quant1729
49 lines
1.9 KiB
C#
49 lines
1.9 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;
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using System.Collections.Generic;
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using QuantConnect.Data;
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namespace QuantConnect.Securities
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{
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/// <summary>
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/// Provides a functional implementation of <see cref="IDerivativeSecurityFilter"/>
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/// </summary>
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public class FuncSecurityDerivativeFilter : IDerivativeSecurityFilter
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{
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private readonly Func<IDerivativeSecurityFilterUniverse, IDerivativeSecurityFilterUniverse> _filter;
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/// <summary>
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/// Initializes a new instance of the <see cref="FuncSecurityDerivativeFilter"/> class
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/// </summary>
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/// <param name="filter">The functional implementation of the <see cref="Filter"/> method</param>
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public FuncSecurityDerivativeFilter(Func<IDerivativeSecurityFilterUniverse, IDerivativeSecurityFilterUniverse> filter)
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{
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_filter = filter;
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}
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/// <summary>
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/// Filters the input set of symbols represented by the universe
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/// </summary>
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/// <param name="universe">Derivative symbols universe used in filtering</param>
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/// <returns>The filtered set of symbols</returns>
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public IDerivativeSecurityFilterUniverse Filter(IDerivativeSecurityFilterUniverse universe)
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{
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return _filter(universe);
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}
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}
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} |