/* * 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 System.ComponentModel.Composition; namespace QuantConnect.Data { /// /// Aggregates ticks and bars based on given subscriptions. /// [InheritedExport(typeof(IDataAggregator))] public interface IDataAggregator : IDisposable { /// /// Initialize this instance /// /// The parameters dto instance void Initialize(DataAggregatorInitializeParameters parameters); /// /// Add new subscription to current instance /// /// defines the parameters to subscribe to a data feed /// handler to be fired on new data available /// The new enumerator for this subscription request /// IEnumerator Add(SubscriptionDataConfig dataConfig, EventHandler newDataAvailableHandler); /// /// Remove the given subscription /// /// defines the subscription configuration data. /// Returns true if given was found and succesfully removed; otherwise false. bool Remove(SubscriptionDataConfig dataConfig); /// /// Adds new input into aggregator. /// /// The new data void Update(BaseData input); } }