/*
* 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
};
}
}
}
}