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QuantConnect.Data.Auxiliary.LocalZipMapFileProvider Class Reference

Provides an implementation of IMapFileProvider that reads from a local zip file More...

Inheritance diagram for QuantConnect.Data.Auxiliary.LocalZipMapFileProvider:
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Public Member Functions

 LocalZipMapFileProvider ()
 Creates a new instance of the LocalDiskFactorFileProvider More...
 
void Initialize (IDataProvider dataProvider)
 Initializes our MapFileProvider by supplying our dataProvider More...
 
MapFileResolver Get (AuxiliaryDataKey auxiliaryDataKey)
 Gets a MapFileResolver representing all the map files for the specified market More...
 

Protected Member Functions

virtual void StartExpirationTask ()
 Helper method that will clear any cached factor files in a daily basis, this is useful for live trading More...
 

Properties

virtual TimeSpan CacheRefreshPeriod [get]
 The cached refresh period for the map files More...
 

Detailed Description

Provides an implementation of IMapFileProvider that reads from a local zip file

Definition at line 28 of file LocalZipMapFileProvider.cs.

Constructor & Destructor Documentation

◆ LocalZipMapFileProvider()

QuantConnect.Data.Auxiliary.LocalZipMapFileProvider.LocalZipMapFileProvider ( )

Creates a new instance of the LocalDiskFactorFileProvider

Definition at line 55 of file LocalZipMapFileProvider.cs.

Member Function Documentation

◆ Initialize()

void QuantConnect.Data.Auxiliary.LocalZipMapFileProvider.Initialize ( IDataProvider  dataProvider)

Initializes our MapFileProvider by supplying our dataProvider

Parameters
dataProviderDataProvider to use

Implements QuantConnect.Interfaces.IMapFileProvider.

Definition at line 65 of file LocalZipMapFileProvider.cs.

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◆ Get()

MapFileResolver QuantConnect.Data.Auxiliary.LocalZipMapFileProvider.Get ( AuxiliaryDataKey  auxiliaryDataKey)

Gets a MapFileResolver representing all the map files for the specified market

Parameters
auxiliaryDataKeyKey used to fetch a map file resolver. Specifying market and security type
Returns
A MapFileResolver containing all map files for the specified market

Implements QuantConnect.Interfaces.IMapFileProvider.

Definition at line 81 of file LocalZipMapFileProvider.cs.

◆ StartExpirationTask()

virtual void QuantConnect.Data.Auxiliary.LocalZipMapFileProvider.StartExpirationTask ( )
protectedvirtual

Helper method that will clear any cached factor files in a daily basis, this is useful for live trading

Definition at line 99 of file LocalZipMapFileProvider.cs.

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Property Documentation

◆ CacheRefreshPeriod

virtual TimeSpan QuantConnect.Data.Auxiliary.LocalZipMapFileProvider.CacheRefreshPeriod
getprotected

The cached refresh period for the map files

Exposed for testing

Definition at line 39 of file LocalZipMapFileProvider.cs.


The documentation for this class was generated from the following file: