/* * 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 System; using System.Collections.Generic; using QuantConnect.Data; namespace QuantConnect.Lean.Engine.DataFeeds { /// /// Transport type for algorithm update data. This is intended to provide a /// list of base data used to perform updates against the specified target /// /// The target type public class UpdateData { /// /// Flag indicating whether contains any fill forward bar or not /// /// This is useful for performance, it allows consumers to skip re enumerating the entire data /// list to filter any fill forward data public bool? ContainsFillForwardData { get; init; } /// /// The target, such as a security or subscription data config /// public T Target { get; init; } /// /// The data used to update the target /// public IReadOnlyList Data { get; init; } /// /// The type of data in the data list /// public Type DataType { get; init; } /// /// True if this update data corresponds to an internal subscription /// such as currency or security benchmark /// public bool IsInternalConfig { get; init; } /// /// Initializes a new instance of the class /// /// The end consumer/user of the dat /// The type of data in the list /// The update data /// True if this update data corresponds to an internal subscription /// such as currency or security benchmark /// True if this update data contains fill forward bars public UpdateData(T target, Type dataType, IReadOnlyList data, bool isInternalConfig, bool? containsFillForwardData = null) { Target = target; Data = data; DataType = dataType; IsInternalConfig = isInternalConfig; ContainsFillForwardData = containsFillForwardData; } } }