/* * 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); } }