/*
* 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 QuantConnect.Data.Fundamental;
using QuantConnect.Interfaces;
namespace QuantConnect.Data.UniverseSelection
{
///
///
///
public interface IFundamentalDataProvider
{
///
/// Initializes the service
///
/// The data provider instance to use
/// True if running in live mode
void Initialize(IDataProvider dataProvider, bool liveMode);
///
/// Will fetch the requested fundamental information for the requested time and symbol
///
/// The expected data type
/// The time to request this data for
/// The security identifier
/// The name of the fundamental property
/// The fundamental information
T Get(DateTime time, SecurityIdentifier securityIdentifier, FundamentalProperty name);
}
}