Michael Handschuh
d3ec0facc3
Provides an abstraction point allowing us to easily substitute in a different synchronization algorithm. This isn't 100% complete as I'm hopefully able to remove the universe selection dependency from the synchronization implementation.
39 lines
1.5 KiB
C#
39 lines
1.5 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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namespace QuantConnect.Lean.Engine.DataFeeds
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{
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/// <summary>
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/// Provides the ability to synchronize subscriptions into time slices
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/// </summary>
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public interface ISubscriptionSynchronizer
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{
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/// <summary>
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/// Event fired when a subscription is finished
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/// </summary>
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event EventHandler<Subscription> SubscriptionFinished;
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/// <summary>
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/// Syncs the specified subscriptions. The frontier time used for synchronization is
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/// managed internally and dependent upon previous synchronization operations.
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/// </summary>
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/// <param name="subscriptions">The subscriptions to sync</param>
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TimeSlice Sync(IEnumerable<Subscription> subscriptions);
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}
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} |