AlexCatarino
66 lines
2.8 KiB
C#
66 lines
2.8 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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namespace QuantConnect.Data.Custom
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{
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/// <summary>
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/// Represents a custom data type that works as a heartbeat of data in live mode
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/// </summary>
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public class NullData : BaseData
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{
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/// <summary>
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/// The end time of this data. Some data covers spans (trade bars)
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/// and as such we want to know the entire time span covered
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/// </summary>
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public override DateTime EndTime { get; set; }
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/// <summary>
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/// Return the URL string source of localhost as placeholder,
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/// since this custom data class does not use any data.
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/// </summary>
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/// <param name="config">Configuration object</param>
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/// <param name="date">Date of this source file</param>
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/// <param name="isLiveMode">True if we're in live mode</param>
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/// <returns>String URL of localhost</returns>
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public override SubscriptionDataSource GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode)
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{
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return new SubscriptionDataSource("http://localhost/", SubscriptionTransportMedium.Rest);
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}
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/// <summary>
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/// Returns a new instance of the <see cref="NullData"/>. Its Value property is always 1
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/// and the Time property is the current date/time of the exchange.
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/// </summary>
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/// <param name="config">Subscription data config setup object</param>
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/// <param name="line">Line of the source document.</param>
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/// <param name="date">Date of the requested data</param>
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/// <param name="isLiveMode">True if we're in live mode</param>
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/// <returns>Instance of <see cref="NullData"/></returns>
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public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode)
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{
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var nullData = new NullData
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{
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Symbol = config.Symbol,
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Time = DateTime.UtcNow.ConvertFromUtc(config.ExchangeTimeZone),
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Value = 1
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};
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nullData.EndTime = nullData.Time + config.Resolution.ToTimeSpan();
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return nullData;
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}
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}
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} |