptionDataSource(remoteFileSource, SubscriptionTransportMedium.Rest, FileFormat.Csv);
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}
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private class JsonSerialization
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{
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public string symbol = String.Empty;
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public double time = 0;
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public double alpha = 0;
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public double beta = 0;
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public RestApiBaseData ToBaseData(DateTimeZone timeZone, TimeSpan period, Symbol sym)
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{
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var dateTime = QuantConnect.Time.UnixTimeStampToDateTime(time).ConvertFromUtc(timeZone).Subtract(period);
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return new RestApiBaseData
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{
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Symbol = sym,
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Time = dateTime,
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EndTime = dateTime.Add(period),
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Value = (decimal) alpha
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};
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}
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}
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}
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} |