/*
* 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;
using System;
using System.Collections;
using System.Collections.Generic;
namespace QuantConnect.Lean.Engine.DataFeeds.Enumerators
{
///
/// Represents an enumerator capable of synchronizing other slice enumerators in time.
/// This assumes that all enumerators have data time stamped in the same time zone
///
public class SynchronizingSliceEnumerator : SynchronizingEnumerator
{
///
/// Initializes a new instance of the class
///
/// The enumerators to be synchronized. NOTE: Assumes the same time zone for all data
public SynchronizingSliceEnumerator(params IEnumerator[] enumerators)
: this((IEnumerable)enumerators)
{
}
///
/// Initializes a new instance of the class
///
/// The enumerators to be synchronized. NOTE: Assumes the same time zone for all data
public SynchronizingSliceEnumerator(IEnumerable enumerators) : base((IEnumerable>)enumerators)
{
}
///
/// Gets the Timestamp for the data
///
protected override DateTime GetInstanceTime(Slice instance)
{
return instance.UtcTime;
}
}
}