/* * 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 { /// /// Represents the simplest DataConsolidator implementation, one that is defined /// by a straight pass through of the data. No projection or aggregation is performed. /// /// The type of data public class IdentityDataConsolidator : DataConsolidator where T : IBaseData { private static readonly bool IsTick = typeof(T) == typeof(Tick); private T _last; /// /// Stores the timestamp of the last processed data item. /// private DateTime _lastTime; /// /// Gets a clone of the data being currently consolidated /// public override IBaseData WorkingData { get { return _last == null ? null : _last.Clone(); } } /// /// Gets the type produced by this consolidator /// public override Type OutputType { get { return typeof(T); } } /// /// Updates this consolidator with the specified data /// /// The new data for the consolidator public override void Update(T data) { if (IsTick || _last == null || data.EndTime != _lastTime) { OnDataConsolidated(data); _last = data; _lastTime = data.EndTime; } } /// /// 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 ) public override void Scan(DateTime currentLocalTime) { } /// /// Resets the consolidator /// public override void Reset() { base.Reset(); _last = default(T); } } }