An IEnumerator<SubscriptionData> which wraps an existing IEnumerator<BaseData>. More...

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

Public Member Functions
	SubscriptionDataEnumerator (SubscriptionDataConfig configuration, SecurityExchangeHours exchangeHours, TimeZoneOffsetProvider offsetProvider, IEnumerator< BaseData > enumerator, bool isUniverse)
	Creates a new instance 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
SubscriptionData	Current `[get]`
	Gets the element in the collection at the current position of the enumerator. More...

Detailed Description

An IEnumerator<SubscriptionData> which wraps an existing IEnumerator<BaseData>.

Using this class is important, versus directly yielding, because we setup the Dispose chain

Definition at line 27 of file SubscriptionDataEnumerator.cs.

Constructor & Destructor Documentation

◆ SubscriptionDataEnumerator()

QuantConnect.Lean.Engine.DataFeeds.Enumerators.SubscriptionDataEnumerator.SubscriptionDataEnumerator	(	SubscriptionDataConfig	configuration,
		SecurityExchangeHours	exchangeHours,
		TimeZoneOffsetProvider	offsetProvider,
		IEnumerator< BaseData >	enumerator,
		bool	isUniverse
	)

Creates a new instance

Parameters

configuration	The subscription's configuration
exchangeHours	The security's exchange hours
offsetProvider	The subscription's time zone offset provider
enumerator	The underlying data enumerator
isUniverse	The subscription is a universe subscription

Returns: A subscription data enumerator

Definition at line 51 of file SubscriptionDataEnumerator.cs.

Member Function Documentation

◆ MoveNext()

bool QuantConnect.Lean.Engine.DataFeeds.Enumerators.SubscriptionDataEnumerator.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 69 of file SubscriptionDataEnumerator.cs.

Here is the call graph for this function:

◆ Dispose()

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

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

Definition at line 90 of file SubscriptionDataEnumerator.cs.

◆ Reset()

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

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

Definition at line 98 of file SubscriptionDataEnumerator.cs.

Property Documentation

◆ Current

SubscriptionData QuantConnect.Lean.Engine.DataFeeds.Enumerators.SubscriptionDataEnumerator.Current

get

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

Definition at line 40 of file SubscriptionDataEnumerator.cs.

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

Engine/DataFeeds/Enumerators/SubscriptionDataEnumerator.cs

Public Member Functions

Properties