/// <summary>
/// Gets the subscription requests to be added for the specified security
/// </summary>
/// <param name="security">The security to get subscriptions for</param>
/// <param name="currentTimeUtc">The current time in utc. This is the frontier time of the algorithm</param>
/// <param name="maximumEndTimeUtc">The max end time</param>
/// <param name="subscriptionService">Instance which implements <see cref="ISubscriptionDataConfigService"/> interface</param>
/// <returns>All subscriptions required by this security</returns>
public override IEnumerable <SubscriptionRequest> GetSubscriptionRequests(Security security, DateTime currentTimeUtc, DateTime maximumEndTimeUtc,
ISubscriptionDataConfigService subscriptionService)
{
// CustomUniverse will return any existing SDC for the symbol, else will create new, using universe settings.
var existingSubscriptionDataConfigs = subscriptionService.GetSubscriptionDataConfigs(security.Symbol);
if (existingSubscriptionDataConfigs.Any())
{
return(existingSubscriptionDataConfigs.Select(
config => new SubscriptionRequest(isUniverseSubscription: false,
universe: this,
security: security,
configuration: config,
startTimeUtc: currentTimeUtc,
endTimeUtc: maximumEndTimeUtc)));
}
return(base.GetSubscriptionRequests(security, currentTimeUtc, maximumEndTimeUtc, subscriptionService));
}
/// <summary>
/// Gets the subscription requests to be added for the specified security
/// </summary>
/// <param name="security">The security to get subscriptions for</param>
/// <param name="currentTimeUtc">The current time in utc. This is the frontier time of the algorithm</param>
/// <param name="maximumEndTimeUtc">The max end time</param>
/// <param name="subscriptionService">Instance which implements <see cref="ISubscriptionDataConfigService"/> interface</param>
/// <returns>All subscriptions required by this security</returns>
public override IEnumerable <SubscriptionRequest> GetSubscriptionRequests(Security security, DateTime currentTimeUtc, DateTime maximumEndTimeUtc,
ISubscriptionDataConfigService subscriptionService)
{
// ManualUniverse will return any existing SDC for the symbol, else will create new, using universe settings.
// This is for maintaining existing behavior and preventing breaking changes: Specifically motivated
// by usages of Algorithm.Securities.Keys as constructor parameter of the ManualUniverseSelectionModel.
// Symbols at Algorithm.Securities.Keys added by Addxxx() calls will already be added by the UserDefinedUniverse.
var existingSubscriptionDataConfigs = subscriptionService.GetSubscriptionDataConfigs(security.Symbol);
if (existingSubscriptionDataConfigs.Any())
{
return(existingSubscriptionDataConfigs.Select(
config => new SubscriptionRequest(isUniverseSubscription: false,
universe: this,
security: security,
configuration: config,
startTimeUtc: currentTimeUtc,
endTimeUtc: maximumEndTimeUtc)));
}
return(base.GetSubscriptionRequests(security, currentTimeUtc, maximumEndTimeUtc, subscriptionService));
}