/* * 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; namespace QuantConnect.Securities { /// /// Provides a functional implementation of /// public class FuncSecurityDerivativeFilter : IDerivativeSecurityFilter where T : IChainUniverseData { private readonly Func, IDerivativeSecurityFilterUniverse> _filter; /// /// True if this universe filter can run async in the data stack /// public bool Asynchronous { get; set; } = true; /// /// Initializes a new instance of the class /// /// The functional implementation of the method public FuncSecurityDerivativeFilter(Func, IDerivativeSecurityFilterUniverse> filter) { _filter = filter; } /// /// Filters the input set of symbols represented by the universe /// /// Derivative symbols universe used in filtering /// The filtered set of symbols public IDerivativeSecurityFilterUniverse Filter(IDerivativeSecurityFilterUniverse universe) { return _filter(universe); } } }