/// <summary>
/// Get an instance of the data feed handler we're requesting for this work.
/// </summary>
/// <param name="algorithm">User algorithm to scan for securities</param>
/// <param name="job">Algorithm Node Packet</param>
/// <returns>Class matching IDataFeed Interface</returns>
private static IDataFeed GetDataFeedHandler(IAlgorithm algorithm, AlgorithmNodePacket job)
{
var df = default(IDataFeed);
switch (job.DataEndpoint)
{
//default:
////Backtesting:
case DataFeedEndpoint.Backtesting:
df = new BacktestingDataFeed(algorithm, (BacktestNodePacket)job);
Log.Trace("Engine.GetDataFeedHandler(): Selected Backtesting Datafeed");
break;
//Operation from local files:
case DataFeedEndpoint.FileSystem:
df = new FileSystemDataFeed(algorithm, (BacktestNodePacket)job);
Log.Trace("Engine.GetDataFeedHandler(): Selected FileSystem Datafeed");
break;
//Live Trading Data Source:
case DataFeedEndpoint.LiveTrading:
df = new PaperTradingDataFeed(algorithm, (LiveNodePacket)job);
Log.Trace("Engine.GetDataFeedHandler(): Selected LiveTrading Datafeed");
break;
case DataFeedEndpoint.Test:
var feed = new TestLiveTradingDataFeed(algorithm, (LiveNodePacket)job);
df = feed;
Log.Trace("Engine.GetDataFeedHandler(): Selected Test Datafeed at " + feed.FastForward + "x");
break;
}
return(df);
}
/// <summary>
/// Get an instance of the data feed handler we're requesting for this work.
/// </summary>
/// <param name="algorithm">User algorithm to scan for securities</param>
/// <param name="job">Algorithm Node Packet</param>
/// <returns>Class matching IDataFeed Interface</returns>
private static IDataFeed GetDataFeedHandler(IAlgorithm algorithm, AlgorithmNodePacket job)
{
var df = default(IDataFeed);
switch (job.DataEndpoint)
{
//default:
////Backtesting:
case DataFeedEndpoint.Backtesting:
df = new BacktestingDataFeed(algorithm, (BacktestNodePacket)job);
Log.Trace("Engine.GetDataFeedHandler(): Selected Backtesting Datafeed");
break;
case DataFeedEndpoint.Database:
df = new DatabaseDataFeed(algorithm, (BacktestNodePacket)job);
Log.Trace("Engine.GetDataFeedHandler(): Selected Database Datafeed");
break;
//Operation from local files:
case DataFeedEndpoint.FileSystem:
df = new FileSystemDataFeed(algorithm, (BacktestNodePacket)job);
Log.Trace("Engine.GetDataFeedHandler(): Selected FileSystem Datafeed");
break;
//Live Trading Data Source:
case DataFeedEndpoint.LiveTrading:
var ds = Composer.Instance.GetExportedValueByTypeName <IDataQueueHandler>(Config.Get("data-queue-handler", "LiveDataQueue"));
df = new PaperTradingDataFeed(algorithm, ds, (LiveNodePacket)job);
Log.Trace("Engine.GetDataFeedHandler(): Selected LiveTrading Datafeed");
break;
}
return(df);
}
