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

Helper class used to create the corporate event providers MappingEventProvider, SplitEventProvider, DividendEventProvider, DelistingEventProvider More...

Static Public Member Functions
static IEnumerator< BaseData >	CreateEnumerators (IEnumerator< BaseData > rawDataEnumerator, SubscriptionDataConfig config, IFactorFileProvider factorFileProvider, ITradableDatesNotifier tradableDayNotifier, IMapFileProvider mapFileProvider, DateTime startTime, DateTime endTime, bool enablePriceScaling=true)
	Creates a new AuxiliaryDataEnumerator that will hold the corporate event providers More...

Detailed Description

Helper class used to create the corporate event providers MappingEventProvider, SplitEventProvider, DividendEventProvider, DelistingEventProvider

Definition at line 31 of file CorporateEventEnumeratorFactory.cs.

Member Function Documentation

CreateEnumerators()

static IEnumerator<BaseData> QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.CorporateEventEnumeratorFactory.CreateEnumerators ( IEnumerator< BaseData >  rawDataEnumerator, SubscriptionDataConfig  config, IFactorFileProvider  factorFileProvider, ITradableDatesNotifier  tradableDayNotifier, IMapFileProvider  mapFileProvider, DateTime  startTime, DateTime  endTime, bool  enablePriceScaling = true  )

static

Creates a new AuxiliaryDataEnumerator that will hold the corporate event providers

Parameters

rawDataEnumerator	The underlying raw data enumerator
config	The SubscriptionDataConfig
factorFileProvider	Used for getting factor files
tradableDayNotifier	Tradable dates provider
mapFileProvider	The MapFile provider to use
startTime	Start date for the data request
endTime	End date for the data request. This will be used for DataNormalizationMode.ScaledRaw data normalization mode to adjust prices to the given end date
enablePriceScaling	Applies price factor

Returns

The new auxiliary data enumerator

Definition at line 49 of file CorporateEventEnumeratorFactory.cs.

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

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