/* * 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.ToolBox { /// /// Provides an implementation of that filters the incoming /// stream of data before passing it along to the wrapped processor /// public class FilteredDataProcessor : IDataProcessor { private readonly Func _predicate; private readonly IDataProcessor _processor; /// /// Initializes a new instance of the class /// /// The processor to filter data for /// The filtering predicate to be applied public FilteredDataProcessor(IDataProcessor processor, Func predicate) { _predicate = predicate; _processor = processor; } /// /// Invoked for each piece of data from the source file /// /// The data to be processed public void Process(IBaseData data) { if (_predicate(data)) { _processor.Process(data); } } /// /// Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources. /// public void Dispose() { _processor.Dispose(); } } }