Martin Molinero
239664277f
- Removing usages of Security.Configuration properties from existing Volatility Models, without modifying existing interfaces. Adding unit tests for existing behavior - Adding new BaseVolatilityModel, which will have a setter for a ISubscriptionDataConfigProvider which will be called by the system. Adding unit tests for this behavior. - Adding new `SubscriptionDataConfigExtensions` static class which will provide methods used to determine different configuration properties for a given set of `SubscriptionDataConfigs`. The behavior was extracted from current `Security` class behavior regarding the `SubscriptionBag`. Adding unit tests covering exepected behavior here.
33 lines
1.2 KiB
C#
33 lines
1.2 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*
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*/
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using System.Collections.Generic;
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using QuantConnect.Data;
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namespace QuantConnect.Interfaces
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{
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/// <summary>
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/// Reduced interface which provides access to registered <see cref="SubscriptionDataConfig"/>
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/// </summary>
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public interface ISubscriptionDataConfigProvider
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{
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/// <summary>
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/// Gets a list of all registered <see cref="SubscriptionDataConfig"/> for a given <see cref="Symbol"/>
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/// </summary>
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List<SubscriptionDataConfig> GetSubscriptionDataConfigs(Symbol symbol);
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}
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}
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