Data source reader that will aggregate data points into a base data collection More...

Inheritance diagram for QuantConnect.Lean.Engine.DataFeeds.BaseDataCollectionAggregatorReader:

Public Member Functions
	BaseDataCollectionAggregatorReader (IDataCacheProvider dataCacheProvider, SubscriptionDataConfig config, DateTime date, bool isLiveMode, IObjectStore objectStore)
	Initializes a new instance of the TextSubscriptionDataSourceReader class More...

override IEnumerable< BaseData >	Read (SubscriptionDataSource source)
	Reads the specified source More...

Public Member Functions inherited from QuantConnect.Lean.Engine.DataFeeds.TextSubscriptionDataSourceReader
	TextSubscriptionDataSourceReader (IDataCacheProvider dataCacheProvider, SubscriptionDataConfig config, DateTime date, bool isLiveMode, IObjectStore objectStore)
	Initializes a new instance of the TextSubscriptionDataSourceReader class More...

override IEnumerable< BaseData >	Read (SubscriptionDataSource source)
	Reads the specified source More...

Additional Inherited Members
Static Public Member Functions inherited from QuantConnect.Lean.Engine.DataFeeds.TextSubscriptionDataSourceReader
static void	SetCacheSize (int megaBytesToUse)
	Set the cache size to use More...

static void	ClearCache ()
	Will clear the data cache. Used for testing different time zones for the same data set and allow a clean fresh start for each backtest More...

Protected Member Functions inherited from QuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader
	BaseSubscriptionDataSourceReader (IDataCacheProvider dataCacheProvider, bool isLiveMode, IObjectStore objectStore)
	Creates a new instance More...

IStreamReader	CreateStreamReader (SubscriptionDataSource subscriptionDataSource)
	Creates a new IStreamReader for the specified subscriptionDataSource More...

void	OnInvalidSource (SubscriptionDataSource source, Exception exception)
	Event invocator for the InvalidSource event More...

Properties inherited from QuantConnect.Lean.Engine.DataFeeds.TextSubscriptionDataSourceReader
SubscriptionDataConfig	Config `[get, set]`
	The requested subscription configuration More...

Properties inherited from QuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader
bool	IsLiveMode `[get]`
	True if we're in live mode, false for backtesting More...

IDataCacheProvider	DataCacheProvider `[get]`
	The data cache provider to use More...

IObjectStore	ObjectStore `[get]`
	The object store to use More...

Events inherited from QuantConnect.Lean.Engine.DataFeeds.TextSubscriptionDataSourceReader
EventHandler< ReaderErrorEventArgs >	ReaderError
	Event fired when an exception is thrown during a call to BaseData.Reader(SubscriptionDataConfig,string,DateTime,bool) More...

Events inherited from QuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader
EventHandler< InvalidSourceEventArgs >	InvalidSource
	Event fired when the specified source is considered invalid, this may be from a missing file or failure to download a remote source More...

Events inherited from QuantConnect.Lean.Engine.DataFeeds.ISubscriptionDataSourceReader
EventHandler< InvalidSourceEventArgs >	InvalidSource
	Event fired when the specified source is considered invalid, this may be from a missing file or failure to download a remote source More...

Detailed Description

Data source reader that will aggregate data points into a base data collection

Definition at line 29 of file BaseDataCollectionAggregatorReader.cs.

Constructor & Destructor Documentation

◆ BaseDataCollectionAggregatorReader()

QuantConnect.Lean.Engine.DataFeeds.BaseDataCollectionAggregatorReader.BaseDataCollectionAggregatorReader	(	IDataCacheProvider	dataCacheProvider,
		SubscriptionDataConfig	config,
		DateTime	date,
		bool	isLiveMode,
		IObjectStore	objectStore
	)

Initializes a new instance of the TextSubscriptionDataSourceReader class

Parameters

dataCacheProvider	This provider caches files if needed
config	The subscription's configuration
date	The date this factory was produced to read data for
isLiveMode	True if we're in live mode, false for backtesting
objectStore	The object storage for data persistence