Lean  $LEAN_TAG$
IDataProvider.cs
1 /*
2  * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
3  * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
4  *
5  * Licensed under the Apache License, Version 2.0 (the "License");
6  * you may not use this file except in compliance with the License.
7  * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
8  *
9  * Unless required by applicable law or agreed to in writing, software
10  * distributed under the License is distributed on an "AS IS" BASIS,
11  * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12  * See the License for the specific language governing permissions and
13  * limitations under the License.
14 */
15 
16 using System.IO;
17 using System.ComponentModel.Composition;
18 using System;
19 
20 namespace QuantConnect.Interfaces
21 {
22  /// <summary>
23  /// Fetches a remote file for a security.
24  /// Must save the file to Globals.DataFolder.
25  /// </summary>
26  [InheritedExport(typeof(IDataProvider))]
27  public interface IDataProvider
28  {
29  /// <summary>
30  /// Event raised each time data fetch is finished (successfully or not)
31  /// </summary>
32  event EventHandler<DataProviderNewDataRequestEventArgs> NewDataRequest;
33 
34  /// <summary>
35  /// Retrieves data to be used in an algorithm
36  /// </summary>
37  /// <param name="key">A string representing where the data is stored</param>
38  /// <returns>A <see cref="Stream"/> of the data requested</returns>
39  Stream Fetch(string key);
40  }
41 }