Represents a timeless consolidator which depends on the given values. This consolidator is meant to consolidate data into bars that do not depend on time, e.g., RangeBar's. More...

Inheritance diagram for QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T >:

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Public Member Functions
void	Update (IBaseData data)
	Updates this consolidator with the specified data More...

virtual void	Dispose ()
	Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources. More...

virtual void	Reset ()
	Resets the consolidator More...

void	Scan (DateTime currentLocalTime)
	Scans this consolidator to see if it should emit a bar due to time passing More...

Public Attributes
Type	InputType => typeof(IBaseData)
	Gets the type consumed by this consolidator More...

virtual Type	OutputType => typeof(T)
	Gets T which is the type emitted in the IDataConsolidator.DataConsolidated event. More...

Protected Member Functions
	BaseTimelessConsolidator (Func< IBaseData, decimal > selector=null, Func< IBaseData, decimal > volumeSelector=null)
	Initializes a new instance of the BaseTimelessConsolidator<T> class. More...

	BaseTimelessConsolidator (PyObject valueSelector, PyObject volumeSelector=null)
	Initializes a new instance of the BaseTimelessConsolidator<T> class. More...

abstract void	UpdateBar (DateTime time, decimal currentValue, decimal volume)
	Updates the current RangeBar being created with the given data. Additionally, if it's the case, it consolidates the current RangeBar More...

abstract void	CreateNewBar (IBaseData data, decimal currentValue, decimal volume)
	Creates a new bar with the given data More...

void	OnDataConsolidated (T consolidated)
	Event invocator for the DataConsolidated event. This should be invoked by derived classes when they have consolidated a new piece of data. More...

Properties
Func< IBaseData, decimal >	Selector `[get, set]`
	Extracts the value from a data instance to be formed into a T. More...

Func< IBaseData, decimal >	VolumeSelector `[get, set]`
	Extracts the volume from a data instance. The default value is null which does not aggregate volume per bar. More...

DataConsolidatedHandler	DataConsolidatedHandler `[get, set]`
	Event handler type for the IDataConsolidator.DataConsolidated event More...

virtual T	CurrentBar `[get, set]`
	Bar being created More...

IBaseData	Consolidated `[get, protected set]`
	Gets the most recently consolidated piece of data. This will be null if this consolidator has not produced any data yet. More...

abstract IBaseData	WorkingData `[get]`
	Gets a clone of the data being currently consolidated More...

Properties inherited from QuantConnect.Data.Consolidators.IDataConsolidator
IBaseData	Consolidated `[get]`
	Gets the most recently consolidated piece of data. This will be null if this consolidator has not produced any data yet. More...

IBaseData	WorkingData `[get]`
	Gets a clone of the data being currently consolidated More...

Type	InputType `[get]`
	Gets the type consumed by this consolidator More...

Type	OutputType `[get]`
	Gets the type produced by this consolidator More...

Events
EventHandler< T >	DataConsolidated
	Event handler that fires when a new piece of data is produced More...

Events inherited from QuantConnect.Data.Consolidators.IDataConsolidator
DataConsolidatedHandler	DataConsolidated
	Event handler that fires when a new piece of data is produced More...

Detailed Description

Represents a timeless consolidator which depends on the given values. This consolidator is meant to consolidate data into bars that do not depend on time, e.g., RangeBar's.

Type Constraints

T

:

IBaseData

Definition at line 26 of file BaseTimelessConsolidator.cs.

Constructor & Destructor Documentation

◆ BaseTimelessConsolidator() [1/2]

QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T >.BaseTimelessConsolidator	(	Func< IBaseData, decimal >	selector = `null`,
		Func< IBaseData, decimal >	volumeSelector = `null`
	)

protected

Initializes a new instance of the BaseTimelessConsolidator<T> class.

Parameters

selector	Extracts the value from a data instance to be formed into a new bar which inherits from IBaseData. The default value is (x => x.Value) the IBaseData.Value property on IBaseData
volumeSelector	Extracts the volume from a data instance. The default value is null which does not aggregate volume per bar.

Definition at line 92 of file BaseTimelessConsolidator.cs.

◆ BaseTimelessConsolidator() [2/2]

QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T >.BaseTimelessConsolidator	(	PyObject	valueSelector,
		PyObject	volumeSelector = `null`
	)

protected

Initializes a new instance of the BaseTimelessConsolidator<T> class.

Parameters

valueSelector	Extracts the value from a data instance to be formed into a new bar which inherits from IBaseData. The default value is (x => x.Value) the IBaseData.Value property on IBaseData
volumeSelector	Extracts the volume from a data instance. The default value is null which does not aggregate volume per bar.

Definition at line 105 of file BaseTimelessConsolidator.cs.

Member Function Documentation

◆ Update()

void QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T >.Update ( IBaseData data )

Updates this consolidator with the specified data

Parameters

data	The new data for the consolidator

Implements QuantConnect.Data.Consolidators.IDataConsolidator.

Definition at line 144 of file BaseTimelessConsolidator.cs.

