/* * 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 Newtonsoft.Json; using NodaTime; using QuantConnect.Data; using QuantConnect.Data.Market; namespace QuantConnect.Tests.Engine.DataFeeds { /// /// Custom data type that causes rest api calls /// public class RestApiBaseData : TradeBar { public static int ReaderCount = 0; public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode) { ReaderCount++; //[{"symbol":"SPY","time":1444271505,"alpha":1,"beta":2}] var array = JsonConvert.DeserializeObject(line); if (array.Length > 0) { return array[0].ToBaseData(config.DataTimeZone, config.Increment, config.Symbol); } return null; } public override SubscriptionDataSource GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode) { var remoteFileSource = @"https://www.quantconnect.com/live-test?type=rest&symbols=" + config.Symbol.Value; //remoteFileSource = @"http://beta.quantconnect.com/live-test?type=rest&symbols=" + config.Symbol.Value; return new SubscriptionDataSource(remoteFileSource, SubscriptionTransportMedium.Rest, FileFormat.Csv); } private class JsonSerialization { public string symbol = String.Empty; public double time = 0; public double alpha = 0; public double beta = 0; public RestApiBaseData ToBaseData(DateTimeZone timeZone, TimeSpan period, Symbol sym) { var dateTime = QuantConnect.Time.UnixTimeStampToDateTime(time).ConvertFromUtc(timeZone).Subtract(period); return new RestApiBaseData { Symbol = sym, Time = dateTime, EndTime = dateTime.Add(period), Value = (decimal) alpha }; } } } }