Files
quantconnect--lean/Common/Securities/IContinuousSecurity.cs
T
Martin-Molinero d1a35e6281
Build & Test Lean / build (push) Has been cancelled
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Continuous Futures Refactor. Live Mappings (#6076)
* Continuous Futures Refactor. Live Mappings

- Adding support for live mappings. LiveTradingDataFeed will handle any
  symbol mapping at the configuration layer and resubscribe through the
  IDQH
- Refactoring continuous futures adding ContinuousFutureUniverse that
  will select the currently mapped security

* Minor fixes

- Remove addition of configurations in UniverseSelection step, leave
  resposability for universe.
- LiveTradingDF future unit test will only assert slice data for non
  internal feeds.
- ContinuousContractUniverse will respect internal option interest
  subscription

* Address review
2021-11-30 21:38:50 -03:00

29 lines
1.0 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.
*/
namespace QuantConnect.Securities
{
/// <summary>
/// A continuous security that get's mapped during his life
/// </summary>
public interface IContinuousSecurity
{
/// <summary>
/// Gets or sets the currently mapped symbol for the security
/// </summary>
Symbol Mapped { get; set; }
}
}