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

Provides an implementation of ISubscriptionEnumeratorFactory to emit ticks based on UserDefinedUniverse.GetTriggerTimes, allowing universe selection to fire at planned times. More...

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

Public Member Functions
	TimeTriggeredUniverseSubscriptionEnumeratorFactory (ITimeTriggeredUniverse universe, MarketHoursDatabase marketHoursDatabase, ITimeProvider timeProvider)
	Initializes a new instance of the TimeTriggeredUniverseSubscriptionEnumeratorFactory class More...
IEnumerator< BaseData >	CreateEnumerator (SubscriptionRequest request, IDataProvider dataProvider)
	Creates an enumerator to read the specified request More...

Detailed Description

Provides an implementation of ISubscriptionEnumeratorFactory to emit ticks based on UserDefinedUniverse.GetTriggerTimes, allowing universe selection to fire at planned times.

Definition at line 35 of file TimeTriggeredUniverseSubscriptionEnumeratorFactory.cs.

Constructor & Destructor Documentation

TimeTriggeredUniverseSubscriptionEnumeratorFactory()

QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.TimeTriggeredUniverseSubscriptionEnumeratorFactory.TimeTriggeredUniverseSubscriptionEnumeratorFactory	(	ITimeTriggeredUniverse	universe,
		MarketHoursDatabase	marketHoursDatabase,
		ITimeProvider	timeProvider
	)

Initializes a new instance of the TimeTriggeredUniverseSubscriptionEnumeratorFactory class

Parameters

universe	The user defined universe
marketHoursDatabase	The market hours database
timeProvider	The time provider

Definition at line 47 of file TimeTriggeredUniverseSubscriptionEnumeratorFactory.cs.

Member Function Documentation

CreateEnumerator()

IEnumerator<BaseData> QuantConnect.Lean.Engine.DataFeeds.Enumerators.Factories.TimeTriggeredUniverseSubscriptionEnumeratorFactory.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 60 of file TimeTriggeredUniverseSubscriptionEnumeratorFactory.cs.

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

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