/*
* 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;
}
}