/* * 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.UniverseSelection; using QuantConnect.Interfaces; using QuantConnect.Lean.Engine.DataFeeds; using QuantConnect.Lean.Engine.Results; using QuantConnect.Packets; namespace QuantConnect.Report { /// /// Fake IDataFeed /// public class MockDataFeed : IDataFeed { /// /// Bool if the feed is active /// public bool IsActive { get; } /// /// Initialize the data feed /// This implementation does nothing /// public void Initialize( IAlgorithm algorithm, AlgorithmNodePacket job, IResultHandler resultHandler, IMapFileProvider mapFileProvider, IFactorFileProvider factorFileProvider, IDataProvider dataProvider, IDataFeedSubscriptionManager subscriptionManager, IDataFeedTimeProvider dataFeedTimeProvider, IDataChannelProvider dataChannelProvider ) { } /// /// Create Subscription /// /// Subscription request to use /// Always null public Subscription CreateSubscription(SubscriptionRequest request) { return null; } /// /// Remove Subscription; Not implemented /// /// Subscription to remove public void RemoveSubscription(Subscription subscription) { } /// /// DataFeed Exit /// public void Exit() { } } }