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MockDataFeed.cs
1
/*
2
* 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
10
* 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
QuantConnect
.
Data
.
UniverseSelection
;
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using
QuantConnect
.
Interfaces
;
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using
QuantConnect
.
Lean
.
Engine
.
DataFeeds
;
19
using
QuantConnect
.
Lean
.
Engine
.
Results
;
20
using
QuantConnect
.
Packets
;
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namespace
QuantConnect.Report
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{
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/// <summary>
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/// Fake IDataFeed
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/// </summary>
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public
class
MockDataFeed
:
IDataFeed
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{
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/// <summary>
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/// Bool if the feed is active
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/// </summary>
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public
bool
IsActive
{
get
; }
33
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/// <summary>
35
/// Initialize the data feed
36
/// This implementation does nothing
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/// </summary>
38
public
void
Initialize
(
39
IAlgorithm
algorithm,
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AlgorithmNodePacket
job,
41
IResultHandler
resultHandler,
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IMapFileProvider
mapFileProvider,
43
IFactorFileProvider
factorFileProvider,
44
IDataProvider
dataProvider,
45
IDataFeedSubscriptionManager
subscriptionManager,
46
IDataFeedTimeProvider
dataFeedTimeProvider,
47
IDataChannelProvider
dataChannelProvider
48
)
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{
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}
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/// <summary>
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/// Create Subscription
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/// </summary>
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/// <param name="request">Subscription request to use</param>
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/// <returns>Always null</returns>
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public
Subscription
CreateSubscription
(
SubscriptionRequest
request)
58
{
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return
null
;
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}
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/// <summary>
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/// Remove Subscription; Not implemented
64
/// </summary>
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/// <param name="subscription">Subscription to remove</param>
66
public
void
RemoveSubscription
(
Subscription
subscription)
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{
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}
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/// <summary>
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/// DataFeed Exit
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/// </summary>
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public
void
Exit
()
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{
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}
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}
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}
Report
PortfolioLooper
MockDataFeed.cs
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