/*
* 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);
}
}
}