Michael Handschuh
57 lines
2.0 KiB
C#
57 lines
2.0 KiB
C#
/*
|
|
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
|
|
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
|
|
*
|
|
* Licensed under the Apache License, Version 2.0 (the "License");
|
|
* you may not use this file except in compliance with the License.
|
|
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
|
|
*
|
|
* Unless required by applicable law or agreed to in writing, software
|
|
* distributed under the License is distributed on an "AS IS" BASIS,
|
|
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
* See the License for the specific language governing permissions and
|
|
* limitations under the License.
|
|
*
|
|
*/
|
|
using System;
|
|
using System.Collections.Generic;
|
|
using QuantConnect.Data;
|
|
|
|
namespace QuantConnect.Lean.Engine.DataFeeds
|
|
{
|
|
/// <summary>
|
|
/// Transport type for algorithm update data. This is intended to provide a
|
|
/// list of base data used to perform updates against the specified target
|
|
/// </summary>
|
|
/// <typeparam name="T">The target type</typeparam>
|
|
public class UpdateData<T>
|
|
{
|
|
/// <summary>
|
|
/// The target, such as a security or subscription data config
|
|
/// </summary>
|
|
public readonly T Target;
|
|
|
|
/// <summary>
|
|
/// The data used to update the target
|
|
/// </summary>
|
|
public readonly IReadOnlyList<BaseData> Data;
|
|
|
|
/// <summary>
|
|
/// The type of data in the data list
|
|
/// </summary>
|
|
public readonly Type DataType;
|
|
|
|
/// <summary>
|
|
/// Initializes a new instance of the <see cref="UpdateData{T}"/> class
|
|
/// </summary>
|
|
/// <param name="target">The end consumer/user of the dat</param>
|
|
/// <param name="dataType">The type of data in the list</param>
|
|
/// <param name="data">The update data</param>
|
|
public UpdateData(T target, Type dataType, IReadOnlyList<BaseData> data)
|
|
{
|
|
Target = target;
|
|
Data = data;
|
|
DataType = dataType;
|
|
}
|
|
}
|
|
} |