/*
* 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);
}
}
}
}