/* * 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.Data; namespace QuantConnect.Tests.Engine.DataFeeds { /// /// Custom data type that uses a remote file download /// public class CustomMockedFileBaseData : BaseData { private int _incrementsToAdd; public static DateTime StartDate; public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode) { var start = StartDate.AddTicks(config.Increment.Ticks * _incrementsToAdd++).ConvertFromUtc(config.DataTimeZone); return new CustomMockedFileBaseData { Symbol = config.Symbol, Time = start, EndTime = start.Add(config.Increment), Value = 10 }; } public override SubscriptionDataSource GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode) { // using an already existing file, the file it self and its contents don't really matter. The reader will mock the values return new SubscriptionDataSource("./TestData/spy_with_ichimoku.csv", SubscriptionTransportMedium.LocalFile, FileFormat.Csv); } } }