/* * 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 System.Collections.Generic; using NodaTime; using QuantConnect.Interfaces; namespace QuantConnect.Data { /// /// Provides a base type for all history providers /// public abstract class HistoryProviderBase : IHistoryProvider { /// /// Event fired when an invalid configuration has been detected /// public event EventHandler InvalidConfigurationDetected; /// /// Event fired when the numerical precision in the factor file has been limited /// public event EventHandler NumericalPrecisionLimited; /// /// Event fired when the start date has been limited /// public event EventHandler StartDateLimited; /// /// Event fired when there was an error downloading a remote file /// public event EventHandler DownloadFailed; /// /// Event fired when there was an error reading the data /// public event EventHandler ReaderErrorDetected; /// /// Gets the total number of data points emitted by this history provider /// public abstract int DataPointCount { get; } /// /// Initializes this history provider to work for the specified job /// /// The initialization parameters public abstract void Initialize(HistoryProviderInitializeParameters parameters); /// /// Gets the history for the requested securities /// /// The historical data requests /// The time zone used when time stamping the slice instances /// An enumerable of the slices of data covering the span specified in each request public abstract IEnumerable GetHistory(IEnumerable requests, DateTimeZone sliceTimeZone); /// /// Event invocator for the event /// /// Event arguments for the event protected virtual void OnInvalidConfigurationDetected(InvalidConfigurationDetectedEventArgs e) { InvalidConfigurationDetected?.Invoke(this, e); } /// /// Event invocator for the event /// /// Event arguments for the event protected virtual void OnNumericalPrecisionLimited(NumericalPrecisionLimitedEventArgs e) { NumericalPrecisionLimited?.Invoke(this, e); } /// /// Event invocator for the event /// /// Event arguments for the event protected virtual void OnDownloadFailed(DownloadFailedEventArgs e) { DownloadFailed?.Invoke(this, e); } /// /// Event invocator for the event /// /// Event arguments for the event protected virtual void OnReaderErrorDetected(ReaderErrorDetectedEventArgs e) { ReaderErrorDetected?.Invoke(this, e); } /// /// Event invocator for the event /// /// Event arguments for the event protected virtual void OnStartDateLimited(StartDateLimitedEventArgs e) { StartDateLimited?.Invoke(this, e); } } }