/* * 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.Collections.Generic; using QuantConnect.Data.UniverseSelection; using QuantConnect.Interfaces; using QuantConnect.Lean.Engine.Results; using QuantConnect.Packets; namespace QuantConnect.Lean.Engine.DataFeeds { public class MockDataFeed : IDataFeed { private List _dummyData = new List(); public bool IsActive { get; } public void Initialize( IAlgorithm algorithm, AlgorithmNodePacket job, IResultHandler resultHandler, IMapFileProvider mapFileProvider, IFactorFileProvider factorFileProvider, IDataProvider dataProvider, IDataFeedSubscriptionManager subscriptionManager, IDataFeedTimeProvider dataFeedTimeProvider, IDataChannelProvider dataChannelProvider ) { } public Subscription CreateSubscription(SubscriptionRequest request) { var offsetProvider = new TimeZoneOffsetProvider(request.Configuration.ExchangeTimeZone, request.StartTimeUtc, request.EndTimeUtc); return new Subscription(request, _dummyData.GetEnumerator(), offsetProvider); } public void RemoveSubscription(Subscription subscription) { } public void Exit() { } } }