/*
* 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;
namespace QuantConnect.Data
{
///
/// Abstract indexed base data class of QuantConnect.
/// It is intended to be extended to define customizable data types which are stored
/// using an intermediate index source
///
public abstract class IndexedBaseData : BaseData
{
///
/// Returns the source for a given index value
///
/// Configuration object
/// Date of this source file
/// The index value for which we want to fetch the source
/// true if we're in live mode, false for backtesting mode
/// The instance to use
public virtual SubscriptionDataSource GetSourceForAnIndex(SubscriptionDataConfig config, DateTime date, string index, bool isLiveMode)
{
throw new NotImplementedException($"{nameof(IndexedBaseData)} types should implement 'GetSourceForAnIndex'. " +
"The implementation should determine the source to use for a given index value.");
}
///
/// Returns the index source for a date
///
/// Configuration object
/// Date of this source file
/// true if we're in live mode, false for backtesting mode
/// The instance to use
public override SubscriptionDataSource GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode)
{
throw new NotImplementedException($"{nameof(IndexedBaseData)} types should implement 'GetSource'. " +
"The implementation should determine the index source to use for a given date.");
}
}
}