Michael Handschuh
591f6b2127
Refactors existing consolidators, indicators, and helper methods to depend on IBaseData instead of BaseData. These updates also defines an IBaseDataBar to act as an abstraction point between TradeBar and QuoteBar.
61 lines
2.2 KiB
C#
61 lines
2.2 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.Data;
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namespace QuantConnect.ToolBox
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{
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/// <summary>
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/// Provides an implementation of <see cref="IDataProcessor"/> that filters the incoming
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/// stream of data before passing it along to the wrapped processor
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/// </summary>
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public class FilteredDataProcessor : IDataProcessor
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{
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private readonly Func<IBaseData, bool> _predicate;
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private readonly IDataProcessor _processor;
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/// <summary>
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/// Initializes a new instance of the <see cref="FilteredDataProcessor"/> class
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/// </summary>
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/// <param name="processor">The processor to filter data for</param>
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/// <param name="predicate">The filtering predicate to be applied</param>
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public FilteredDataProcessor(IDataProcessor processor, Func<IBaseData, bool> predicate)
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{
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_predicate = predicate;
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_processor = processor;
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}
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/// <summary>
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/// Invoked for each piece of data from the source file
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/// </summary>
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/// <param name="data">The data to be processed</param>
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public void Process(IBaseData data)
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{
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if (_predicate(data))
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{
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_processor.Process(data);
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}
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}
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/// <summary>
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/// Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.
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/// </summary>
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public void Dispose()
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{
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_processor.Dispose();
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}
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}
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} |