The QuoteBarFillForwardEnumerator wraps an existing base data enumerator If the current QuoteBar has null Bid and/or Ask bars, it copies them from the previous QuoteBar More...

Inheritance diagram for QuantConnect.Lean.Engine.DataFeeds.Enumerators.QuoteBarFillForwardEnumerator:

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Public Member Functions
	QuoteBarFillForwardEnumerator (IEnumerator< BaseData > enumerator)
	Initializes a new instance of the FillForwardEnumerator class More...

bool	MoveNext ()
	Advances the enumerator to the next element of the collection. More...

void	Dispose ()
	Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources. More...

void	Reset ()
	Sets the enumerator to its initial position, which is before the first element in the collection. More...

Properties
BaseData	Current `[get]`
	Gets the element in the collection at the current position of the enumerator. More...

Detailed Description

The QuoteBarFillForwardEnumerator wraps an existing base data enumerator If the current QuoteBar has null Bid and/or Ask bars, it copies them from the previous QuoteBar

Definition at line 28 of file QuoteBarFillForwardEnumerator.cs.

Constructor & Destructor Documentation

◆ QuoteBarFillForwardEnumerator()

QuantConnect.Lean.Engine.DataFeeds.Enumerators.QuoteBarFillForwardEnumerator.QuoteBarFillForwardEnumerator ( IEnumerator< BaseData > enumerator )

Initializes a new instance of the FillForwardEnumerator class

Definition at line 36 of file QuoteBarFillForwardEnumerator.cs.

Member Function Documentation

◆ MoveNext()

bool QuantConnect.Lean.Engine.DataFeeds.Enumerators.QuoteBarFillForwardEnumerator.MoveNext ( )

Advances the enumerator to the next element of the collection.

Returns: true if the enumerator was successfully advanced to the next element; false if the enumerator has passed the end of the collection.

Exceptions

T:System.InvalidOperationException The collection was modified after the enumerator was created.

Definition at line 68 of file QuoteBarFillForwardEnumerator.cs.

◆ Dispose()

void QuantConnect.Lean.Engine.DataFeeds.Enumerators.QuoteBarFillForwardEnumerator.Dispose ( )

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

Definition at line 99 of file QuoteBarFillForwardEnumerator.cs.

◆ Reset()

void QuantConnect.Lean.Engine.DataFeeds.Enumerators.QuoteBarFillForwardEnumerator.Reset ( )

Sets the enumerator to its initial position, which is before the first element in the collection.

Exceptions

T:System.InvalidOperationException The collection was modified after the enumerator was created.

Definition at line 108 of file QuoteBarFillForwardEnumerator.cs.

Property Documentation

◆ Current

BaseData QuantConnect.Lean.Engine.DataFeeds.Enumerators.QuoteBarFillForwardEnumerator.Current

get

Gets the element in the collection at the current position of the enumerator.

Returns: The element in the collection at the current position of the enumerator.

Definition at line 48 of file QuoteBarFillForwardEnumerator.cs.

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

Engine/DataFeeds/Enumerators/QuoteBarFillForwardEnumerator.cs

Public Member Functions

Properties