IFactorFileProvider.cs

/*
 * 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.ComponentModel.Composition;
using QuantConnect.Data.Auxiliary;
 
namespace QuantConnect.Interfaces
{
    /// <summary>
    /// Provides instances of <see cref="FactorFile{T}"/> at run time
    /// </summary>
    [InheritedExport(typeof(IFactorFileProvider))]
    public interface IFactorFileProvider
    {
        /// <summary>
        /// Initializes our FactorFileProvider by supplying our mapFileProvider
        /// and dataProvider
        /// </summary>
        /// <param name="mapFileProvider">MapFileProvider to use</param>
        /// <param name="dataProvider">DataProvider to use</param>
        void Initialize(IMapFileProvider mapFileProvider, IDataProvider dataProvider);
 
        /// <summary>
        /// Gets a <see cref="FactorFile{T}"/> instance for the specified symbol, or null if not found
        /// </summary>
        /// <param name="symbol">The security's symbol whose factor file we seek</param>
        /// <returns>The resolved factor file, or null if not found</returns>
        IFactorProvider Get(Symbol symbol);
    }
}