Michael Handschuh
591f6b2127
Refactors existing consolidators, indicators, and helper methods to depend on IBaseData instead of BaseData. These updates also defines an IBaseDataBar to act as an abstraction point between TradeBar and QuoteBar.
36 lines
1.3 KiB
C#
36 lines
1.3 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 QuantConnect.Data.Market;
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namespace QuantConnect.Indicators
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{
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/// <summary>
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/// The BarIndicator is an indicator that accepts IBaseDataBar data as its input.
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///
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/// This type is more of a shim/typedef to reduce the need to refer to things as IndicatorBase<IBaseDataBar>
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/// </summary>
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public abstract class BarIndicator : IndicatorBase<IBaseDataBar>
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{
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/// <summary>
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/// Creates a new TradeBarIndicator with the specified name
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/// </summary>
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/// <param name="name">The name of this indicator</param>
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protected BarIndicator(string name)
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: base(name)
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{
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}
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}
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} |