/* * 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; } } }