wehub-resource-sync
55 lines
2.7 KiB
C#
55 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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using System;
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namespace QuantConnect.Data
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{
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/// <summary>
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/// Abstract indexed base data class of QuantConnect.
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/// It is intended to be extended to define customizable data types which are stored
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/// using an intermediate index source
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/// </summary>
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public abstract class IndexedBaseData : BaseData
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{
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/// <summary>
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/// Returns the source for a given index value
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/// </summary>
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/// <param name="config">Configuration object</param>
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/// <param name="date">Date of this source file</param>
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/// <param name="index">The index value for which we want to fetch the source</param>
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/// <param name="isLiveMode">true if we're in live mode, false for backtesting mode</param>
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/// <returns>The <see cref="SubscriptionDataSource"/> instance to use</returns>
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public virtual SubscriptionDataSource GetSourceForAnIndex(SubscriptionDataConfig config, DateTime date, string index, bool isLiveMode)
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{
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throw new NotImplementedException($"{nameof(IndexedBaseData)} types should implement 'GetSourceForAnIndex'. " +
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"The implementation should determine the source to use for a given index value.");
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}
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/// <summary>
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/// Returns the index source for a date
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/// </summary>
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/// <param name="config">Configuration object</param>
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/// <param name="date">Date of this source file</param>
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/// <param name="isLiveMode">true if we're in live mode, false for backtesting mode</param>
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/// <returns>The <see cref="SubscriptionDataSource"/> instance to use</returns>
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public override SubscriptionDataSource GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode)
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{
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throw new NotImplementedException($"{nameof(IndexedBaseData)} types should implement 'GetSource'. " +
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"The implementation should determine the index source to use for a given date.");
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}
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}
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}
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