Jhonathan Abreu
fb3409d8a2
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* Support sourcing custom data from ObjectStore * Add Python regression algorithm * Wire engine to pass ObjectStore down to the stream readers * Minor changes * Minor unit tests fixes * Remove unused SetupHandlerParameters.ObjectStore * Minor changes * Minor changes * Support single-file zipped data to be sourced from object store * Assert object store custom data history requests in regression algorithms * Add custom object store data live data feed unit test * Add multi-file object store custom data regression algorithms * Minor fix
111 lines
4.0 KiB
C#
111 lines
4.0 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.Interfaces;
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using QuantConnect.Lean.Engine.DataFeeds;
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using QuantConnect.Lean.Engine.RealTime;
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using QuantConnect.Lean.Engine.Results;
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using QuantConnect.Lean.Engine.TransactionHandlers;
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using QuantConnect.Packets;
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namespace QuantConnect.Lean.Engine.Setup
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{
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/// <summary>
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/// Defines the parameters for <see cref="ISetupHandler"/>
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/// </summary>
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public class SetupHandlerParameters
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{
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/// <summary>
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/// Gets the universe selection
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/// </summary>
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public UniverseSelection UniverseSelection { get; }
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/// <summary>
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/// Gets the algorithm
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/// </summary>
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public IAlgorithm Algorithm { get; }
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/// <summary>
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/// Gets the Brokerage
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/// </summary>
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public IBrokerage Brokerage { get; }
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/// <summary>
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/// Gets the algorithm node packet
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/// </summary>
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public AlgorithmNodePacket AlgorithmNodePacket { get; }
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/// <summary>
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/// Gets the algorithm node packet
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/// </summary>
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public IResultHandler ResultHandler { get; }
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/// <summary>
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/// Gets the TransactionHandler
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/// </summary>
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public ITransactionHandler TransactionHandler { get; }
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/// <summary>
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/// Gets the RealTimeHandler
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/// </summary>
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public IRealTimeHandler RealTimeHandler { get; }
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/// <summary>
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/// Gets the DataCacheProvider
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/// </summary>
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public IDataCacheProvider DataCacheProvider { get; }
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/// <summary>
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/// The map file provider instance of the algorithm
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/// </summary>
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public IMapFileProvider MapFileProvider { get; }
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/// <summary>
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/// Creates a new instance
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/// </summary>
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/// <param name="universeSelection">The universe selection instance</param>
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/// <param name="algorithm">Algorithm instance</param>
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/// <param name="brokerage">New brokerage output instance</param>
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/// <param name="algorithmNodePacket">Algorithm job task</param>
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/// <param name="resultHandler">The configured result handler</param>
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/// <param name="transactionHandler">The configured transaction handler</param>
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/// <param name="realTimeHandler">The configured real time handler</param>
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/// <param name="dataCacheProvider">The configured data cache provider</param>
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/// <param name="mapFileProvider">The map file provider</param>
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public SetupHandlerParameters(UniverseSelection universeSelection,
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IAlgorithm algorithm,
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IBrokerage brokerage,
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AlgorithmNodePacket algorithmNodePacket,
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IResultHandler resultHandler,
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ITransactionHandler transactionHandler,
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IRealTimeHandler realTimeHandler,
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IDataCacheProvider dataCacheProvider,
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IMapFileProvider mapFileProvider
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)
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{
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UniverseSelection = universeSelection;
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Algorithm = algorithm;
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Brokerage = brokerage;
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AlgorithmNodePacket = algorithmNodePacket;
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ResultHandler = resultHandler;
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TransactionHandler = transactionHandler;
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RealTimeHandler = realTimeHandler;
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DataCacheProvider = dataCacheProvider;
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MapFileProvider = mapFileProvider;
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}
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}
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}
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