/*
* 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;
namespace QuantConnect.Lean.Engine.DataFeeds
{
///
/// Store data both raw and adjusted and the time at which it should be synchronized
///
public class PrecalculatedSubscriptionData : SubscriptionData
{
private BaseData _normalizedData;
private SubscriptionDataConfig _config;
private readonly DataNormalizationMode _mode;
///
/// Gets the data
///
public override BaseData Data
{
get
{
if (_config.DataNormalizationMode == DataNormalizationMode.Raw)
{
return _data;
}
else if (_config.DataNormalizationMode == _mode)
{
return _normalizedData;
}
else
{
throw new ArgumentException($"DataNormalizationMode.{_config.DataNormalizationMode} was requested for "
+ $"symbol {_data.Symbol} but only {_mode} and Raw DataNormalizationMode are available. "
+ "Please configure the desired DataNormalizationMode initially when adding the Symbol");
}
}
}
///
/// Initializes a new instance of the class
///
/// The subscription's configuration
/// The base data
/// The normalized calculated based on raw data
/// Specifies how data is normalized
/// The emit time for the data
public PrecalculatedSubscriptionData(SubscriptionDataConfig configuration, BaseData rawData, BaseData normalizedData, DataNormalizationMode normalizationMode, DateTime emitTimeUtc)
: base(rawData, emitTimeUtc)
{
_config = configuration;
_normalizedData = normalizedData;
_mode = normalizationMode;
}
}
}