Lean  $LEAN_TAG$
IDataConsolidator.cs
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5  * Licensed under the Apache License, Version 2.0 (the "License");
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14 */
15 
16 using System;
17 
19 {
20  /// <summary>
21  /// Event handler type for the IDataConsolidator.DataConsolidated event
22  /// </summary>
23  /// <param name="sender">The consolidator that fired the event</param>
24  /// <param name="consolidated">The consolidated piece of data</param>
25  public delegate void DataConsolidatedHandler(object sender, IBaseData consolidated);
26 
27  /// <summary>
28  /// Represents a type capable of taking BaseData updates and firing events containing new
29  /// 'consolidated' data. These types can be used to produce larger bars, or even be used to
30  /// transform the data before being sent to another component. The most common usage of these
31  /// types is with indicators.
32  /// </summary>
33  public interface IDataConsolidator : IDisposable
34  {
35  /// <summary>
36  /// Gets the most recently consolidated piece of data. This will be null if this consolidator
37  /// has not produced any data yet.
38  /// </summary>
40 
41  /// <summary>
42  /// Gets a clone of the data being currently consolidated
43  /// </summary>
45 
46  /// <summary>
47  /// Gets the type consumed by this consolidator
48  /// </summary>
49  Type InputType { get; }
50 
51  /// <summary>
52  /// Gets the type produced by this consolidator
53  /// </summary>
54  Type OutputType { get; }
55 
56  /// <summary>
57  /// Updates this consolidator with the specified data
58  /// </summary>
59  /// <param name="data">The new data for the consolidator</param>
60  void Update(IBaseData data);
61 
62  /// <summary>
63  /// Scans this consolidator to see if it should emit a bar due to time passing
64  /// </summary>
65  /// <param name="currentLocalTime">The current time in the local time zone (same as <see cref="BaseData.Time"/>)</param>
66  void Scan(DateTime currentLocalTime);
67 
68  /// <summary>
69  /// Resets the consolidator
70  /// </summary>
71  void Reset();
72 
73  /// <summary>
74  /// Event handler that fires when a new piece of data is produced
75  /// </summary>
77  }
78 }