/*
 * 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 QuantConnect.Data;

namespace QuantConnect.Lean.Engine.DataFeeds.Enumerators
{
    /// <summary>
    /// Tracks the last data point received by an enumerator.
    /// </summary>
    public class LastPointTracker
    {
        private BaseData _lastPoint;

        /// <summary>
        /// Tracks the last data point received by the enumerator.
        /// </summary>
        public BaseData LastDataPoint
        {
            get => _lastPoint;
            set
            {
                if (value != null && !value.IsFillForward && value.DataType != MarketDataType.Auxiliary)
                {
                    _lastPoint = value;
                }
            }
        }
    }
}