Roman Yavnikov
86fcc40c3e
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* feat: new constructor of AlgorithmNodePacket * refactor: extract JobQueue configuration * remove: not used `using` in IDataDownloader * feat: create BrokerageDataDownloader * Revert "refactor: extract JobQueue configuration" This reverts commit 5778936b712befd6e367bee3decc4a3565ca69af. * Revert "feat: new constructor of AlgorithmNodePacket" This reverts commit d7a565ff761243ae1391bd45fd10c93221f0329e. * feat: new config `data-download-brokerage` in DataDownloadProvider * refactor: initialize in BrokerageDataDownloader * remove: not used `using` in Program's DataDownloadProvider * remove: not used ref on QuantConnect.Queue proj * refactor: use default market based on SecurityType * refactor: MarketName in DataDownloadConfig struct test:feat: validate MarketName * feat: support Canonical Symbols in BrokerageDataDownloader * remove: not used command arguments * feat: init CacheProvider of IOptionChainProvider in Downloader * feat: add brokerage message event in BrokerageDataDownloader
34 lines
1.4 KiB
C#
34 lines
1.4 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 QuantConnect.Data;
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using System.Collections.Generic;
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namespace QuantConnect
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{
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/// <summary>
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/// Data Downloader Interface for pulling data from a remote source.
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/// </summary>
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public interface IDataDownloader
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{
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/// <summary>
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/// Get historical data enumerable for a single symbol, type and resolution given this start and end time (in UTC).
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/// </summary>
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/// <param name="dataDownloaderGetParameters">model class for passing in parameters for historical data</param>
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/// <returns>Enumerable of base data for this symbol</returns>
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IEnumerable<BaseData> Get(DataDownloaderGetParameters dataDownloaderGetParameters);
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}
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}
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