snugs
cd27c2833b
This refactor was an effort to bring into line the various concepts between the FileSystemDataFeed and the LiveTradingDataFeed. The former works using enumerators and a time sync loop that uses the concept of a frontier to decide when to 'pull-off' data that's at or before the frontier. This makes the feed uninterested in how the data (via enumerators) is provided, and only concerns itself with things at the subscription level, that is, time syncing and universe selection invocation. These concepts were brought over to the LiveTradingDataFeed with some modification. This change heavily uses object composition of enumerators to handle the various concerns that were previously within the enumerator loops in the LiveTradingDataFeed. Some enumerator types that help accomplish these concerns: FastForwardEnumerator - fast forwards an enumerator that contains old data RateLimitEnumerator - prevents an enumerator from being invoked too frequently TradeBarBuilderEnumerator - Builds trade bars from tick data FrontierAwareEnumerator - Emits the underlying when the frontier is on or after Current EnqueableEnumerator - Acts as a liason between a push/pull system using a queue
36 lines
1.2 KiB
C#
36 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;
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namespace QuantConnect.Lean.Engine.DataFeeds
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{
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/// <summary>
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/// Provides an implementation of <see cref="ITimeProvider"/> that
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/// uses <see cref="DateTime.UtcNow"/> to provide the current time
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/// </summary>
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public sealed class RealTimeProvider : ITimeProvider
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{
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/// <summary>
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/// Gets the current time in UTC
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/// </summary>
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/// <returns>The current time in UTC</returns>
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public DateTime GetUtcNow()
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{
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return DateTime.UtcNow;
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}
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}
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} |