/*
* 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);
}
}
}