Martin-Molinero
bbbab6d9a8
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* Refactor alpha statistics - Refactor alpha statistics, cleaning up and simplifying no longer required calculations and scoring - Adding new InsightEvaluator abstraction, adding C# & PY regression algorithms * Optimization backtest result json converter update * Address reviews - Remove IAlphaHandler, move insight storage responsability to IResultHandler and centralizing insight collection on the QCAlgorithm.Insights to be reused by the framework models - Fix portfolio turnover single day backtests and duplicate time sampling handling. Updating regression algorithms * Add InsightCollection tests and minor fixes * Adding more & improved tests
45 lines
1.6 KiB
C#
45 lines
1.6 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 NodaTime;
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namespace QuantConnect.Interfaces
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{
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/// <summary>
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/// Interface implemented by <see cref="TimeKeeper"/>
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/// </summary>
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public interface ITimeKeeper
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{
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/// <summary>
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/// Gets the current time in UTC
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/// </summary>
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DateTime UtcTime { get; }
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/// <summary>
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/// Adds the specified time zone to this time keeper
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/// </summary>
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/// <param name="timeZone"></param>
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void AddTimeZone(DateTimeZone timeZone);
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/// <summary>
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/// Gets the <see cref="LocalTimeKeeper"/> instance for the specified time zone
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/// </summary>
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/// <param name="timeZone">The time zone whose <see cref="LocalTimeKeeper"/> we seek</param>
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/// <returns>The <see cref="LocalTimeKeeper"/> instance for the specified time zone</returns>
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LocalTimeKeeper GetLocalTimeKeeper(DateTimeZone timeZone);
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}
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}
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