/
EquityDataFilter.cs
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/
EquityDataFilter.cs
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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 QuantConnect.Data;
namespace QuantConnect.Securities.Equity
{
/// <summary>
/// Equity security type data filter
/// </summary>
/// <seealso cref="SecurityDataFilter"/>
public class EquityDataFilter : SecurityDataFilter
{
/// <summary>
/// Initialize Data Filter Class:
/// </summary>
public EquityDataFilter() : base()
{
}
/// <summary>
/// Equity filter the data: true - accept, false - fail.
/// </summary>
/// <param name="data">Data class</param>
/// <param name="vehicle">Security asset</param>
public override bool Filter(Security vehicle, BaseData data)
{
// No data filter for bad ticks. All raw data will be piped into algorithm
return true;
}
} //End Filter
} //End Namespace