/* * 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 System.Collections.Generic; using System.Linq; using QuantConnect.Data; using QuantConnect.Interfaces; using QuantConnect.Packets; namespace QuantConnect.Tests.Engine.DataFeeds { /// /// Provides an implementation of that can be specified /// via a function /// public class FuncDataQueueHandler : IDataQueueHandler { private readonly object _lock = new object(); private readonly HashSet _subscriptions = new HashSet(); private readonly Func> _getNextTicksFunction; /// /// Gets the subscriptions currently being managed by the queue handler /// public List Subscriptions { get { lock (_lock) return _subscriptions.ToList(); } } /// /// Initializes a new instance of the class /// /// The functional implementation for the function public FuncDataQueueHandler(Func> getNextTicksFunction) { _getNextTicksFunction = getNextTicksFunction; } /// /// Get the next ticks from the live trading data queue /// /// IEnumerable list of ticks since the last update. public IEnumerable GetNextTicks() { return _getNextTicksFunction(this); } /// /// Adds the specified symbols to the subscription /// /// Job we're subscribing for: /// The symbols to be added keyed by SecurityType public void Subscribe(LiveNodePacket job, IEnumerable symbols) { foreach (var symbol in symbols) { lock (_lock) _subscriptions.Add(symbol); } } /// /// Removes the specified symbols to the subscription /// /// Job we're processing. /// The symbols to be removed keyed by SecurityType public void Unsubscribe(LiveNodePacket job, IEnumerable symbols) { foreach (var symbol in symbols) { lock (_lock) _subscriptions.Remove(symbol); } } } }