/*
 * 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;
using Python.Runtime;

namespace QuantConnect.Data.Consolidators
{
    /// <summary>
    /// A data consolidator that can make bigger bars from any base data
    ///
    /// This type acts as the base for other consolidators that produce bars on a given time step or for a count of data.
    /// </summary>
    /// <typeparam name="T">The input type into the consolidator's Update method</typeparam>
    public abstract class TradeBarConsolidatorBase<T> : PeriodCountConsolidatorBase<T, TradeBar>
        where T : IBaseData
    {
        /// <summary>
        /// Creates a consolidator to produce a new 'TradeBar' representing the period
        /// </summary>
        /// <param name="period">The minimum span of time before emitting a consolidated bar</param>
        protected TradeBarConsolidatorBase(TimeSpan period)
            : base(period)
        {
        }

        /// <summary>
        /// Creates a consolidator to produce a new 'TradeBar' representing the last count pieces of data
        /// </summary>
        /// <param name="maxCount">The number of pieces to accept before emiting a consolidated bar</param>
        protected TradeBarConsolidatorBase(int maxCount)
            : base(maxCount)
        {
        }

        /// <summary>
        /// Creates a consolidator to produce a new 'TradeBar' representing the last count pieces of data or the period, whichever comes first
        /// </summary>
        /// <param name="maxCount">The number of pieces to accept before emiting a consolidated bar</param>
        /// <param name="period">The minimum span of time before emitting a consolidated bar</param>
        protected TradeBarConsolidatorBase(int maxCount, TimeSpan period)
            : base(maxCount, period)
        {
        }

        /// <summary>
        /// Creates a consolidator to produce a new 'TradeBar' representing the last count pieces of data or the period, whichever comes first
        /// </summary>
        /// <param name="func">Func that defines the start time of a consolidated data</param>
        protected TradeBarConsolidatorBase(Func<DateTime, CalendarInfo> func)
            : base(func)
        {
        }

        /// <summary>
        /// Creates a consolidator to produce a new 'TradeBar' representing the last count pieces of data or the period, whichever comes first
        /// </summary>
        /// <param name="pyfuncobj">Python function object that defines the start time of a consolidated data</param>
        protected TradeBarConsolidatorBase(PyObject pyfuncobj)
            : base(pyfuncobj)
        {
        }

        /// <summary>
        /// Gets a copy of the current 'workingBar'.
        /// </summary>
        public TradeBar WorkingBar => (TradeBar) WorkingData;
    }
}