wehub-resource-sync
56 lines
2.2 KiB
C#
56 lines
2.2 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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*/
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using QuantConnect.Data;
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using System;
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using System.Collections;
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using System.Collections.Generic;
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namespace QuantConnect.Lean.Engine.DataFeeds.Enumerators
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{
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/// <summary>
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/// Represents an enumerator capable of synchronizing other base data enumerators in time.
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/// This assumes that all enumerators have data time stamped in the same time zone
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/// </summary>
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public class SynchronizingBaseDataEnumerator : SynchronizingEnumerator<BaseData>
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{
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/// <summary>
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/// Initializes a new instance of the <see cref="SynchronizingBaseDataEnumerator"/> class
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/// </summary>
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/// <param name="enumerators">The enumerators to be synchronized. NOTE: Assumes the same time zone for all data</param>
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public SynchronizingBaseDataEnumerator(params IEnumerator<BaseData>[] enumerators)
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: this((IEnumerable<IEnumerator>)enumerators)
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{
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="SynchronizingBaseDataEnumerator"/> class
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/// </summary>
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/// <param name="enumerators">The enumerators to be synchronized. NOTE: Assumes the same time zone for all data</param>
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public SynchronizingBaseDataEnumerator(IEnumerable<IEnumerator> enumerators) : base((IEnumerable<IEnumerator<BaseData>>)enumerators)
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{
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}
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/// <summary>
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/// Gets the Timestamp for the data
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/// </summary>
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protected override DateTime GetInstanceTime(BaseData instance)
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{
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return instance.EndTime;
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}
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}
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}
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