/* * 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; } } }