Lean  $LEAN_TAG$
IFundamentalDataProvider.cs
1 /*
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3  * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
4  *
5  * Licensed under the Apache License, Version 2.0 (the "License");
6  * you may not use this file except in compliance with the License.
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12  * See the License for the specific language governing permissions and
13  * limitations under the License.
14 */
15 
16 using System;
19 
21 {
22  /// <summary>
23  ///
24  /// </summary>
25  public interface IFundamentalDataProvider
26  {
27  /// <summary>
28  /// Initializes the service
29  /// </summary>
30  /// <param name="dataProvider">The data provider instance to use</param>
31  /// <param name="liveMode">True if running in live mode</param>
32  void Initialize(IDataProvider dataProvider, bool liveMode);
33 
34  /// <summary>
35  /// Will fetch the requested fundamental information for the requested time and symbol
36  /// </summary>
37  /// <typeparam name="T">The expected data type</typeparam>
38  /// <param name="time">The time to request this data for</param>
39  /// <param name="securityIdentifier">The security identifier</param>
40  /// <param name="name">The name of the fundamental property</param>
41  /// <returns>The fundamental information</returns>
42  T Get<T>(DateTime time, SecurityIdentifier securityIdentifier, FundamentalProperty name);
43  }
44 }