Lean  $LEAN_TAG$
ITimeRule.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 
17 using System;
18 using System.Collections.Generic;
19 
20 namespace QuantConnect.Scheduling
21 {
22  /// <summary>
23  /// Specifies times times on dates for events, used in conjunction with <see cref="IDateRule"/>
24  /// </summary>
25  public interface ITimeRule
26  {
27  /// <summary>
28  /// Gets a name for this rule
29  /// </summary>
30  string Name { get; }
31 
32  /// <summary>
33  /// Creates the event times for the specified dates in UTC
34  /// </summary>
35  /// <param name="dates">The dates to apply times to</param>
36  /// <returns>An enumerable of date times that is the result
37  /// of applying this rule to the specified dates</returns>
38  IEnumerable<DateTime> CreateUtcEventTimes(IEnumerable<DateTime> dates);
39  }
40 }