/* * 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; namespace QuantConnect.Data.Custom { /// /// Represents a custom data type that works as a heartbeat of data in live mode /// public class NullData : BaseData { /// /// The end time of this data. Some data covers spans (trade bars) /// and as such we want to know the entire time span covered /// public override DateTime EndTime { get; set; } /// /// Return the URL string source of localhost as placeholder, /// since this custom data class does not use any data. /// /// Configuration object /// Date of this source file /// True if we're in live mode /// String URL of localhost public override SubscriptionDataSource GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode) { return new SubscriptionDataSource("http://localhost/", SubscriptionTransportMedium.Rest); } /// /// Returns a new instance of the . Its Value property is always 1 /// and the Time property is the current date/time of the exchange. /// /// Subscription data config setup object /// Line of the source document. /// Date of the requested data /// True if we're in live mode /// Instance of public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode) { var nullData = new NullData { Symbol = config.Symbol, Time = DateTime.UtcNow.ConvertFromUtc(config.ExchangeTimeZone), Value = 1 }; nullData.EndTime = nullData.Time + config.Resolution.ToTimeSpan(); return nullData; } } }