dea0fe2674
- Mappings, splits, delisting and dividends will be `ITradableDateEventProvider` that will be handled by the `AuxiliaryDataEnumerator`.
152 lines
5.1 KiB
C#
152 lines
5.1 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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using System;
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using QuantConnect.Data;
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using QuantConnect.Securities;
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namespace QuantConnect.Lean.Engine.DataFeeds
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{
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/// <summary>
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/// Event arguments for the <see cref="SubscriptionDataReader.InvalidConfigurationDetected"/> event
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/// </summary>
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public sealed class InvalidConfigurationDetectedEventArgs : EventArgs
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{
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/// <summary>
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/// Gets the error message
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/// </summary>
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public string Message { get; }
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/// <summary>
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/// Initializes a new instance of the <see cref="InvalidConfigurationDetectedEventArgs"/> class
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/// </summary>
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/// <param name="message">The error message</param>
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public InvalidConfigurationDetectedEventArgs(string message)
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{
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Message = message;
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}
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}
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/// <summary>
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/// Event arguments for the <see cref="SubscriptionDataReader.NumericalPrecisionLimited"/> event
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/// </summary>
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public sealed class NumericalPrecisionLimitedEventArgs : EventArgs
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{
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/// <summary>
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/// Gets the error message
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/// </summary>
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public string Message { get; }
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/// <summary>
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/// Initializes a new instance of the <see cref="NumericalPrecisionLimitedEventArgs"/> class
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/// </summary>
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/// <param name="message">The error message</param>
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public NumericalPrecisionLimitedEventArgs(string message)
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{
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Message = message;
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}
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}
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/// <summary>
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/// Event arguments for the <see cref="SubscriptionDataReader.DownloadFailed"/> event
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/// </summary>
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public sealed class DownloadFailedEventArgs : EventArgs
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{
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/// <summary>
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/// Gets the error message
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/// </summary>
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public string Message { get; }
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/// <summary>
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/// Gets the error stack trace
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/// </summary>
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public string StackTrace { get; }
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/// <summary>
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/// Initializes a new instance of the <see cref="DownloadFailedEventArgs"/> class
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/// </summary>
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/// <param name="message">The error message</param>
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/// <param name="stackTrace">The error stack trace</param>
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public DownloadFailedEventArgs(string message, string stackTrace = "")
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{
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Message = message;
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StackTrace = stackTrace;
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}
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}
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/// <summary>
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/// Event arguments for the <see cref="SubscriptionDataReader.ReaderErrorDetected"/> event
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/// </summary>
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public sealed class ReaderErrorDetectedEventArgs : EventArgs
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{
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/// <summary>
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/// Gets the error message
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/// </summary>
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public string Message { get; }
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/// <summary>
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/// Gets the error stack trace
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/// </summary>
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public string StackTrace { get; }
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/// <summary>
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/// Initializes a new instance of the <see cref="ReaderErrorDetectedEventArgs"/> class
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/// </summary>
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/// <param name="message">The error message</param>
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/// <param name="stackTrace">The error stack trace</param>
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public ReaderErrorDetectedEventArgs(string message, string stackTrace = "")
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{
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Message = message;
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StackTrace = stackTrace;
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}
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}
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/// <summary>
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/// Event arguments for the <see cref="SubscriptionDataReader.NewTradableDate"/> event
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/// </summary>
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public sealed class NewTradableDateEventArgs : EventArgs
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{
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/// <summary>
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/// The <see cref="Symbol"/> of the new tradable date
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/// </summary>
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public Symbol Symbol { get; }
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/// <summary>
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/// The new tradable date
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/// </summary>
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public DateTime Date { get; }
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/// <summary>
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/// The last <see cref="BaseData"/> of the <see cref="Security"/>
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/// for which we are enumerating
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/// </summary>
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public BaseData LastBaseData { get; }
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/// <summary>
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/// Initializes a new instance of the <see cref="NewTradableDateEventArgs"/> class
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/// </summary>
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/// <param name="date">The new tradable date</param>
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/// <param name="lastBaseData">The last <see cref="BaseData"/> of the
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/// <see cref="Security"/> for which we are enumerating</param>
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/// <param name="symbol">The <see cref="Symbol"/> of the new tradable date</param>
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public NewTradableDateEventArgs(DateTime date, BaseData lastBaseData, Symbol symbol)
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{
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Date = date;
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LastBaseData = lastBaseData;
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Symbol = symbol;
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}
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}
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}
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