Lean
$LEAN_TAG$
IReadOnlyWindow.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
System.Collections.Generic;
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namespace
QuantConnect.Indicators
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{
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/// <summary>
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/// Interface type used to pass windows around without worry of external modification
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/// </summary>
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/// <typeparam name="T">The type of data in the window</typeparam>
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public
interface
IReadOnlyWindow
<out T> : IEnumerable<T>
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{
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/// <summary>
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/// Gets the size of this window
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/// </summary>
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int
Size
{
get
; }
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/// <summary>
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/// Gets the current number of elements in this window
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/// </summary>
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int
Count
{
get
; }
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/// <summary>
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/// Gets the number of samples that have been added to this window over its lifetime
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/// </summary>
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int
Samples
{
get
; }
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/// <summary>
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/// Indexes into this window, where index 0 is the most recently
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/// entered value
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/// </summary>
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/// <param name="i">the index, i</param>
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/// <returns>the ith most recent entry</returns>
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T
this
[
int
i] {
get
; }
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/// <summary>
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/// Gets a value indicating whether or not this window is ready, i.e,
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/// it has been filled to its capacity, this is when the Size==Count
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/// </summary>
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bool
IsReady
{
get
; }
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/// <summary>
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/// Gets the most recently removed item from the window. This is the
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/// piece of data that just 'fell off' as a result of the most recent
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/// add. If no items have been removed, this will throw an exception.
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/// </summary>
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T
MostRecentlyRemoved
{
get
; }
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}
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}
Common
Indicators
IReadOnlyWindow.cs
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