Lean
$LEAN_TAG$
UnlinkedDataTradeBar.cs
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/*
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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
NodaTime;
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using
QuantConnect
.
Data
;
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using
System;
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using
System.Collections.Generic;
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using
System.IO;
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using
ProtoBuf;
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using
QuantConnect
.
Data
.
Market
;
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namespace
QuantConnect.Data.Custom.IconicTypes
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{
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/// <summary>
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/// Data source that is unlinked (no mapping) and takes any ticker when calling AddData
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/// </summary>
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[ProtoContract(SkipConstructor =
true
)]
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public
class
UnlinkedDataTradeBar
:
TradeBar
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{
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/// <summary>
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/// If true, we accept any ticker from the AddData call
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/// </summary>
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public
static
bool
AnyTicker
{
get
;
set
; }
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public
UnlinkedDataTradeBar
()
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{
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DataType
=
MarketDataType
.Base;
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Period
= TimeSpan.FromDays(1);
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}
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public
override
SubscriptionDataSource
GetSource
(
SubscriptionDataConfig
config, DateTime date,
bool
isLiveMode)
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{
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return
new
SubscriptionDataSource
(
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Path.Combine(
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"TestData"
,
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"unlinkedtradebar"
,
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AnyTicker
?
"data.csv"
: $
"{config.Symbol.Value.ToLowerInvariant()}.csv"
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),
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SubscriptionTransportMedium
.LocalFile,
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FileFormat
.Csv);
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}
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public
override
BaseData
Reader
(
SubscriptionDataConfig
config,
string
line, DateTime date,
bool
isLiveMode)
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{
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return
new
UnlinkedDataTradeBar
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{
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Open
= 1m,
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High
= 2m,
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Low
= 1m,
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Close
= 1.5m,
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Volume
= 0m,
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Symbol
= config.
Symbol
,
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EndTime
= date
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};
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}
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/// <summary>
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/// Indicates whether the data source is sparse.
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/// If false, it will disable missing file logging.
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/// </summary>
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/// <returns>true</returns>
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public
override
bool
IsSparseData
()
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{
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return
true
;
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}
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/// <summary>
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/// Indicates whether the data source can undergo
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/// rename events/is tied to equities.
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/// </summary>
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/// <returns>true</returns>
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public
override
bool
RequiresMapping
()
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{
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return
false
;
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}
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/// <summary>
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/// Set the data time zone to UTC
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/// </summary>
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/// <returns>Time zone as UTC</returns>
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public
override
DateTimeZone
DataTimeZone
()
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{
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return
TimeZones
.
Utc
;
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}
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/// <summary>
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/// Sets the default resolution to Second
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/// </summary>
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/// <returns>Resolution.Second</returns>
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public
override
Resolution
DefaultResolution
()
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{
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return
Resolution
.Daily;
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}
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/// <summary>
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/// Gets a list of all the supported Resolutions
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/// </summary>
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/// <returns>All resolutions</returns>
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public
override
List<Resolution>
SupportedResolutions
()
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{
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return
DailyResolution
;
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}
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}
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}
Common
Data
Custom
IconicTypes
UnlinkedDataTradeBar.cs
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1.8.17