◆ UpdateBar()

abstract void QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T >.UpdateBar	(	DateTime	time,
		decimal	currentValue,
		decimal	volume
	)

protectedpure virtual

Updates the current RangeBar being created with the given data. Additionally, if it's the case, it consolidates the current RangeBar

Parameters

time	Time of the given data
currentValue	Value of the given data
volume	Volume of the given data

Implemented in QuantConnect.Data.Consolidators.ClassicRenkoConsolidator< TInput >, QuantConnect.Data.Consolidators.RangeConsolidator, and QuantConnect.Data.Consolidators.ClassicRangeConsolidator.

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◆ CreateNewBar()

abstract void QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T >.CreateNewBar	(	IBaseData	data,
		decimal	currentValue,
		decimal	volume
	)

protectedpure virtual

Creates a new bar with the given data

Parameters

data	The new data for the bar
currentValue	The new value for the bar
volume	The new volume to the bar

Implemented in QuantConnect.Data.Consolidators.ClassicRenkoConsolidator< TInput >, and QuantConnect.Data.Consolidators.RangeConsolidator.

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◆ OnDataConsolidated()

void QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T >.OnDataConsolidated ( T consolidated )

protected

Event invocator for the DataConsolidated event. This should be invoked by derived classes when they have consolidated a new piece of data.

Parameters

consolidated The newly consolidated data

Definition at line 185 of file BaseTimelessConsolidator.cs.

◆ Dispose()

virtual void QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T >.Dispose ( )

virtual

Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.

Definition at line 196 of file BaseTimelessConsolidator.cs.

◆ Reset()

virtual void QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T >.Reset ( )

virtual

Resets the consolidator

Implements QuantConnect.Data.Consolidators.IDataConsolidator.

Reimplemented in QuantConnect.Data.Consolidators.ClassicRenkoConsolidator< TInput >, and QuantConnect.Data.Consolidators.RangeConsolidator.

Definition at line 205 of file BaseTimelessConsolidator.cs.

◆ Scan()

void QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T >.Scan ( DateTime currentLocalTime )

Scans this consolidator to see if it should emit a bar due to time passing

Parameters

currentLocalTime The current time in the local time zone (same as BaseData.Time)

Implements QuantConnect.Data.Consolidators.IDataConsolidator.

Definition at line 215 of file BaseTimelessConsolidator.cs.

Member Data Documentation

◆ InputType

Type QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T >.InputType => typeof(IBaseData)

Gets the type consumed by this consolidator

Definition at line 64 of file BaseTimelessConsolidator.cs.

◆ OutputType

virtual Type QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T >.OutputType => typeof(T)

Gets T which is the type emitted in the IDataConsolidator.DataConsolidated event.

Definition at line 69 of file BaseTimelessConsolidator.cs.

Property Documentation

◆ Selector

Func<IBaseData, decimal> QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T >.Selector

getsetprotected

Extracts the value from a data instance to be formed into a T.

Definition at line 32 of file BaseTimelessConsolidator.cs.

◆ VolumeSelector

Func<IBaseData, decimal> QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T >.VolumeSelector

getsetprotected

Extracts the volume from a data instance. The default value is null which does not aggregate volume per bar.

Definition at line 38 of file BaseTimelessConsolidator.cs.

◆ DataConsolidatedHandler

DataConsolidatedHandler QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T >.DataConsolidatedHandler

getsetprotected

Event handler type for the IDataConsolidator.DataConsolidated event

Definition at line 43 of file BaseTimelessConsolidator.cs.

◆ CurrentBar

virtual T QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T >.CurrentBar

getsetprotected

Bar being created

Definition at line 48 of file BaseTimelessConsolidator.cs.

◆ Consolidated

IBaseData QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T >.Consolidated

getprotected set

Gets the most recently consolidated piece of data. This will be null if this consolidator has not produced any data yet.

Definition at line 54 of file BaseTimelessConsolidator.cs.

◆ WorkingData

abstract IBaseData QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T >.WorkingData

get

Gets a clone of the data being currently consolidated

Definition at line 59 of file BaseTimelessConsolidator.cs.

Event Documentation

◆ DataConsolidated

EventHandler<T> QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T >.DataConsolidated

Event handler that fires when a new piece of data is produced

Definition at line 74 of file BaseTimelessConsolidator.cs.

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

Common/Data/Consolidators/BaseTimelessConsolidator.cs

Public Member Functions

Public Attributes

Protected Member Functions

Properties

Events

Detailed Description

Constructor & Destructor Documentation

◆ BaseTimelessConsolidator() [1/2]

◆ BaseTimelessConsolidator() [2/2]

Member Function Documentation

◆ Update()

◆ UpdateBar()

◆ CreateNewBar()

◆ OnDataConsolidated()

◆ Dispose()

◆ Reset()

◆ Scan()

Member Data Documentation

◆ InputType

◆ OutputType

Property Documentation

◆ Selector

◆ VolumeSelector

◆ DataConsolidatedHandler

◆ CurrentBar

◆ Consolidated

◆ WorkingData

Event Documentation

◆ DataConsolidated