QuantConnect.Data.Consolidators.FilteredIdentityDataConsolidator< T > Class Template Reference
Provides an implementation of IDataConsolidator that preserve the input data unmodified. The input data is filtering by the specified predicate function More...
Inheritance diagram for QuantConnect.Data.Consolidators.FilteredIdentityDataConsolidator< T >:
Public Member Functions | |
| FilteredIdentityDataConsolidator (Func< T, bool > predicate) | |
| Initializes a new instance of the FilteredIdentityDataConsolidator<T> class More... | |
| override void | Update (T data) |
| Updates this consolidator with the specified data More... | |
 Public Member Functions inherited from QuantConnect.Data.Consolidators.IdentityDataConsolidator< T > | |
| override void | Update (T data) |
| Updates this consolidator with the specified data More... | |
| override void | Scan (DateTime currentLocalTime) |
| Scans this consolidator to see if it should emit a bar due to time passing More... | |
| Public Member Functions inherited from QuantConnect.Data.Consolidators.DataConsolidator< T > | |
| void | Update (IBaseData data) |
| Updates this consolidator with the specified data 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... | |
Static Public Member Functions | |
| static FilteredIdentityDataConsolidator< Tick > | ForTickType (TickType tickType) |
| Creates a new instance of FilteredIdentityDataConsolidator<T> that filters ticks based on the specified TickType More... | |
Additional Inherited Members | |
| Protected Member Functions inherited from QuantConnect.Data.Consolidators.DataConsolidator< T > | |
| 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 inherited from QuantConnect.Data.Consolidators.IdentityDataConsolidator< T > | |
| override IBaseData? | WorkingData [get] |
| Gets a clone of the data being currently consolidated More... | |
| override Type | OutputType [get] |
| Gets the type produced by this consolidator More... | |
| Properties inherited from QuantConnect.Data.Consolidators.DataConsolidator< T > | |
| 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... | |
| Events inherited from QuantConnect.Data.Consolidators.DataConsolidator< T > | |
| DataConsolidatedHandler | DataConsolidated |
| Event handler that fires when a new piece of data is produced More... | |
Detailed Description
Provides an implementation of IDataConsolidator that preserve the input data unmodified. The input data is filtering by the specified predicate function
Provides factory methods for creating instances of FilteredIdentityDataConsolidator<T>
- Template Parameters
-
T The type of data
- Type Constraints
-
T : IBaseData
Definition at line 26 of file FilteredIdentityDataConsolidator.cs.
Constructor & Destructor Documentation
◆ FilteredIdentityDataConsolidator()
| QuantConnect.Data.Consolidators.FilteredIdentityDataConsolidator< T >.FilteredIdentityDataConsolidator | ( | Func< T, bool > | predicate | ) |
Initializes a new instance of the FilteredIdentityDataConsolidator<T> class
- Parameters
-
predicate The predicate function, returning true to accept data and false to reject data
Definition at line 35 of file FilteredIdentityDataConsolidator.cs.
Member Function Documentation
◆ Update()
| override void QuantConnect.Data.Consolidators.FilteredIdentityDataConsolidator< T >.Update | ( | T | data | ) |
Updates this consolidator with the specified data
- Parameters
-
data The new data for the consolidator
Definition at line 44 of file FilteredIdentityDataConsolidator.cs.
◆ ForTickType()
|
static |
Creates a new instance of FilteredIdentityDataConsolidator<T> that filters ticks based on the specified TickType
- Parameters
-
tickType The tick type of data to accept
- Returns
- A new FilteredIdentityDataConsolidator<T> that filters based on the provided tick type
Definition at line 65 of file FilteredIdentityDataConsolidator.cs.
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The documentation for this class was generated from the following file:
- Common/Data/Consolidators/FilteredIdentityDataConsolidator.cs
