/* * 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.ComponentModel.Composition; using QuantConnect.Data.UniverseSelection; using QuantConnect.Interfaces; using QuantConnect.Lean.Engine.Results; using QuantConnect.Packets; using QuantConnect.Scheduling; namespace QuantConnect.Lean.Engine.RealTime { /// /// Real time event handler, trigger functions at regular or pretimed intervals /// [InheritedExport(typeof(IRealTimeHandler))] public interface IRealTimeHandler : IEventSchedule { /// /// Thread status flag. /// bool IsActive { get; } /// /// Initializes the real time handler for the specified algorithm and job /// void Setup(IAlgorithm algorithm, AlgorithmNodePacket job, IResultHandler resultHandler, IApi api, IIsolatorLimitResultProvider isolatorLimitProvider); /// /// Set the current time for the event scanner (so we can use same code for backtesting and live events) /// /// Current real or backtest time. void SetTime(DateTime time); /// /// Scan for past events that didn't fire because there was no data at the scheduled time. /// /// Current time. void ScanPastEvents(DateTime time); /// /// Trigger and exit signal to terminate real time event scanner. /// void Exit(); /// /// Event fired each time that we add/remove securities from the data feed /// void OnSecuritiesChanged(SecurityChanges changes); } }