/* * 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; namespace QuantConnect.Data.Consolidators { /// /// Event handler type for the IDataConsolidator.DataConsolidated event /// /// The consolidator that fired the event /// The consolidated piece of data public delegate void DataConsolidatedHandler(object sender, IBaseData consolidated); /// /// Represents a type capable of taking BaseData updates and firing events containing new /// 'consolidated' data. These types can be used to produce larger bars, or even be used to /// transform the data before being sent to another component. The most common usage of these /// types is with indicators. /// public interface IDataConsolidator : IDisposable { /// /// Gets the most recently consolidated piece of data. This will be null if this consolidator /// has not produced any data yet. /// IBaseData Consolidated { get; } /// /// Gets a clone of the data being currently consolidated /// IBaseData WorkingData { get; } /// /// Gets the type consumed by this consolidator /// Type InputType { get; } /// /// Gets the type produced by this consolidator /// Type OutputType { get; } /// /// Updates this consolidator with the specified data /// /// The new data for the consolidator void Update(IBaseData data); /// /// Scans this consolidator to see if it should emit a bar due to time passing /// /// The current time in the local time zone (same as ) void Scan(DateTime currentLocalTime); /// /// Resets the consolidator /// void Reset(); /// /// Event handler that fires when a new piece of data is produced /// event DataConsolidatedHandler DataConsolidated; } }