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

Provides an implementation of ISubscriptionEnumeratorFactory to handle live custom data. More...

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

Public Member Functions
	LiveCustomDataSubscriptionEnumeratorFactory (ITimeProvider timeProvider, IObjectStore objectStore, Func< DateTime, DateTime > dateAdjustment=null, TimeSpan? minimumIntervalCheck=null)
	Initializes a new instance of the LiveCustomDataSubscriptionEnumeratorFactory class More...
IEnumerator< BaseData >	CreateEnumerator (SubscriptionRequest request, IDataProvider dataProvider)
	Creates an enumerator to read the specified request. More...

Protected Member Functions
virtual ISubscriptionDataSourceReader	GetSubscriptionDataSourceReader (SubscriptionDataSource source, IDataCacheProvider dataCacheProvider, SubscriptionDataConfig config, DateTime date, BaseData baseDataInstance, IDataProvider dataProvider)
	Gets the ISubscriptionDataSourceReader for the specified source More...

Detailed Description

Provides an implementation of ISubscriptionEnumeratorFactory to handle live custom data.

Definition at line 30 of file LiveCustomDataSubscriptionEnumeratorFactory.cs.

Constructor & Destructor Documentation

LiveCustomDataSubscriptionEnumeratorFactory()

QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.LiveCustomDataSubscriptionEnumeratorFactory.LiveCustomDataSubscriptionEnumeratorFactory	(	ITimeProvider	timeProvider,
		IObjectStore	objectStore,
		Func< DateTime, DateTime >	dateAdjustment = null,
		TimeSpan?	minimumIntervalCheck = null
	)

Initializes a new instance of the LiveCustomDataSubscriptionEnumeratorFactory class

Parameters

timeProvider	Time provider from data feed
objectStore	The object store to use
dateAdjustment	Func that allows adjusting the datetime to use
minimumIntervalCheck	Allows specifying the minimum interval between each enumerator refresh and data check, default is 30 minutes

Definition at line 44 of file LiveCustomDataSubscriptionEnumeratorFactory.cs.

Member Function Documentation

CreateEnumerator()

IEnumerator<BaseData> QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.LiveCustomDataSubscriptionEnumeratorFactory.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 59 of file LiveCustomDataSubscriptionEnumeratorFactory.cs.

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GetSubscriptionDataSourceReader()

virtual ISubscriptionDataSourceReader QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.LiveCustomDataSubscriptionEnumeratorFactory.GetSubscriptionDataSourceReader ( SubscriptionDataSource  source, IDataCacheProvider  dataCacheProvider, SubscriptionDataConfig  config, DateTime  date, BaseData  baseDataInstance, IDataProvider  dataProvider  )

protectedvirtual

Gets the ISubscriptionDataSourceReader for the specified source

Definition at line 187 of file LiveCustomDataSubscriptionEnumeratorFactory.cs.

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

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