Martin Molinero
c226914322
- Refactor ZipDataCacheProvider to avoid value types thread issues, it will now use a timer. Add missing dispose calls. - Synchronizer won't share the `SubscriptionFrontierTimeProvider` instance since it's not thread safe and shouldn't be called - Fix BacktestingResultHandler `_daysProcessed` thread safety - Fixing `RealTimeScheduleEventService` thread safety
39 lines
1.6 KiB
C#
39 lines
1.6 KiB
C#
/*
|
|
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
|
|
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
|
|
*
|
|
* Licensed under the Apache License, Version 2.0 (the "License");
|
|
* you may not use this file except in compliance with the License.
|
|
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
|
|
*
|
|
* Unless required by applicable law or agreed to in writing, software
|
|
* distributed under the License is distributed on an "AS IS" BASIS,
|
|
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
* See the License for the specific language governing permissions and
|
|
* limitations under the License.
|
|
*/
|
|
|
|
using System;
|
|
using System.Collections.Generic;
|
|
using QuantConnect.Interfaces;
|
|
|
|
namespace QuantConnect.Lean.Engine.DataFeeds
|
|
{
|
|
/// <summary>
|
|
/// An implementation of <see cref="IFutureChainProvider"/> that fetches the list of contracts
|
|
/// from an external source
|
|
/// </summary>
|
|
public class LiveFutureChainProvider : IFutureChainProvider
|
|
{
|
|
/// <summary>
|
|
/// Gets the list of future contracts for a given underlying symbol
|
|
/// </summary>
|
|
/// <param name="symbol">The underlying symbol</param>
|
|
/// <param name="date">The date for which to request the future chain (only used in backtesting)</param>
|
|
/// <returns>The list of future contracts</returns>
|
|
public IEnumerable<Symbol> GetFutureContractList(Symbol symbol, DateTime date)
|
|
{
|
|
throw new NotImplementedException("LiveFutureChainProvider.GetFutureContractList() has not been implemented yet.");
|
|
}
|
|
}
|
|
} |