Ricardo Andrés Marino Rojas
5fd021996a
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* Fix half of the CA1051 warnings This warning is about not declaring visible instance fields. There are something about 500 warnings in the solution, mostly in the QuantConnect and QuantConnect.Algorithm.CSharp projects. I aim to fix one of them in this PR and the other half of them in a second one. To fix it, I'm changing the visible instancce fields for properties. * fix bugs * Addressing minor reviews * More minor fixes --------- Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
93 lines
3.7 KiB
C#
93 lines
3.7 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 System.Collections.Generic;
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using System.Linq;
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using QuantConnect.Logging;
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namespace QuantConnect.Data
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{
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/// <summary>
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/// Overrides <see cref="DataQueueHandlerSubscriptionManager"/> methods using events
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/// </summary>
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public class EventBasedDataQueueHandlerSubscriptionManager : DataQueueHandlerSubscriptionManager
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{
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/// <summary>
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/// Creates an instance of <see cref="EventBasedDataQueueHandlerSubscriptionManager"/> with a single channel name
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/// </summary>
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public EventBasedDataQueueHandlerSubscriptionManager() : this(t => Channel.Single) {}
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/// <summary>
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/// Creates an instance of <see cref="EventBasedDataQueueHandlerSubscriptionManager"/>
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/// </summary>
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/// <param name="getChannelName">Convert TickType into string</param>
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public EventBasedDataQueueHandlerSubscriptionManager(Func<TickType, string> getChannelName)
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{
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_getChannelName = getChannelName;
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}
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/// <summary>
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/// Subscription method implementation
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/// </summary>
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public Func<IEnumerable<Symbol>, TickType, bool> SubscribeImpl { get; set; }
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/// <summary>
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/// Unsubscription method implementation
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/// </summary>
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public Func<IEnumerable<Symbol>, TickType, bool> UnsubscribeImpl { get; set; }
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/// <summary>
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/// Socket channel name
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/// </summary>
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private Func<TickType, string> _getChannelName;
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/// <summary>
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/// The way Brokerage subscribes to symbol tickers
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/// </summary>
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/// <param name="symbols">Symbols to subscribe</param>
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/// <param name="tickType">Type of tick data</param>
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/// <returns></returns>
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protected override bool Subscribe(IEnumerable<Symbol> symbols, TickType tickType)
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{
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Log.Trace("EventBasedDataQueueHandlerSubscriptionManager.Subscribe(): {0}", string.Join(",", symbols.Select(x => x.Value)));
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return SubscribeImpl?.Invoke(symbols, tickType) == true;
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}
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/// <summary>
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/// The way Brokerage unsubscribes from symbol tickers
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/// </summary>
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/// <param name="symbols">Symbols to unsubscribe</param>
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/// <param name="tickType">Type of tick data</param>
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/// <returns></returns>
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protected override bool Unsubscribe(IEnumerable<Symbol> symbols, TickType tickType)
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{
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Log.Trace("EventBasedDataQueueHandlerSubscriptionManager.Unsubscribe(): {0}", string.Join(",", symbols.Select(x => x.Value)));
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return UnsubscribeImpl?.Invoke(symbols, tickType) == true;
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}
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/// <summary>
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/// Channel name
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/// </summary>
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/// <param name="tickType">Type of tick data</param>
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/// <returns>Returns Socket channel name corresponding <paramref name="tickType"/></returns>
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protected override string ChannelNameFromTickType(TickType tickType)
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{
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return _getChannelName?.Invoke(tickType);
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}
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}
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}
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