/* * 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; using QuantConnect.Data; using QuantConnect.Interfaces; namespace QuantConnect.Tests.Engine.DataFeeds { /// /// Provides an implementation of and /// that can be specified via functions /// public class FuncDataQueueHandlerUniverseProvider : FuncDataQueueHandler, IDataQueueUniverseProvider { private readonly Func> _lookupSymbolsFunction; private readonly Func _canAdvanceTimeFunction; /// /// Initializes a new instance of the class /// /// The functional implementation for the function /// The functional implementation for the function /// The functional implementation for the function /// The time provider instance to use public FuncDataQueueHandlerUniverseProvider( Func> getNextTicksFunction, Func> lookupSymbolsFunction, Func canAdvanceTimeFunction, ITimeProvider timeProvider) : base(getNextTicksFunction, timeProvider) { _lookupSymbolsFunction = lookupSymbolsFunction; _canAdvanceTimeFunction = canAdvanceTimeFunction; } /// /// Method returns a collection of Symbols that are available at the data source. /// /// Symbol to lookup /// Include expired contracts /// Expected security currency(if any) /// public IEnumerable LookupSymbols(Symbol symbol, bool includeExpired, string securityCurrency = null) { return _lookupSymbolsFunction(symbol, includeExpired, securityCurrency); } /// /// Returns whether the time can be advanced or not. /// /// The security type /// true if the time can be advanced public bool CanAdvanceTime(SecurityType securityType) { return _canAdvanceTimeFunction(securityType); } } }