/*
* 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 QuantConnect.Packets;
using QuantConnect.Interfaces;
using System.ComponentModel.Composition;
using QuantConnect.Data.UniverseSelection;
namespace QuantConnect.Lean.Engine.Server
{
///
/// Provides scope into Lean that is convenient for managing a lean instance
///
[InheritedExport(typeof(ILeanManager))]
public interface ILeanManager : IDisposable
{
///
/// Initialize the ILeanManager implementation
///
/// Exposes lean engine system handlers running LEAN
/// Exposes the lean algorithm handlers running lean
/// The job packet representing either a live or backtest Lean instance
/// The Algorithm manager
void Initialize(LeanEngineSystemHandlers systemHandlers, LeanEngineAlgorithmHandlers algorithmHandlers, AlgorithmNodePacket job, AlgorithmManager algorithmManager);
///
/// Sets the IAlgorithm instance in the ILeanManager
///
/// The IAlgorithm instance being run
void SetAlgorithm(IAlgorithm algorithm);
///
/// Update ILeanManager with the IAlgorithm instance
///
void Update();
///
/// This method is called after algorithm initialization
///
void OnAlgorithmStart();
///
/// This method is called before algorithm termination
///
void OnAlgorithmEnd();
///
/// Callback fired each time that we add/remove securities from the data feed
///
void OnSecuritiesChanged(SecurityChanges changes);
}
}