/*
* 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;
using QuantConnect.Data.Market;
namespace QuantConnect.Data.Consolidators
{
///
/// Provides an implementation of that preserve the input
/// data unmodified. The input data is filtering by the specified predicate function
///
/// The type of data
public class FilteredIdentityDataConsolidator : IdentityDataConsolidator
where T : IBaseData
{
private readonly Func _predicate;
///
/// Initializes a new instance of the class
///
/// The predicate function, returning true to accept data and false to reject data
public FilteredIdentityDataConsolidator(Func predicate)
{
this._predicate = predicate;
}
///
/// Updates this consolidator with the specified data
///
/// The new data for the consolidator
public override void Update(T data)
{
// only permit data that passes our predicate function to be passed through
if (_predicate(data))
{
base.Update(data);
}
}
}
///
/// Provides factory methods for creating instances of
///
public static class FilteredIdentityDataConsolidator
{
///
/// Creates a new instance of that filters ticks
/// based on the specified
///
/// The tick type of data to accept
/// A new that filters based on the provided tick type
public static FilteredIdentityDataConsolidator ForTickType(TickType tickType)
{
return new FilteredIdentityDataConsolidator(tick => tick.TickType == tickType);
}
}
}