snugs
88 lines
3.3 KiB
C#
88 lines
3.3 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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*/
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using System;
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using System.Collections.Generic;
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using System.Linq;
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using QuantConnect.Data;
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using QuantConnect.Interfaces;
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using QuantConnect.Packets;
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namespace QuantConnect.Tests.Engine.DataFeeds
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{
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/// <summary>
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/// Provides an implementation of <see cref="IDataQueueHandler"/> that can be specified
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/// via a function
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/// </summary>
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public class FuncDataQueueHandler : IDataQueueHandler
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{
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private readonly object _lock = new object();
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private readonly HashSet<Symbol> _subscriptions = new HashSet<Symbol>();
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private readonly Func<FuncDataQueueHandler, IEnumerable<BaseData>> _getNextTicksFunction;
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/// <summary>
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/// Gets the subscriptions currently being managed by the queue handler
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/// </summary>
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public List<Symbol> Subscriptions
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{
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get { lock (_lock) return _subscriptions.ToList(); }
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="FuncDataQueueHandler"/> class
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/// </summary>
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/// <param name="getNextTicksFunction">The functional implementation for the <see cref="GetNextTicks"/> function</param>
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public FuncDataQueueHandler(Func<FuncDataQueueHandler, IEnumerable<BaseData>> getNextTicksFunction)
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{
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_getNextTicksFunction = getNextTicksFunction;
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}
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/// <summary>
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/// Get the next ticks from the live trading data queue
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/// </summary>
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/// <returns>IEnumerable list of ticks since the last update.</returns>
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public IEnumerable<BaseData> GetNextTicks()
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{
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return _getNextTicksFunction(this);
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}
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/// <summary>
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/// Adds the specified symbols to the subscription
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/// </summary>
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/// <param name="job">Job we're subscribing for:</param>
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/// <param name="symbols">The symbols to be added keyed by SecurityType</param>
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public void Subscribe(LiveNodePacket job, IEnumerable<Symbol> symbols)
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{
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foreach (var symbol in symbols)
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{
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lock (_lock) _subscriptions.Add(symbol);
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}
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}
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/// <summary>
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/// Removes the specified symbols to the subscription
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/// </summary>
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/// <param name="job">Job we're processing.</param>
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/// <param name="symbols">The symbols to be removed keyed by SecurityType</param>
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public void Unsubscribe(LiveNodePacket job, IEnumerable<Symbol> symbols)
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{
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foreach (var symbol in symbols)
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{
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lock (_lock) _subscriptions.Remove(symbol);
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}
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}
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}
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} |