/*
* 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 QuantConnect.Algorithm.Framework.Alphas.Analysis;
namespace QuantConnect.Algorithm.Framework.Alphas
{
///
/// Abstraction point to handle the various concerns from a common api.
/// At the time of writing, these concerns are charting, scoring, perisistence and messaging.
///
public interface IInsightManagerExtension
{
///
/// Invokes the manager at the end of the time step.
///
/// The current frontier time utc
void Step(DateTime frontierTimeUtc);
///
/// Allows the extension to initialize itself over the expected range
///
/// The start date of the algorithm
/// The end date of the algorithm
/// The algorithm's current utc time
void InitializeForRange(DateTime algorithmStartDate, DateTime algorithmEndDate, DateTime algorithmUtcTime);
///
/// Invoked when the insight manager first received a generated insight from the algorithm
///
/// Context whose insight has just generated
void OnInsightGenerated(InsightAnalysisContext context);
///
/// Invoked when the insight manager detects that an insight has closed (frontier has passed insight period)
///
/// Context whose insight has just closed
void OnInsightClosed(InsightAnalysisContext context);
///
/// Invoked when the insight manager has completed analysis on an insight
///
/// Context whose insight has just completed analysis
void OnInsightAnalysisCompleted(InsightAnalysisContext context);
}
}