ITickGenerator.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;
using QuantConnect.Data.Market;
using System.Collections.Generic;
 
namespace QuantConnect.ToolBox.RandomDataGenerator
{
    /// <summary>
    /// Describes main methods for <see cref="TickGenerator"/>
    /// </summary>
    public interface ITickGenerator
    {
        /// <summary>
        /// Generates and enumerates data points for current symbol
        /// </summary>
        IEnumerable<Tick> GenerateTicks();
 
        /// <summary>
        /// Generates a random <see cref="Tick"/> that is at most the specified <paramref name="maximumPercentDeviation"/> away from the
        /// previous price and is of the requested <paramref name="tickType"/>
        /// </summary>
        /// <param name="dateTime">The time of the generated tick</param>
        /// <param name="tickType">The type of <see cref="Tick"/> to be generated</param>
        /// <param name="maximumPercentDeviation">The maximum percentage to deviate from the
        /// previous price, for example, 1 would indicate a maximum of 1% deviation from the
        /// previous price. For a previous price of 100, this would yield a price between 99 and 101 inclusive</param>
        /// <returns>A random <see cref="Tick"/> value that is within the specified <paramref name="maximumPercentDeviation"/>
        /// from the previous price</returns>
        Tick NextTick(
            DateTime dateTime,
            TickType tickType,
            decimal maximumPercentDeviation
            );
 
        /// <summary>
        /// Generates a random <see cref="DateTime"/> suitable for use as a tick's emit time.
        /// If the density provided is <see cref="DataDensity.Dense"/>, then at least one tick will be generated per <paramref name="resolution"/> step.
        /// If the density provided is <see cref="DataDensity.Sparse"/>, then at least one tick will be generated every 5 <paramref name="resolution"/> steps.
        /// if the density provided is <see cref="DataDensity.VerySparse"/>, then at least one tick will be generated every 50 <paramref name="resolution"/> steps.
        /// Times returned are guaranteed to be within market hours for the specified Symbol
        /// </summary>
        /// <param name="previous">The previous tick time</param>
        /// <param name="resolution">The requested resolution of data</param>
        /// <param name="density">The requested data density</param>
        /// <returns>A new <see cref="DateTime"/> that is after <paramref name="previous"/> according to the specified <paramref name="resolution"/>
        /// and <paramref name="density"/> specified</returns>
        DateTime NextTickTime(DateTime previous, Resolution resolution, DataDensity density);
    }
}