wehub-resource-sync
50 lines
2.0 KiB
C#
50 lines
2.0 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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using QuantConnect.Interfaces;
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using System.Collections.Generic;
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using QuantConnect.Data.Auxiliary;
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namespace QuantConnect.Lean.Engine.DataFeeds.Enumerators
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{
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/// <summary>
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/// Interface for event providers for new tradable dates
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/// </summary>
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public interface ITradableDateEventProvider
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{
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/// <summary>
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/// Called each time there is a new tradable day
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/// </summary>
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/// <param name="eventArgs">The new tradable day event arguments</param>
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/// <returns>New corporate event if any</returns>
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IEnumerable<BaseData> GetEvents(NewTradableDateEventArgs eventArgs);
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/// <summary>
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/// Initializes the event provider instance
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/// </summary>
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/// <param name="config">The <see cref="SubscriptionDataConfig"/></param>
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/// <param name="factorFileProvider">The factor file provider to use</param>
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/// <param name="mapFileProvider">The <see cref="MapFile"/> provider to use</param>
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/// <param name="startTime">Start date for the data request</param>
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void Initialize(SubscriptionDataConfig config,
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IFactorFileProvider factorFileProvider,
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IMapFileProvider mapFileProvider,
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DateTime startTime);
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}
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}
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