Ricardo Andrés Marino Rojas
b99da54d5a
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* First draft of the feature * Add XML docs * Fix and improve unit test * Address suggestions * Improve unit test * Improve implementation
50 lines
1.7 KiB
C#
50 lines
1.7 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 Python.Runtime;
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using QuantConnect.Data;
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using QuantConnect.Data.Consolidators;
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namespace QuantConnect.Python
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{
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/// <summary>
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/// Provides a base class for python consolidators, necessary to use event handler.
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/// </summary>
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public class PythonConsolidator
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{
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/// <summary>
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/// Event handler that fires when a new piece of data is produced
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/// </summary>
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public event DataConsolidatedHandler DataConsolidated;
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/// <summary>
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/// Function to invoke the event handler
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/// </summary>
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/// <param name="consolidator">Reference to the consolidator itself</param>
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/// <param name="data">The finished data from the consolidator</param>
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public void OnDataConsolidated(PyObject consolidator, IBaseData data)
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{
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DataConsolidated?.Invoke(consolidator, data);
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}
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/// <summary>
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/// Resets the consolidator
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/// </summary>
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public virtual void Reset()
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{
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}
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}
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}
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