Data provider which downloads data using an IDataDownloader or IBrokerage implementation More...

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

Public Member Functions
	DownloaderDataProvider ()
	Creates a new instance More...

	DownloaderDataProvider (IDataDownloader dataDownloader)
	Creates a new instance using a target data downloader used for testing More...

override Stream	Fetch (string key)
	Determines if it should downloads new data and retrieves data from disc More...

IEnumerable< IGrouping< Symbol, BaseData > >	GetDownloadedData (IEnumerable< DataDownloaderGetParameters > downloaderDataParameters, Symbol symbol, DateTimeZone exchangeTimeZone, DateTimeZone dataTimeZone, Type dataType)
	Retrieves downloaded data grouped by symbol based on IDownloadProvider. More...

Public Member Functions inherited from QuantConnect.Lean.Engine.DataFeeds.DefaultDataProvider
void	Dispose ()
	The stream created by this type is passed up the stack to the IStreamReader The stream is closed when the StreamReader that wraps this stream is disposed More...

Static Public Member Functions
static IEnumerable< IGrouping< Symbol, BaseData > >	FilterAndGroupDownloadDataBySymbol (IEnumerable< BaseData > downloadData, Symbol symbol, Type dataType, DateTimeZone exchangeTimeZone, DateTimeZone dataTimeZone, DateTime downloaderStartTimeUtc, DateTime downloaderEndTimeUtc)
	Filters and groups the provided download data by symbol, based on specified criteria. More...

Protected Member Functions
override Stream	GetStream (string key)
	Get's the stream for a given file path More...

override bool	NeedToDownload (string filePath)
	Main filter to determine if this file needs to be downloaded More...

Protected Member Functions inherited from QuantConnect.Lean.Engine.DataFeeds.BaseDownloaderDataProvider
Stream	DownloadOnce (string key, Action< string > download)
	Helper method which guarantees each requested key is downloaded only once concurrently if required based on NeedToDownload More...

Protected Member Functions inherited from QuantConnect.Lean.Engine.DataFeeds.DefaultDataProvider
virtual void	OnNewDataRequest (DataProviderNewDataRequestEventArgs e)
	Event invocator for the NewDataRequest event More...

Additional Inherited Members
Events inherited from QuantConnect.Lean.Engine.DataFeeds.DefaultDataProvider
EventHandler< DataProviderNewDataRequestEventArgs >	NewDataRequest
	Event raised each time data fetch is finished (successfully or not) More...

Events inherited from QuantConnect.Interfaces.IDataProvider
EventHandler< DataProviderNewDataRequestEventArgs >	NewDataRequest
	Event raised each time data fetch is finished (successfully or not) More...

Detailed Description

Data provider which downloads data using an IDataDownloader or IBrokerage implementation

Definition at line 36 of file DownloaderDataProvider.cs.

Constructor & Destructor Documentation

◆ DownloaderDataProvider() [1/2]

QuantConnect.Lean.Engine.DataFeeds.DownloaderDataProvider.DownloaderDataProvider ( )

Creates a new instance

Definition at line 53 of file DownloaderDataProvider.cs.

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◆ DownloaderDataProvider() [2/2]

QuantConnect.Lean.Engine.DataFeeds.DownloaderDataProvider.DownloaderDataProvider ( IDataDownloader dataDownloader )

Creates a new instance using a target data downloader used for testing

Definition at line 69 of file DownloaderDataProvider.cs.

Member Function Documentation

◆ Fetch()

override Stream QuantConnect.Lean.Engine.DataFeeds.DownloaderDataProvider.Fetch ( string key )

virtual

Determines if it should downloads new data and retrieves data from disc

Parameters

key	A string representing where the data is stored

Returns: A Stream of the data requested

Reimplemented from QuantConnect.Lean.Engine.DataFeeds.DefaultDataProvider.

Definition at line 79 of file DownloaderDataProvider.cs.

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◆ GetDownloadedData()

IEnumerable<IGrouping<Symbol, BaseData> > QuantConnect.Lean.Engine.DataFeeds.DownloaderDataProvider.GetDownloadedData	(	IEnumerable< DataDownloaderGetParameters >	downloaderDataParameters,
		Symbol	symbol,
		DateTimeZone	exchangeTimeZone,
		DateTimeZone	dataTimeZone,
		Type	dataType
	)

Retrieves downloaded data grouped by symbol based on IDownloadProvider.

Parameters

downloaderDataParameters	Parameters specifying the data to be retrieved.
symbol	Represents a unique security identifier, generate by ticker name.
exchangeTimeZone	The time zone of the exchange where the symbol is traded.
dataTimeZone	The time zone in which the data is represented.
dataType	The type of data to be retrieved. (e.g. Data.Market.TradeBar)

Returns: An IEnumerable containing groups of data grouped by symbol. Each group contains data related to a specific symbol.

Exceptions

ArgumentException Thrown when the downloaderDataParameters collection is null or empty.

Definition at line 214 of file DownloaderDataProvider.cs.

◆ GetStream()

override Stream QuantConnect.Lean.Engine.DataFeeds.DownloaderDataProvider.GetStream ( string key )

protectedvirtual

Get's the stream for a given file path

Reimplemented from QuantConnect.Lean.Engine.DataFeeds.BaseDownloaderDataProvider.

Definition at line 255 of file DownloaderDataProvider.cs.

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◆ NeedToDownload()

override bool QuantConnect.Lean.Engine.DataFeeds.DownloaderDataProvider.NeedToDownload ( string filePath )

protectedvirtual

Main filter to determine if this file needs to be downloaded

Parameters

filePath File we are looking at

Returns: True if should download

Implements QuantConnect.Lean.Engine.DataFeeds.BaseDownloaderDataProvider.

Definition at line 285 of file DownloaderDataProvider.cs.

◆ FilterAndGroupDownloadDataBySymbol()

static IEnumerable<IGrouping<Symbol, BaseData> > QuantConnect.Lean.Engine.DataFeeds.DownloaderDataProvider.FilterAndGroupDownloadDataBySymbol	(	IEnumerable< BaseData >	downloadData,
		Symbol	symbol,
		Type	dataType,
		DateTimeZone	exchangeTimeZone,
		DateTimeZone	dataTimeZone,
		DateTime	downloaderStartTimeUtc,
		DateTime	downloaderEndTimeUtc
	)

static

Filters and groups the provided download data by symbol, based on specified criteria.

Parameters

downloadData	The collection of download data to process.
symbol	The symbol to filter the data for.
dataType	The type of data to filter for.
exchangeTimeZone	The time zone of the exchange.
dataTimeZone	The desired time zone for the data.
downloaderStartTimeUtc	The start time of data downloading in UTC.
downloaderEndTimeUtc	The end time of data downloading in UTC.

Returns: An enumerable collection of groupings of download data, grouped by symbol.

Definition at line 315 of file DownloaderDataProvider.cs.

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

Engine/DataFeeds/DownloaderDataProvider.cs

Public Member Functions

Static Public Member Functions

Protected Member Functions

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ DownloaderDataProvider() [1/2]

◆ DownloaderDataProvider() [2/2]

Member Function Documentation

◆ Fetch()

◆ GetDownloadedData()

◆ GetStream()

◆ NeedToDownload()

◆ FilterAndGroupDownloadDataBySymbol()