Martin Molinero
ee2dc32710
- The class `Subscription` will internally track each `Universe` `SubscriptionRequest` added or removed - Adding regression test in which two different `Universe` request the same `SubscriptionDataConfig` and one of them removes/adds it in a toggle fashion (fails on current master) - `UniverseSelection` pending removals will also be tracked by `Universe` - `UniverseDecorator` will overwrite the `Universe` member of `SubscriptionsRequests` at `GetSubscriptionRequests()`. This is due to `this != this,Universe` - Adding `Subscription` unit tests covering expected behavior - Extracting pending removals logic from `UniverseSelection` class into a new helper class `PendingRemovalsManager`. This new class will keep track of the `universes` requesting to remove a security. Adding unit tests
55 lines
1.6 KiB
C#
55 lines
1.6 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 QuantConnect.Data.UniverseSelection;
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using QuantConnect.Interfaces;
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using QuantConnect.Lean.Engine.Results;
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using QuantConnect.Packets;
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namespace QuantConnect.Lean.Engine.DataFeeds
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{
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public class MockDataFeed : IDataFeed
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{
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public bool IsActive { get; }
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public void Initialize(
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IAlgorithm algorithm,
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AlgorithmNodePacket job,
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IResultHandler resultHandler,
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IMapFileProvider mapFileProvider,
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IFactorFileProvider factorFileProvider,
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IDataProvider dataProvider,
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IDataFeedSubscriptionManager subscriptionManager,
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IDataFeedTimeProvider dataFeedTimeProvider
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)
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{
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}
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public Subscription CreateSubscription(SubscriptionRequest request)
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{
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return null;
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}
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public void RemoveSubscription(Subscription subscription)
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{
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}
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public void Exit()
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{
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}
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}
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}
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