Type capable of consolidating trade bars from any base data instance More...
Public Member Functions | |
| BaseDataConsolidator (TimeSpan period) | |
| Creates a consolidator to produce a new 'TradeBar' representing the period More... | |
| BaseDataConsolidator (int maxCount) | |
| Creates a consolidator to produce a new 'TradeBar' representing the last count pieces of data More... | |
| BaseDataConsolidator (int maxCount, TimeSpan period) | |
| Creates a consolidator to produce a new 'TradeBar' representing the last count pieces of data or the period, whichever comes first More... | |
| BaseDataConsolidator (Func< DateTime, CalendarInfo > func) | |
| Initializes a new instance of the BaseDataConsolidator class More... | |
| BaseDataConsolidator (PyObject pyfuncobj) | |
| Initializes a new instance of the BaseDataConsolidator class More... | |
Static Public Member Functions | |
| static BaseDataConsolidator | FromResolution (Resolution resolution) |
| Create a new TickConsolidator for the desired resolution More... | |
Protected Member Functions | |
| override void | AggregateBar (ref TradeBar workingBar, BaseData data) |
| Aggregates the new 'data' into the 'workingBar'. The 'workingBar' will be null following the event firing More... | |
 Protected Member Functions inherited from QuantConnect.Data.Consolidators.TradeBarConsolidatorBase< BaseData > | |
| TradeBarConsolidatorBase (TimeSpan period) | |
| Creates a consolidator to produce a new 'TradeBar' representing the period More... | |
| TradeBarConsolidatorBase (int maxCount) | |
| Creates a consolidator to produce a new 'TradeBar' representing the last count pieces of data More... | |
| TradeBarConsolidatorBase (int maxCount, TimeSpan period) | |
| Creates a consolidator to produce a new 'TradeBar' representing the last count pieces of data or the period, whichever comes first More... | |
| TradeBarConsolidatorBase (Func< DateTime, CalendarInfo > func) | |
| Creates a consolidator to produce a new 'TradeBar' representing the last count pieces of data or the period, whichever comes first More... | |
| TradeBarConsolidatorBase (PyObject pyfuncobj) | |
| Creates a consolidator to produce a new 'TradeBar' representing the last count pieces of data or the period, whichever comes first More... | |
Additional Inherited Members | |
| Public Attributes inherited from QuantConnect.Data.Consolidators.TradeBarConsolidatorBase< BaseData > | |
| TradeBar | WorkingBar |
| Gets a copy of the current 'workingBar'. More... | |
Detailed Description
Type capable of consolidating trade bars from any base data instance
Definition at line 25 of file BaseDataConsolidator.cs.
Constructor & Destructor Documentation
◆ BaseDataConsolidator() [1/5]
| QuantConnect.Data.Consolidators.BaseDataConsolidator.BaseDataConsolidator | ( | TimeSpan | period | ) |
Creates a consolidator to produce a new 'TradeBar' representing the period
- Parameters
-
period The minimum span of time before emitting a consolidated bar
Definition at line 41 of file BaseDataConsolidator.cs.
◆ BaseDataConsolidator() [2/5]
| QuantConnect.Data.Consolidators.BaseDataConsolidator.BaseDataConsolidator | ( | int | maxCount | ) |
Creates a consolidator to produce a new 'TradeBar' representing the last count pieces of data
- Parameters
-
maxCount The number of pieces to accept before emitting a consolidated bar
Definition at line 50 of file BaseDataConsolidator.cs.
◆ BaseDataConsolidator() [3/5]
| QuantConnect.Data.Consolidators.BaseDataConsolidator.BaseDataConsolidator | ( | int | maxCount, |
| TimeSpan | period | ||
| ) |
Creates a consolidator to produce a new 'TradeBar' representing the last count pieces of data or the period, whichever comes first
- Parameters
-
maxCount The number of pieces to accept before emitting a consolidated bar period The minimum span of time before emitting a consolidated bar
Definition at line 60 of file BaseDataConsolidator.cs.
◆ BaseDataConsolidator() [4/5]
| QuantConnect.Data.Consolidators.BaseDataConsolidator.BaseDataConsolidator | ( | Func< DateTime, CalendarInfo > | func | ) |
Initializes a new instance of the BaseDataConsolidator class
- Parameters
-
func Func that defines the start time of a consolidated data
Definition at line 69 of file BaseDataConsolidator.cs.
◆ BaseDataConsolidator() [5/5]
| QuantConnect.Data.Consolidators.BaseDataConsolidator.BaseDataConsolidator | ( | PyObject | pyfuncobj | ) |
Initializes a new instance of the BaseDataConsolidator class
- Parameters
-
pyfuncobj Func that defines the start time of a consolidated data
Definition at line 79 of file BaseDataConsolidator.cs.
Member Function Documentation
◆ FromResolution()
|
static |
Create a new TickConsolidator for the desired resolution
- Parameters
-
resolution The resolution desired
- Returns
- A consolidator that produces data on the resolution interval
Definition at line 32 of file BaseDataConsolidator.cs.
◆ AggregateBar()
|
protected |
Aggregates the new 'data' into the 'workingBar'. The 'workingBar' will be null following the event firing
- Parameters
-
workingBar The bar we're building, null if the event was just fired and we're starting a new trade bar data The new data
Definition at line 90 of file BaseDataConsolidator.cs.
The documentation for this class was generated from the following file:
- Common/Data/Consolidators/BaseDataConsolidator.cs
