public void SubscribeSingleSingleChannel()
{
_subscriptionManager.Subscribe(GetSubscriptionDataConfig <TradeBar>(Symbols.AAPL, Resolution.Minute));
Assert.NotZero(_subscriptionManager.GetSubscribedSymbols().Count());
Assert.Contains(Symbols.AAPL, _subscriptionManager.GetSubscribedSymbols().ToArray());
}
/// <summary>
/// Subscribe to the specified configuration
/// </summary>
/// <param name="dataConfig">defines the parameters to subscribe to a data feed</param>
/// <param name="newDataAvailableHandler">handler to be fired on new data available</param>
/// <returns>The new enumerator for this subscription request</returns>
public IEnumerator <BaseData> Subscribe(SubscriptionDataConfig dataConfig, EventHandler newDataAvailableHandler)
{
if (!CanSubscribe(dataConfig.Symbol))
{
return(Enumerable.Empty <BaseData>().GetEnumerator());
}
var enumerator = _dataAggregator.Add(dataConfig, newDataAvailableHandler);
_subscriptionManager.Subscribe(dataConfig);
return(enumerator);
}