Jared Broad
63 lines
2.5 KiB
C#
63 lines
2.5 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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/**********************************************************
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* USING NAMESPACES
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**********************************************************/
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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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/********************************************************
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* CLASS DEFINITIONS
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*********************************************************/
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/// <summary>
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/// Backtesting data feed extends the filesystem data feed with almost no modifications. Later this method can
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/// be used for implementing alternative sources/generation for backtesting data.
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/// </summary>
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public class BacktestingDataFeed : FileSystemDataFeed
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{
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/********************************************************
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* CLASS VARIABLES
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*********************************************************/
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/********************************************************
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* CLASS PROPERTIES
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*********************************************************/
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/********************************************************
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* CLASS CONSTRUCTOR
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*********************************************************/
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/// <summary>
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/// Pass through the backtesting datafeed to the underlying file system datafeed implementation.
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/// </summary>
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/// <param name="algorithm">Algorithm we're operating with</param>
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/// <param name="job">Algorithm worker job</param>
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public BacktestingDataFeed(IAlgorithm algorithm, BacktestNodePacket job) : base(algorithm, job)
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{
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DataFeed = DataFeedEndpoint.Backtesting;
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}
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/********************************************************
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* CLASS METHODS
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*********************************************************/
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} // End Backtesting Feed Class:
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} // End Namespace
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