Enumerator that will concatenate enumerators together sequentially enumerating them in the provided order More...

Inheritance diagram for QuantConnect.Lean.Engine.DataFeeds.Enumerators.ConcatEnumerator:

Public Member Functions
	ConcatEnumerator (bool skipDuplicateEndTimes, params IEnumerator< BaseData >[] enumerators)
	Creates a new instance More...

bool	MoveNext ()
	Advances the enumerator to the next element of the collection. More...

void	Reset ()
	Sets the enumerator to its initial position, which is before the first element in the collection. More...

void	Dispose ()
	Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources. More...

Properties
BaseData	Current `[get, set]`
	The current BaseData object More...

bool	CanEmitNull `[get, set]`
	True if emitting a null data point is expected More...

Detailed Description

Enumerator that will concatenate enumerators together sequentially enumerating them in the provided order

Definition at line 30 of file ConcatEnumerator.cs.

Constructor & Destructor Documentation

◆ ConcatEnumerator()

QuantConnect.Lean.Engine.DataFeeds.Enumerators.ConcatEnumerator.ConcatEnumerator	(	bool	skipDuplicateEndTimes,
		params IEnumerator< BaseData >[]	enumerators
	)

Creates a new instance

Parameters

skipDuplicateEndTimes	True will skip data points from enumerators if before or at the last end time
enumerators	The sequence of enumerators to concatenate. Note that the order here matters, it will consume enumerators and dispose of them, even if they return true and their current is null, except for the last which will be kept!

Definition at line 57 of file ConcatEnumerator.cs.

Member Function Documentation

◆ MoveNext()

bool QuantConnect.Lean.Engine.DataFeeds.Enumerators.ConcatEnumerator.MoveNext ( )

Advances the enumerator to the next element of the collection.

Returns: True if the enumerator was successfully advanced to the next element; false if the enumerator has passed the end of the collection.

Definition at line 70 of file ConcatEnumerator.cs.

Here is the call graph for this function:

◆ Reset()

void QuantConnect.Lean.Engine.DataFeeds.Enumerators.ConcatEnumerator.Reset ( )

Sets the enumerator to its initial position, which is before the first element in the collection.

Definition at line 117 of file ConcatEnumerator.cs.

◆ Dispose()

void QuantConnect.Lean.Engine.DataFeeds.Enumerators.ConcatEnumerator.Dispose ( )

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

Definition at line 125 of file ConcatEnumerator.cs.

Property Documentation

◆ Current

BaseData QuantConnect.Lean.Engine.DataFeeds.Enumerators.ConcatEnumerator.Current

getset

The current BaseData object

Definition at line 40 of file ConcatEnumerator.cs.

◆ CanEmitNull

bool QuantConnect.Lean.Engine.DataFeeds.Enumerators.ConcatEnumerator.CanEmitNull

getset

True if emitting a null data point is expected

Warmup enumerators are not allowed to return true and setting current to Null, this is because it's not a valid behavior for backtesting enumerators, for example FillForwardEnumerator

Definition at line 47 of file ConcatEnumerator.cs.

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

Engine/DataFeeds/Enumerators/ConcatEnumerator.cs

Public Member Functions

Properties