/* * 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 QuantConnect.Securities; namespace QuantConnect.Data.UniverseSelection { /// /// Provides a universe decoration that replaces the implementation of /// public class GetSubscriptionRequestsUniverseDecorator : UniverseDecorator { private readonly GetSubscriptionRequestsDelegate _getRequests; /// /// Delegate type for the method /// /// The security to get subscription requests for /// The current utc frontier time /// /// The subscription requests for the security to be given to the data feed public delegate IEnumerable GetSubscriptionRequestsDelegate(Security security, DateTime currentTimeUtc, DateTime maximumEndTimeUtc); /// /// Initializes a new instance of the class /// /// The universe to be decorated /// public GetSubscriptionRequestsUniverseDecorator(Universe universe, GetSubscriptionRequestsDelegate getRequests) : base(universe) { _getRequests = getRequests; } /// /// Gets the subscription requests to be added for the specified security /// /// The security to get subscriptions for /// The current time in utc. This is the frontier time of the algorithm /// The max end time /// All subscriptions required by this security public override IEnumerable GetSubscriptionRequests(Security security, DateTime currentTimeUtc, DateTime maximumEndTimeUtc) { return _getRequests(security, currentTimeUtc, maximumEndTimeUtc); } } }