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

Provides an implementation of ISubscriptionEnumeratorFactory that used the SubscriptionDataReader More...

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

Public Member Functions
	SubscriptionDataReaderSubscriptionEnumeratorFactory (IResultHandler resultHandler, IMapFileProvider mapFileProvider, IFactorFileProvider factorFileProvider, IDataCacheProvider cacheProvider, IObjectStore objectStore, bool enablePriceScaling=true)
	Initializes a new instance of the SubscriptionDataReaderSubscriptionEnumeratorFactory class More...
IEnumerator< BaseData >	CreateEnumerator (SubscriptionRequest request, IDataProvider dataProvider)
	Creates a SubscriptionDataReader to read the specified request More...
void	Dispose ()
	Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources. More...

Detailed Description

Provides an implementation of ISubscriptionEnumeratorFactory that used the SubscriptionDataReader

Only used on backtesting by the FileSystemDataFeed

Definition at line 33 of file SubscriptionDataReaderSubscriptionEnumeratorFactory.cs.

Constructor & Destructor Documentation

SubscriptionDataReaderSubscriptionEnumeratorFactory()

QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.SubscriptionDataReaderSubscriptionEnumeratorFactory.SubscriptionDataReaderSubscriptionEnumeratorFactory	(	IResultHandler	resultHandler,
		IMapFileProvider	mapFileProvider,
		IFactorFileProvider	factorFileProvider,
		IDataCacheProvider	cacheProvider,
		IObjectStore	objectStore,
		bool	enablePriceScaling = true
	)

Initializes a new instance of the SubscriptionDataReaderSubscriptionEnumeratorFactory class

Parameters

resultHandler	The result handler for the algorithm
mapFileProvider	The map file provider
factorFileProvider	The factor file provider
cacheProvider	Provider used to get data when it is not present on disk
objectStore	The object store to use
enablePriceScaling	Applies price factor

Definition at line 55 of file SubscriptionDataReaderSubscriptionEnumeratorFactory.cs.

Member Function Documentation

CreateEnumerator()

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

Creates a SubscriptionDataReader 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 79 of file SubscriptionDataReaderSubscriptionEnumeratorFactory.cs.

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Dispose()

void QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.SubscriptionDataReaderSubscriptionEnumeratorFactory.Dispose

(

)

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

<filterpriority>2</filterpriority>

Definition at line 126 of file SubscriptionDataReaderSubscriptionEnumeratorFactory.cs.

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

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