61 lines
2.2 KiB
C#
61 lines
2.2 KiB
C#
/*
|
|
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
|
|
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
|
|
*
|
|
* Licensed under the Apache License, Version 2.0 (the "License");
|
|
* you may not use this file except in compliance with the License.
|
|
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
|
|
*
|
|
* Unless required by applicable law or agreed to in writing, software
|
|
* distributed under the License is distributed on an "AS IS" BASIS,
|
|
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
* See the License for the specific language governing permissions and
|
|
* limitations under the License.
|
|
*/
|
|
|
|
using System;
|
|
using QuantConnect.Data;
|
|
|
|
namespace QuantConnect.ToolBox
|
|
{
|
|
/// <summary>
|
|
/// Provides an implementation of <see cref="IDataProcessor"/> that filters the incoming
|
|
/// stream of data before passing it along to the wrapped processor
|
|
/// </summary>
|
|
public class FilteredDataProcessor : IDataProcessor
|
|
{
|
|
private readonly Func<IBaseData, bool> _predicate;
|
|
private readonly IDataProcessor _processor;
|
|
|
|
/// <summary>
|
|
/// Initializes a new instance of the <see cref="FilteredDataProcessor"/> class
|
|
/// </summary>
|
|
/// <param name="processor">The processor to filter data for</param>
|
|
/// <param name="predicate">The filtering predicate to be applied</param>
|
|
public FilteredDataProcessor(IDataProcessor processor, Func<IBaseData, bool> predicate)
|
|
{
|
|
_predicate = predicate;
|
|
_processor = processor;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Invoked for each piece of data from the source file
|
|
/// </summary>
|
|
/// <param name="data">The data to be processed</param>
|
|
public void Process(IBaseData data)
|
|
{
|
|
if (_predicate(data))
|
|
{
|
|
_processor.Process(data);
|
|
}
|
|
}
|
|
|
|
/// <summary>
|
|
/// Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.
|
|
/// </summary>
|
|
public void Dispose()
|
|
{
|
|
_processor.Dispose();
|
|
}
|
|
}
|
|
} |