Lean  $LEAN_TAG$
QuantConnect.Data.Consolidators.SequentialConsolidator Class Reference

This consolidator wires up the events on its First and Second consolidators such that data flows from the First to Second consolidator. It's output comes from the Second. More...

Inheritance diagram for QuantConnect.Data.Consolidators.SequentialConsolidator:
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Public Member Functions

void Update (IBaseData data)
 Updates this consolidator with the specified data More...
 
void Scan (DateTime currentLocalTime)
 Scans this consolidator to see if it should emit a bar due to time passing More...
 
 SequentialConsolidator (IDataConsolidator first, IDataConsolidator second)
 Creates a new consolidator that will pump date through the first, and then the output of the first into the second. This enables 'wrapping' or 'composing' of consolidators 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

IDataConsolidator First [get]
 Gets the first consolidator to receive data More...
 
IDataConsolidator Second [get]
 Gets the second consolidator that ends up receiving data produced by the first More...
 
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...
 
- 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

This consolidator wires up the events on its First and Second consolidators such that data flows from the First to Second consolidator. It's output comes from the Second.

Definition at line 25 of file SequentialConsolidator.cs.

Constructor & Destructor Documentation

◆ SequentialConsolidator()

QuantConnect.Data.Consolidators.SequentialConsolidator.SequentialConsolidator ( IDataConsolidator  first,
IDataConsolidator  second 
)

Creates a new consolidator that will pump date through the first, and then the output of the first into the second. This enables 'wrapping' or 'composing' of consolidators

Parameters
firstThe first consolidator to receive data
secondThe consolidator to receive first's output

Definition at line 108 of file SequentialConsolidator.cs.

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Member Function Documentation

◆ Update()

void QuantConnect.Data.Consolidators.SequentialConsolidator.Update ( IBaseData  data)

Updates this consolidator with the specified data

Parameters
dataThe new data for the consolidator

Implements QuantConnect.Data.Consolidators.IDataConsolidator.

Definition at line 83 of file SequentialConsolidator.cs.

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◆ Scan()

void QuantConnect.Data.Consolidators.SequentialConsolidator.Scan ( DateTime  currentLocalTime)

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

Parameters
currentLocalTimeThe current time in the local time zone (same as BaseData.Time)

Implements QuantConnect.Data.Consolidators.IDataConsolidator.

Definition at line 92 of file SequentialConsolidator.cs.

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◆ OnDataConsolidated()

virtual void QuantConnect.Data.Consolidators.SequentialConsolidator.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
consolidatedThe newly consolidated data

Definition at line 130 of file SequentialConsolidator.cs.

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◆ Dispose()

void QuantConnect.Data.Consolidators.SequentialConsolidator.Dispose ( )

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

<filterpriority>2</filterpriority>

Definition at line 138 of file SequentialConsolidator.cs.

Property Documentation

◆ First

IDataConsolidator QuantConnect.Data.Consolidators.SequentialConsolidator.First
get

Gets the first consolidator to receive data

Definition at line 31 of file SequentialConsolidator.cs.

◆ Second

IDataConsolidator QuantConnect.Data.Consolidators.SequentialConsolidator.Second
get

Gets the second consolidator that ends up receiving data produced by the first

Definition at line 40 of file SequentialConsolidator.cs.

◆ Consolidated

IBaseData QuantConnect.Data.Consolidators.SequentialConsolidator.Consolidated
get

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

For a SequentialConsolidator, this is the output from the 'Second' consolidator.

Definition at line 51 of file SequentialConsolidator.cs.

◆ WorkingData

IBaseData QuantConnect.Data.Consolidators.SequentialConsolidator.WorkingData
get

Gets a clone of the data being currently consolidated

Definition at line 59 of file SequentialConsolidator.cs.

◆ InputType

Type QuantConnect.Data.Consolidators.SequentialConsolidator.InputType
get

Gets the type consumed by this consolidator

Definition at line 67 of file SequentialConsolidator.cs.

◆ OutputType

Type QuantConnect.Data.Consolidators.SequentialConsolidator.OutputType
get

Gets the type produced by this consolidator

Definition at line 75 of file SequentialConsolidator.cs.

Event Documentation

◆ DataConsolidated

DataConsolidatedHandler QuantConnect.Data.Consolidators.SequentialConsolidator.DataConsolidated

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

Definition at line 100 of file SequentialConsolidator.cs.


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