QuantConnect.Data.Consolidators.DataConsolidator< TInput > Class Template Reference

Represents a type that consumes BaseData instances and fires an event with consolidated and/or aggregated data. More...

Inheritance diagram for QuantConnect.Data.Consolidators.DataConsolidator< TInput >:

Public Member Functions
void	Update (IBaseData data)
	Updates this consolidator with the specified data More...
abstract void	Scan (DateTime currentLocalTime)
	Scans this consolidator to see if it should emit a bar due to time passing More...
abstract void	Update (TInput data)
	Updates this consolidator with the specified data. This method is responsible for raising the DataConsolidated event More...
void	Dispose ()
	Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources. More...

Protected Member Functions
virtual void	OnDataConsolidated (IBaseData 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
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...
abstract IBaseData	WorkingData [get]
	Gets a clone of the data being currently consolidated More...
Type	InputType [get]
	Gets the type consumed by this consolidator More...
abstract Type	OutputType [get]
	Gets the type produced by this consolidator 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
DataConsolidatedHandler	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 type that consumes BaseData instances and fires an event with consolidated and/or aggregated data.

Template Parameters

TInput

The type consumed by the consolidator

Type Constraints

TInput

:

IBaseData

Definition at line 26 of file DataConsolidator.cs.

Member Function Documentation

Update() [1/2]

void QuantConnect.Data.Consolidators.DataConsolidator< TInput >.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 33 of file DataConsolidator.cs.

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Scan()

abstract void QuantConnect.Data.Consolidators.DataConsolidator< TInput >.Scan ( DateTime  currentLocalTime )

pure virtual

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.

Implemented in QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase< T, TConsolidated >, QuantConnect.Data.Consolidators.VolumeRenkoConsolidator, and QuantConnect.Data.Consolidators.IdentityDataConsolidator< T >.

Update() [2/2]

abstract void QuantConnect.Data.Consolidators.DataConsolidator< TInput >.Update ( TInput  data )

pure virtual

Updates this consolidator with the specified data. This method is responsible for raising the DataConsolidated event

Parameters

data	The new data for the consolidator

OnDataConsolidated()

virtual void QuantConnect.Data.Consolidators.DataConsolidator< TInput >.OnDataConsolidated ( IBaseData  consolidated )

protectedvirtual

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 100 of file DataConsolidator.cs.

Dispose()

void QuantConnect.Data.Consolidators.DataConsolidator< TInput >.Dispose

(

)

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

<filterpriority>2</filterpriority>

Definition at line 113 of file DataConsolidator.cs.

Property Documentation

Consolidated

IBaseData QuantConnect.Data.Consolidators.DataConsolidator< TInput >.Consolidated

get

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

Definition at line 60 of file DataConsolidator.cs.

WorkingData

abstract IBaseData QuantConnect.Data.Consolidators.DataConsolidator< TInput >.WorkingData

get

Gets a clone of the data being currently consolidated

Definition at line 68 of file DataConsolidator.cs.

InputType

Type QuantConnect.Data.Consolidators.DataConsolidator< TInput >.InputType

get

Gets the type consumed by this consolidator

Definition at line 76 of file DataConsolidator.cs.

OutputType

abstract Type QuantConnect.Data.Consolidators.DataConsolidator< TInput >.OutputType

get

Gets the type produced by this consolidator

Definition at line 84 of file DataConsolidator.cs.

Event Documentation

DataConsolidated

DataConsolidatedHandler QuantConnect.Data.Consolidators.DataConsolidator< TInput >.DataConsolidated

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

Definition at line 53 of file DataConsolidator.cs.

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

• Common/Data/Consolidators/DataConsolidator.cs