/*
* 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;
namespace QuantConnect.Algorithm.Framework.Alphas.Analysis
{
///
/// Encapsulates the storage and on-line scoring of insights.
/// b
public interface IInsightManager : IDisposable
{
///
/// Enumerable of insights still under analysis
///
IEnumerable OpenInsights { get; }
///
/// Enumerable of insights who's analysis has been completed
///
IEnumerable ClosedInsights { get; }
///
/// Enumerable of all internally maintained insights
///
IEnumerable AllInsights { get; }
///
/// Add an extension to this manager
///
/// The extension to be added
void AddExtension(IInsightManagerExtension extension);
///
/// Initializes any extensions for the specified backtesting range
///
/// The start date of the backtest (current time in live mode)
/// The end date of the backtest ( in live mode)
/// The algorithm's current utc time
void InitializeExtensionsForRange(DateTime start, DateTime end, DateTime current);
///
/// Steps the manager forward in time, accepting new state information and potentialy newly generated insights
///
/// The frontier time of the insight analysis
/// Snap shot of the securities at the frontier time
/// Any insight generated by the algorithm at the frontier time
void Step(DateTime frontierTimeUtc, ReadOnlySecurityValuesCollection securityValuesCollection, GeneratedInsightsCollection generatedInsights);
///
/// Removes insights from the manager with the specified ids
///
/// The insights ids to be removed
void RemoveInsights(IEnumerable insightIds);
}
}