This enumerator will filter out data of the underlying enumerator based on a provided schedule. Will respect the schedule above the data, meaning will let older data through if the underlying provides none for the schedule date More...

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

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Public Member Functions
	ScheduledEnumerator (IEnumerator< BaseData > underlyingEnumerator, IEnumerable< DateTime > scheduledTimes, ITimeProvider frontierTimeProvider, DateTimeZone scheduleTimeZone, DateTime startTime)
	Creates a new instance More...

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

void	Reset ()
	Resets the underlying enumerator More...

void	Dispose ()
	Disposes of the underlying enumerator More...

Properties
BaseData	Current `[get]`
	The current data point More...

Detailed Description

This enumerator will filter out data of the underlying enumerator based on a provided schedule. Will respect the schedule above the data, meaning will let older data through if the underlying provides none for the schedule date

Definition at line 29 of file ScheduledEnumerator.cs.

Constructor & Destructor Documentation

◆ ScheduledEnumerator()

QuantConnect.Lean.Engine.DataFeeds.Enumerators.ScheduledEnumerator.ScheduledEnumerator	(	IEnumerator< BaseData >	underlyingEnumerator,
		IEnumerable< DateTime >	scheduledTimes,
		ITimeProvider	frontierTimeProvider,
		DateTimeZone	scheduleTimeZone,
		DateTime	startTime
	)

Creates a new instance

Parameters

underlyingEnumerator	The underlying enumerator to filter
scheduledTimes	The scheduled times to emit new data points
frontierTimeProvider
scheduleTimeZone
startTime	the underlying request start time

Definition at line 53 of file ScheduledEnumerator.cs.

Member Function Documentation

◆ MoveNext()

bool QuantConnect.Lean.Engine.DataFeeds.Enumerators.ScheduledEnumerator.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.

Definition at line 73 of file ScheduledEnumerator.cs.

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◆ Reset()

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

Resets the underlying enumerator

Definition at line 161 of file ScheduledEnumerator.cs.

◆ Dispose()

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

Disposes of the underlying enumerator

Definition at line 169 of file ScheduledEnumerator.cs.

Property Documentation

◆ Current

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

get

The current data point

Definition at line 41 of file ScheduledEnumerator.cs.

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

Engine/DataFeeds/Enumerators/ScheduledEnumerator.cs

Public Member Functions

Properties