/*
* 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.Collections.Generic;
namespace QuantConnect.Algorithm.Framework.Alphas.Analysis
{
///
/// Provides a simple abstraction that returns a security's current price and volatility.
/// This facilitates testing by removing the dependency of IAlgorithm on the analysis components
///
public interface ISecurityValuesProvider
{
///
/// Gets the current values for the specified symbol (price/volatility)
///
/// The symbol to get price/volatility for
/// The insight target values for the specified symbol
SecurityValues GetValues(Symbol symbol);
///
/// Gets the current values for all the algorithm securities (price/volatility)
///
/// The insight target values for all the algorithm securities
ReadOnlySecurityValuesCollection GetAllValues();
}
///
/// Provides extension methods for
///
public static class SecurityValuesProviderExtensions
{
///
/// Creates a new instance of to hold all for
/// the specified symbol at the current instant in time
///
/// Security values provider fetches security values for each symbol
/// The symbols to get values for
/// A collection of
public static ReadOnlySecurityValuesCollection GetValues(this ISecurityValuesProvider securityValuesProvider, ICollection symbols)
{
var values = new Dictionary(symbols.Count);
foreach (var symbol in symbols)
{
values[symbol] = securityValuesProvider.GetValues(symbol);
}
return new ReadOnlySecurityValuesCollection(values);
}
}
}