/*
* 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.ComponentModel.Composition;
using QuantConnect.Interfaces;
using QuantConnect.Packets;
namespace QuantConnect.Lean.Engine.Alpha
{
///
/// Alpha handler defines how to process insights generated by an algorithm
///
[InheritedExport(typeof(IAlphaHandler))]
public interface IAlphaHandler
{
///
/// Gets a flag indicating if this handler's thread is still running and processing messages
///
bool IsActive { get; }
///
/// Gets the current alpha runtime statistics
///
AlphaRuntimeStatistics RuntimeStatistics { get; }
///
/// Initializes this alpha handler to accept insights from the specified algorithm
///
/// The algorithm job
/// The algorithm instance
/// Handler used for sending insights
/// Api instance
void Initialize(AlgorithmNodePacket job, IAlgorithm algorithm, IMessagingHandler messagingHandler, IApi api);
///
/// Invoked after the algorithm's Initialize method was called allowing the alpha handler to check
/// other things, such as sampling period for backtests
///
/// The algorithm instance
void OnAfterAlgorithmInitialized(IAlgorithm algorithm);
///
/// Performs processing in sync with the algorithm's time loop to provide consisten reading of data
///
void ProcessSynchronousEvents();
///
/// Thread entry point for asynchronous processing
///
void Run();
///
/// Stops processing in the method
///
void Exit();
}
}