wehub-resource-sync
73 lines
3.4 KiB
C#
73 lines
3.4 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 System;
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using System.Collections.Generic;
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using QuantConnect.Data;
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using QuantConnect.Interfaces;
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namespace QuantConnect.Tests.Engine.DataFeeds
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{
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/// <summary>
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/// Provides an implementation of <see cref="IDataQueueHandler"/> and <see cref="IDataQueueUniverseProvider"/>
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/// that can be specified via functions
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/// </summary>
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public class FuncDataQueueHandlerUniverseProvider : FuncDataQueueHandler, IDataQueueUniverseProvider
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{
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private readonly Func<Symbol, bool, string, IEnumerable<Symbol>> _lookupSymbolsFunction;
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private readonly Func<bool> _canPerformSelectionFunction;
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/// <summary>
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/// Initializes a new instance of the <see cref="FuncDataQueueHandlerUniverseProvider"/> class
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/// </summary>
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/// <param name="getNextTicksFunction">The functional implementation for the <see cref="FuncDataQueueHandler.GetNextTicks"/> function</param>
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/// <param name="lookupSymbolsFunction">The functional implementation for the <see cref="IDataQueueUniverseProvider.LookupSymbols"/> function</param>
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/// <param name="canPerformSelectionFunction">The functional implementation for the <see cref="IDataQueueUniverseProvider.CanPerformSelection"/> function</param>
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/// <param name="timeProvider">The time provider instance to use</param>
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public FuncDataQueueHandlerUniverseProvider(
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Func<FuncDataQueueHandler, IEnumerable<BaseData>> getNextTicksFunction,
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Func<Symbol, bool, string, IEnumerable<Symbol>> lookupSymbolsFunction,
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Func<bool> canPerformSelectionFunction,
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ITimeProvider timeProvider, IAlgorithmSettings algorithmSettings)
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: base(getNextTicksFunction, timeProvider, algorithmSettings)
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{
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_lookupSymbolsFunction = lookupSymbolsFunction;
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_canPerformSelectionFunction = canPerformSelectionFunction;
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}
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/// <summary>
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/// Method returns a collection of Symbols that are available at the data source.
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/// </summary>
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/// <param name="symbol">Symbol to lookup</param>
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/// <param name="includeExpired">Include expired contracts</param>
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/// <param name="securityCurrency">Expected security currency(if any)</param>
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/// <returns></returns>
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public IEnumerable<Symbol> LookupSymbols(Symbol symbol, bool includeExpired, string securityCurrency = null)
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{
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return _lookupSymbolsFunction(symbol, includeExpired, securityCurrency);
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}
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/// <summary>
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/// Returns whether selection can take place or not.
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/// </summary>
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/// <returns>True if selection can take place</returns>
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public bool CanPerformSelection()
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{
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return _canPerformSelectionFunction();
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}
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}
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}
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