/*
* 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()
{
}
}
}