/*
* 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);
}
}