/* * 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; namespace QuantConnect.Data.UniverseSelection { /// /// Provides a univese decoration that replaces the implementation of /// public class SelectSymbolsUniverseDecorator : UniverseDecorator { private readonly SelectSymbolsDelegate _selectSymbols; /// /// Delegate type for the method /// /// The current utc frontier time /// The universe selection data /// The symbols selected by the universe public delegate IEnumerable SelectSymbolsDelegate(DateTime utcTime, BaseDataCollection data); /// /// Initializes a new instance of the class /// /// The universe to be decorated /// The new implementation of public SelectSymbolsUniverseDecorator(Universe universe, SelectSymbolsDelegate selectSymbols) : base(universe) { _selectSymbols = selectSymbols; } /// /// Performs universe selection using the data specified /// /// The current utc time /// The symbols to remain in the universe /// The data that passes the filter public override IEnumerable SelectSymbols(DateTime utcTime, BaseDataCollection data) { return _selectSymbols(utcTime, data); } } }