Stefano Raggi
c6693cb237
In this PR we are disabling the default security seeding (automatically getting the last price for a security when added to the algorithm) for a couple reasons, both when using large universes: - In live trading, these history requests are sent to a history server, potentially causing timeouts - In backtesting, depending on the algorithm this could also cause slowdowns up to 30%
47 lines
1.6 KiB
C#
47 lines
1.6 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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namespace QuantConnect.Securities
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{
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/// <summary>
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/// Provides a functional implementation of <see cref="ISecurityInitializer"/>
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/// </summary>
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public class FuncSecurityInitializer : ISecurityInitializer
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{
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private readonly Action<Security> _initializer;
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/// <summary>
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/// Initializes a new instance of the <see cref="FuncSecurityInitializer"/> class
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/// </summary>
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/// <param name="initializer">The functional implementation of <see cref="ISecurityInitializer.Initialize"/></param>
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public FuncSecurityInitializer(Action<Security> initializer)
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{
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_initializer = initializer;
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}
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/// <summary>
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/// Initializes the specified security
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/// </summary>
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/// <param name="security">The security to be initialized</param>
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public void Initialize(Security security)
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{
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_initializer(security);
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}
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}
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}
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