Michael Handschuh
59 lines
2.7 KiB
C#
59 lines
2.7 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.Algorithm.Framework.Alphas.Analysis;
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namespace QuantConnect.Algorithm.Framework.Alphas
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{
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/// <summary>
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/// Abstraction point to handle the various concerns from a common api.
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/// At the time of writing, these concerns are charting, scoring, perisistence and messaging.
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/// </summary>
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public interface IInsightManagerExtension
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{
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/// <summary>
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/// Invokes the manager at the end of the time step.
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/// </summary>
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/// <param name="frontierTimeUtc">The current frontier time utc</param>
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void Step(DateTime frontierTimeUtc);
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/// <summary>
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/// Allows the extension to initialize itself over the expected range
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/// </summary>
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/// <param name="algorithmStartDate">The start date of the algorithm</param>
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/// <param name="algorithmEndDate">The end date of the algorithm</param>
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/// <param name="algorithmUtcTime">The algorithm's current utc time</param>
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void InitializeForRange(DateTime algorithmStartDate, DateTime algorithmEndDate, DateTime algorithmUtcTime);
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/// <summary>
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/// Invoked when the insight manager first received a generated insight from the algorithm
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/// </summary>
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/// <param name="context">Context whose insight has just generated</param>
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void OnInsightGenerated(InsightAnalysisContext context);
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/// <summary>
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/// Invoked when the insight manager detects that an insight has closed (frontier has passed insight period)
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/// </summary>
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/// <param name="context">Context whose insight has just closed</param>
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void OnInsightClosed(InsightAnalysisContext context);
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/// <summary>
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/// Invoked when the insight manager has completed analysis on an insight
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/// </summary>
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/// <param name="context">Context whose insight has just completed analysis</param>
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void OnInsightAnalysisCompleted(InsightAnalysisContext context);
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}
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} |