Implements a wrapper around a base data enumerator to provide a final filtering step More...

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

Public Member Functions
	SubscriptionFilterEnumerator (IEnumerator< BaseData > enumerator, Security security, DateTime endTime, bool extendedMarketHours, bool liveMode, SecurityExchangeHours securityExchangeHours)
	Initializes a new instance of the SubscriptionFilterEnumerator 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...

Static Public Member Functions
static SubscriptionFilterEnumerator	WrapForDataFeed (IResultHandler resultHandler, IEnumerator< BaseData > enumerator, Security security, DateTime endTime, bool extendedMarketHours, bool liveMode, SecurityExchangeHours securityExchangeHours)
	Convenience method to wrap the enumerator and attach the data filter event to log and alery users of errors More...

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

Events
EventHandler< Exception >	DataFilterError
	Fired when there's an error executing a user's data filter More...

Detailed Description

Implements a wrapper around a base data enumerator to provide a final filtering step

Definition at line 31 of file SubscriptionFilterEnumerator.cs.

Constructor & Destructor Documentation

◆ SubscriptionFilterEnumerator()

QuantConnect.Lean.Engine.DataFeeds.Enumerators.SubscriptionFilterEnumerator.SubscriptionFilterEnumerator	(	IEnumerator< BaseData >	enumerator,
		Security	security,
		DateTime	endTime,
		bool	extendedMarketHours,
		bool	liveMode,
		SecurityExchangeHours	securityExchangeHours
	)

Initializes a new instance of the SubscriptionFilterEnumerator class

Parameters

enumerator	The source enumerator to be wrapped
security	The security containing an exchange and data filter
endTime	The end time of the subscription
extendedMarketHours	True if extended market hours are enabled
liveMode	True if live mode
securityExchangeHours	The security exchange hours instance to use

Definition at line 79 of file SubscriptionFilterEnumerator.cs.

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Member Function Documentation

◆ WrapForDataFeed()

static SubscriptionFilterEnumerator QuantConnect.Lean.Engine.DataFeeds.Enumerators.SubscriptionFilterEnumerator.WrapForDataFeed	(	IResultHandler	resultHandler,
		IEnumerator< BaseData >	enumerator,
		Security	security,
		DateTime	endTime,
		bool	extendedMarketHours,
		bool	liveMode,
		SecurityExchangeHours	securityExchangeHours
	)

static

Convenience method to wrap the enumerator and attach the data filter event to log and alery users of errors

Parameters

resultHandler	Result handler reference used to send errors
enumerator	The source enumerator to be wrapped
security	The security who's data is being enumerated
endTime	The end time of the subscription
extendedMarketHours	True if extended market hours are enabled
liveMode	True if live mode
securityExchangeHours	The security exchange hours instance to use

Returns: A new instance of the SubscriptionFilterEnumerator class that has had it's DataFilterError event subscribed to to send errors to the result handler

Definition at line 58 of file SubscriptionFilterEnumerator.cs.

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◆ MoveNext()

bool QuantConnect.Lean.Engine.DataFeeds.Enumerators.SubscriptionFilterEnumerator.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 121 of file SubscriptionFilterEnumerator.cs.

◆ Dispose()

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

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

Definition at line 171 of file SubscriptionFilterEnumerator.cs.

◆ Reset()

void QuantConnect.Lean.Engine.DataFeeds.Enumerators.SubscriptionFilterEnumerator.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 180 of file SubscriptionFilterEnumerator.cs.

Property Documentation

◆ Current

BaseData QuantConnect.Lean.Engine.DataFeeds.Enumerators.SubscriptionFilterEnumerator.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 97 of file SubscriptionFilterEnumerator.cs.

Event Documentation

◆ DataFilterError

EventHandler<Exception> QuantConnect.Lean.Engine.DataFeeds.Enumerators.SubscriptionFilterEnumerator.DataFilterError

Fired when there's an error executing a user's data filter

Definition at line 36 of file SubscriptionFilterEnumerator.cs.

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

Engine/DataFeeds/Enumerators/SubscriptionFilterEnumerator.cs

Public Member Functions

Static Public Member Functions

Properties

Events