Files
quantconnect--lean/Engine/Setup/SetupHandlerParameters.cs
T
Colton Sellers ab6027723f
Build & Test Lean / build (push) Has been cancelled
Refactor Api (#5251)
* Use lean data key as param for request

* key -> filePath rename and some cleanup

* Refactor

* Add Organizations Endpoints

* Add some organization api wrapper objects

* Address namespace issue

* Reorganize Api Test into seperate files using one ApiTestBase

* Add Organization tests

* Use capitalized "API" test namespace to reduce amount of file changes

* Add License to test base

* Update /data endpoint functions and response objects

* Update ApiDataProvider Logic

* Handle deserialization of organization products

* Simplify converter

* Only throw for equity requests when not subscribed to map/factor files

* Add missing header

* Make arguement exception

* Api adjustments

* Add Zip factor and map file providers

- Common project will now reference Compression project and not the other way
  round.
- Adding Zip FactorFile and MapFile providers

* Refactor FactorFileProvider to use DataProvider to fetch files

* Use resulting MinimumDate in construction of FactorFile

* Nit FactorFile comments and arrangement

* Refactor MapFileProviders to use DataProvider for fetching files

* Refactor ZipFileProvider

* Clean up

* Refactor Backtesting Future/Option chain providers to use dataprovider

* Fixes for data/ endpoints and test adjustments

* Response objects adjustments/cleanups

* ApiDateProvider fixes and testing

* Add LocalZipFactorFileTests

* Update ApiDataProvider download test to verify stream is not null

* Implement posting of agreement summary and signed time

* Mark all Api related tests as explicit and document details on running

* Clarify default token on ApiTestBase

* Adjust summary

* Update Api responses for QCC, except org products which are sold in USD

* Implement cache expiration for zip MapFile and FactorFiles. Adding unit tests

* Fix multiple markets for ZipFactorFile provider

* Use Symbol as cache key

* Api.cs review

* Dispose of factorFileStream after reading

* Use zip.EntryFileNames

* Address a few reviews

* Few more fixes

* Address Api Review

* Add Job Org id to config

* Minor tweaks

* Compare with invariant culture

* Fixes Option Universe selection

* ZipEntryNameSubscriptionDataSourceReader will use IDataProvider

* Fix research

* Fix null reference exception

* Make duplicate log debug

Co-authored-by: Martin-Molinero <martin@quantconnect.com>
2021-06-07 11:37:44 -03:00

111 lines
3.9 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 QuantConnect.Interfaces;
using QuantConnect.Lean.Engine.DataFeeds;
using QuantConnect.Lean.Engine.RealTime;
using QuantConnect.Lean.Engine.Results;
using QuantConnect.Lean.Engine.TransactionHandlers;
using QuantConnect.Packets;
namespace QuantConnect.Lean.Engine.Setup
{
/// <summary>
/// Defines the parameters for <see cref="ISetupHandler"/>
/// </summary>
public class SetupHandlerParameters
{
/// <summary>
/// Gets the universe selection
/// </summary>
public UniverseSelection UniverseSelection { get; }
/// <summary>
/// Gets the algorithm
/// </summary>
public IAlgorithm Algorithm { get; }
/// <summary>
/// Gets the Brokerage
/// </summary>
public IBrokerage Brokerage { get; }
/// <summary>
/// Gets the algorithm node packet
/// </summary>
public AlgorithmNodePacket AlgorithmNodePacket { get; }
/// <summary>
/// Gets the algorithm node packet
/// </summary>
public IResultHandler ResultHandler { get; }
/// <summary>
/// Gets the TransactionHandler
/// </summary>
public ITransactionHandler TransactionHandler { get; }
/// <summary>
/// Gets the RealTimeHandler
/// </summary>
public IRealTimeHandler RealTimeHandler { get; }
/// <summary>
/// Gets the ObjectStore
/// </summary>
public IObjectStore ObjectStore { get; }
/// <summary>
/// Gets the DataProvider
/// </summary>
public IDataProvider DataProvider { get; }
/// <summary>
/// Creates a new instance
/// </summary>
/// <param name="universeSelection">The universe selection instance</param>
/// <param name="algorithm">Algorithm instance</param>
/// <param name="brokerage">New brokerage output instance</param>
/// <param name="algorithmNodePacket">Algorithm job task</param>
/// <param name="resultHandler">The configured result handler</param>
/// <param name="transactionHandler">The configured transaction handler</param>
/// <param name="realTimeHandler">The configured real time handler</param>
/// <param name="objectStore">The configured object store</param>
/// <param name="dataProvider">The configured data provider</param>
public SetupHandlerParameters(UniverseSelection universeSelection,
IAlgorithm algorithm,
IBrokerage brokerage,
AlgorithmNodePacket algorithmNodePacket,
IResultHandler resultHandler,
ITransactionHandler transactionHandler,
IRealTimeHandler realTimeHandler,
IObjectStore objectStore,
IDataProvider dataProvider
)
{
UniverseSelection = universeSelection;
Algorithm = algorithm;
Brokerage = brokerage;
AlgorithmNodePacket = algorithmNodePacket;
ResultHandler = resultHandler;
TransactionHandler = transactionHandler;
RealTimeHandler = realTimeHandler;
ObjectStore = objectStore;
DataProvider = dataProvider;
}
}
}