ab6027723f
Build & Test Lean / build (push) Has been cancelled
* 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>
111 lines
3.9 KiB
C#
111 lines
3.9 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 ObjectStore
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/// </summary>
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public IObjectStore ObjectStore { get; }
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/// <summary>
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/// Gets the DataProvider
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/// </summary>
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public IDataProvider DataProvider { 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="objectStore">The configured object store</param>
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/// <param name="dataProvider">The configured data 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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IObjectStore objectStore,
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IDataProvider dataProvider
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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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ObjectStore = objectStore;
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DataProvider = dataProvider;
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}
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}
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}
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