QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.BaseDataCollectionSubscriptionEnumeratorFactory Class Reference

Provides an implementation of ISubscriptionEnumeratorFactory that reads an entire SubscriptionDataSource into a single BaseDataCollection to be emitted on the tradable date at midnight More...

Inheritance diagram for QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.BaseDataCollectionSubscriptionEnumeratorFactory:

Public Member Functions
	BaseDataCollectionSubscriptionEnumeratorFactory (IObjectStore objectStore)
	Instanciates a new BaseDataCollectionSubscriptionEnumeratorFactory More...
IEnumerator< BaseData >	CreateEnumerator (SubscriptionRequest request, IDataProvider dataProvider)
	Creates an enumerator to read the specified request More...

Detailed Description

Provides an implementation of ISubscriptionEnumeratorFactory that reads an entire SubscriptionDataSource into a single BaseDataCollection to be emitted on the tradable date at midnight

This enumerator factory is currently only used in backtesting with coarse data

Definition at line 31 of file BaseDataCollectionSubscriptionEnumeratorFactory.cs.

Constructor & Destructor Documentation

BaseDataCollectionSubscriptionEnumeratorFactory()

QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.BaseDataCollectionSubscriptionEnumeratorFactory.BaseDataCollectionSubscriptionEnumeratorFactory

(

IObjectStore

objectStore

)

Instanciates a new BaseDataCollectionSubscriptionEnumeratorFactory

Parameters

objectStore

The object store to use

Definition at line 39 of file BaseDataCollectionSubscriptionEnumeratorFactory.cs.

Member Function Documentation

CreateEnumerator()

IEnumerator<BaseData> QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.BaseDataCollectionSubscriptionEnumeratorFactory.CreateEnumerator	(	SubscriptionRequest	request,
		IDataProvider	dataProvider
	)

Creates an enumerator to read the specified request

Parameters

request	The subscription request to be read
dataProvider	Provider used to get data when it is not present on disk

Returns

An enumerator reading the subscription request

Implements QuantConnect.Data.ISubscriptionEnumeratorFactory.

Definition at line 50 of file BaseDataCollectionSubscriptionEnumeratorFactory.cs.

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

• Engine/DataFeeds/Enumerators/Factories/BaseDataCollectionSubscriptionEnumeratorFactory.cs