113 lines
4.2 KiB
C#
113 lines
4.2 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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using System;
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using QuantConnect.Algorithm;
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using QuantConnect.Interfaces;
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using QuantConnect.Lean.Engine.DataFeeds;
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using QuantConnect.Securities;
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namespace QuantConnect.Tests.Engine.DataFeeds
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{
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internal class DataManagerStub : DataManager
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{
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public ISecurityService SecurityService { get; }
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public IAlgorithm Algorithm { get; }
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public IDataFeed DataFeed { get; }
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public DataManagerStub()
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: this(new QCAlgorithm())
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{
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}
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public DataManagerStub(ITimeKeeper timeKeeper)
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: this(new QCAlgorithm(), timeKeeper)
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{
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}
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public DataManagerStub(IAlgorithm algorithm, IDataFeed dataFeed, bool liveMode = false)
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: this(dataFeed, algorithm, new TimeKeeper(DateTime.UtcNow, TimeZones.NewYork), liveMode)
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{
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}
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public DataManagerStub(IAlgorithm algorithm)
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: this(new NullDataFeed(), algorithm, new TimeKeeper(DateTime.UtcNow, TimeZones.NewYork))
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{
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}
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public DataManagerStub(IDataFeed dataFeed, IAlgorithm algorithm)
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: this(dataFeed, algorithm, new TimeKeeper(DateTime.UtcNow, TimeZones.NewYork))
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{
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}
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public DataManagerStub(IAlgorithm algorithm, ITimeKeeper timeKeeper)
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: this(new NullDataFeed(), algorithm, timeKeeper)
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{
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}
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public DataManagerStub(IDataFeed dataFeed, IAlgorithm algorithm, ITimeKeeper timeKeeper, bool liveMode = false)
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: this(dataFeed, algorithm, timeKeeper, MarketHoursDatabase.FromDataFolder(), SymbolPropertiesDatabase.FromDataFolder(), liveMode)
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{
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}
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public DataManagerStub(IDataFeed dataFeed, IAlgorithm algorithm, ITimeKeeper timeKeeper, MarketHoursDatabase marketHoursDatabase, SymbolPropertiesDatabase symbolPropertiesDatabase, bool liveMode = false)
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: this(dataFeed, algorithm, timeKeeper, marketHoursDatabase,
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new SecurityService(algorithm.Portfolio.CashBook,
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marketHoursDatabase,
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symbolPropertiesDatabase,
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algorithm,
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RegisteredSecurityDataTypesProvider.Null,
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new SecurityCacheProvider(algorithm.Portfolio),
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algorithm: algorithm),
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liveMode)
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{
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}
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public DataManagerStub(IDataFeed dataFeed, IAlgorithm algorithm, ITimeKeeper timeKeeper, MarketHoursDatabase marketHoursDatabase, SecurityService securityService, bool liveMode = false)
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: this(dataFeed,
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algorithm,
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timeKeeper,
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marketHoursDatabase,
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securityService,
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new DataPermissionManager(),
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liveMode)
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{
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}
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public DataManagerStub(IDataFeed dataFeed, IAlgorithm algorithm, ITimeKeeper timeKeeper, MarketHoursDatabase marketHoursDatabase, SecurityService securityService, DataPermissionManager dataPermissionManager, bool liveMode = false)
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: base(dataFeed,
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new UniverseSelection(algorithm, securityService, dataPermissionManager, TestGlobals.DataProvider),
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algorithm,
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timeKeeper,
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marketHoursDatabase,
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liveMode,
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RegisteredSecurityDataTypesProvider.Null,
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dataPermissionManager)
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{
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SecurityService = securityService;
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algorithm.Securities.SetSecurityService(securityService);
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Algorithm = algorithm;
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DataFeed = dataFeed;
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}
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}
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}
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