Files
quantconnect--lean/Engine/DataFeeds/ISubscriptionDataSourceReader.cs
T
2026-07-13 13:02:50 +08:00

26 lines
1006 B
C#

using System;
using System.Collections.Generic;
using QuantConnect.Data;
namespace QuantConnect.Lean.Engine.DataFeeds
{
/// <summary>
/// Represents a type responsible for accepting an input <see cref="SubscriptionDataSource"/>
/// and returning an enumerable of the source's <see cref="BaseData"/>
/// </summary>
public interface ISubscriptionDataSourceReader
{
/// <summary>
/// Event fired when the specified source is considered invalid, this may
/// be from a missing file or failure to download a remote source
/// </summary>
event EventHandler<InvalidSourceEventArgs> InvalidSource;
/// <summary>
/// Reads the specified <paramref name="source"/>
/// </summary>
/// <param name="source">The source to be read</param>
/// <returns>An <see cref="IEnumerable{BaseData}"/> that contains the data in the source</returns>
IEnumerable<BaseData> Read(SubscriptionDataSource source);
}
}