/// <summary>
/// Initializes a new instance of the <see cref="UserDefinedUniverse"/> class
/// </summary>
/// <param name="configuration">The configuration used to resolve the data for universe selection</param>
/// <param name="subscriptionSettings">The settings used for new subscriptions generated by this universe</param>
/// <param name="interval">The interval at which selection should be performed</param>
/// <param name="symbols">The initial set of symbols in this universe</param>
public UserDefinedUniverse(SubscriptionDataConfig configuration, SubscriptionSettings subscriptionSettings, TimeSpan interval, IEnumerable<Symbol> symbols)
: base(configuration)
{
_interval = interval;
_symbols = symbols.ToHashSet();
_subscriptionSettings = subscriptionSettings;
}
/// <summary>
/// Initializes a new instance of the <see cref="UserDefinedUniverse"/> class
/// </summary>
/// <param name="configuration">The configuration used to resolve the data for universe selection</param>
/// <param name="subscriptionSettings">The settings used for new subscriptions generated by this universe</param>
/// <param name="interval">The interval at which selection should be performed</param>
/// <param name="selector">Universe selection function invoked for each time returned via GetTriggerTimes.
/// The function parameter is a DateTime in the time zone of configuration.ExchangeTimeZone</param>
public UserDefinedUniverse(SubscriptionDataConfig configuration, SubscriptionSettings subscriptionSettings, TimeSpan interval, Func<DateTime,IEnumerable<string>> selector)
: base(configuration)
{
_interval = interval;
_subscriptionSettings = subscriptionSettings;
_selector = time =>
{
var selectSymbolsResult = selector(time.ConvertFromUtc(Configuration.ExchangeTimeZone));
// if we received an unchaged then short circuit the symbol creation and return it directly
if (ReferenceEquals(selectSymbolsResult, Unchanged)) return Unchanged;
return selectSymbolsResult.Select(sym => Symbol.Create(sym, Configuration.SecurityType, Configuration.Market));
};
}
/// <summary>
/// Initializes a new instance of the <see cref="FuncUniverse"/> class
/// </summary>
/// <param name="configuration">The configuration used to resolve the data for universe selection</param>
/// <param name="subscriptionSettings">The settings used for new subscriptions generated by this universe</param>
/// <param name="universeSelector">Returns the symbols that should be included in the universe</param>
public FuncUniverse(SubscriptionDataConfig configuration, SubscriptionSettings subscriptionSettings, Func<IEnumerable<BaseData>, IEnumerable<Symbol>> universeSelector)
: base(configuration)
{
_universeSelector = universeSelector;
_subscriptionSettings = subscriptionSettings;
}
/// <summary>
/// Initializes a new instance of the <see cref="FuncUniverse"/> class
/// </summary>
/// <param name="configuration">The configuration used to resolve the data for universe selection</param>
/// <param name="subscriptionSettings">The settings used for new subscriptions generated by this universe</param>
/// <param name="universeSelector">Returns the symbols that should be included in the universe</param>
public FuncUniverse(SubscriptionDataConfig configuration, SubscriptionSettings subscriptionSettings, Func <IEnumerable <BaseData>, IEnumerable <Symbol> > universeSelector)
: base(configuration)
{
_universeSelector = universeSelector;
_subscriptionSettings = subscriptionSettings;
}
/// <summary>
/// Initializes a new instance of the <see cref="FuncUniverse"/> class
/// </summary>
/// <param name="configuration"></param>
/// <param name="subscriptionSettings"></param>
/// <param name="coarse">Defines an initial coarse selection</param>
public FuncUniverse(SubscriptionDataConfig configuration, SubscriptionSettings subscriptionSettings, Func<IEnumerable<BaseData>, IEnumerable<Symbol>> coarse)
{
_coarse = coarse;
Configuration = configuration;
SubscriptionSettings = subscriptionSettings;
}
