Gerardo Salazar
650ce2e2b5
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* WIP removal of custom data references & tests updates
* Regression algos updated and python algorithms moved to DataSource repos
* Fixes failing unit tests
* Add "LiveDataTypes" field to LiveNodePacket
* Adds Initialize() to IDataChannelProvider
* Adds new extension method to convert
HistoryRequest -> SubscriptionDataConfig
* Address review: Add protobuf definitions for Iconic data types
* Address review: re-adds DynamicSecurityDataAlgorithm as regression algo
* Small adjustments to variable naming and documentation
* Move test files to respective DataSource repos
56 lines
2.1 KiB
C#
56 lines
2.1 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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using QuantConnect.Data.UniverseSelection;
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using QuantConnect.Interfaces;
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using QuantConnect.Packets;
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namespace QuantConnect.Lean.Engine.DataFeeds
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{
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/// <summary>
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/// Specifies data channel settings
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/// </summary>
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public class DataChannelProvider : IDataChannelProvider
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{
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/// <summary>
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/// Initializes the instance with an algorithm node packet
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/// </summary>
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/// <param name="packet">Algorithm node packet</param>
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public virtual void Initialize(AlgorithmNodePacket packet)
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{
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}
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/// <summary>
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/// True if this subscription request should be streamed
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/// </summary>
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public virtual bool ShouldStreamSubscription(SubscriptionDataConfig config)
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{
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return IsStreamingType(config) || !config.IsCustomData && config.Type != typeof(CoarseFundamental);
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}
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/// <summary>
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/// Returns true if the data type for the given subscription configuration supports streaming
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/// </summary>
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protected static bool IsStreamingType(SubscriptionDataConfig configuration)
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{
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var dataTypeInstance = configuration.Type.GetBaseDataInstance();
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return dataTypeInstance.GetSource(configuration, DateTime.UtcNow, true)
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.TransportMedium == SubscriptionTransportMedium.Streaming;
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}
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}
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}
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