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/*
* 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.
*/
using System;
namespace QuantConnect.Data.Consolidators
{
/// <summary>
/// Event handler type for the IDataConsolidator.DataConsolidated event
/// </summary>
/// <param name="sender">The consolidator that fired the event</param>
/// <param name="consolidated">The consolidated piece of data</param>
public delegate void DataConsolidatedHandler(object sender, IBaseData consolidated);
/// <summary>
/// Represents a type capable of taking BaseData updates and firing events containing new
/// 'consolidated' data. These types can be used to produce larger bars, or even be used to
/// transform the data before being sent to another component. The most common usage of these
/// types is with indicators.
/// </summary>
public interface IDataConsolidator : IDisposable
{
/// <summary>
/// Gets the most recently consolidated piece of data. This will be null if this consolidator
/// has not produced any data yet.
/// </summary>
IBaseData Consolidated { get; }
/// <summary>
/// Gets a clone of the data being currently consolidated
/// </summary>
IBaseData WorkingData { get; }
/// <summary>
/// Gets the type consumed by this consolidator
/// </summary>
Type InputType { get; }
/// <summary>
/// Gets the type produced by this consolidator
/// </summary>
Type OutputType { get; }
/// <summary>
/// Updates this consolidator with the specified data
/// </summary>
/// <param name="data">The new data for the consolidator</param>
void Update(IBaseData data);
/// <summary>
/// Scans this consolidator to see if it should emit a bar due to time passing
/// </summary>
/// <param name="currentLocalTime">The current time in the local time zone (same as <see cref="BaseData.Time"/>)</param>
void Scan(DateTime currentLocalTime);
/// <summary>
/// Event handler that fires when a new piece of data is produced
/// </summary>
event DataConsolidatedHandler DataConsolidated;
}
}
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