/*
* 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);
}
}
}