Files
quantconnect--lean/ToolBox/PipeDataProcessor.cs
T
2026-07-13 13:02:50 +08:00

80 lines
2.8 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.Collections.Generic;
using System.Linq;
using QuantConnect.Data;
namespace QuantConnect.ToolBox
{
/// <summary>
/// Provides an implementation of <see cref="IDataProcessor"/> that simply forwards all
/// received data to other attached processors
/// </summary>
public class PipeDataProcessor : IDataProcessor
{
private readonly HashSet<IDataProcessor> _processors;
/// <summary>
/// Initializes a new instance of the <see cref="PipeDataProcessor"/> class
/// </summary>
/// <param name="processors">The processors to pipe the data to</param>
public PipeDataProcessor(IEnumerable<IDataProcessor> processors)
{
_processors = processors.ToHashSet();
}
/// <summary>
/// Initializes a new instance of the <see cref="PipeDataProcessor"/> class
/// </summary>
/// <param name="processors">The processors to pipe the data to</param>
public PipeDataProcessor(params IDataProcessor[] processors)
: this((IEnumerable<IDataProcessor>)processors)
{
}
/// <summary>
/// Adds the specified processor to the output pipe
/// </summary>
/// <param name="processor">Processor to receive data from this pipe</param>
public void PipeTo(IDataProcessor processor)
{
_processors.Add(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)
{
foreach (var processor in _processors)
{
processor.Process(data);
}
}
/// <summary>
/// Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.
/// </summary>
public void Dispose()
{
foreach (var processor in _processors)
{
processor.Dispose();
}
}
}
}