/*
* 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);
}
}
}