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Lean
$LEAN_TAG$
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Store data both raw and adjusted and the time at which it should be synchronized More...
Public Member Functions | |
| PrecalculatedSubscriptionData (SubscriptionDataConfig configuration, BaseData rawData, BaseData normalizedData, DataNormalizationMode normalizationMode, DateTime emitTimeUtc) | |
| Initializes a new instance of the PrecalculatedSubscriptionData class More... | |
Public Member Functions inherited from QuantConnect.Lean.Engine.DataFeeds.SubscriptionData | |
| SubscriptionData (BaseData data, DateTime emitTimeUtc) | |
| Initializes a new instance of the SubscriptionData class More... | |
Properties | |
| override BaseData | Data [get] |
| Gets the data More... | |
Properties inherited from QuantConnect.Lean.Engine.DataFeeds.SubscriptionData | |
| BaseData | _data [get, set] |
| Data More... | |
| DateTime | EmitTimeUtc [get] |
| Gets the UTC emit time for this data More... | |
Additional Inherited Members | |
Static Public Member Functions inherited from QuantConnect.Lean.Engine.DataFeeds.SubscriptionData | |
| static SubscriptionData | Create (bool dailyStrictEndTimeEnabled, SubscriptionDataConfig configuration, SecurityExchangeHours exchangeHours, TimeZoneOffsetProvider offsetProvider, BaseData data, DataNormalizationMode normalizationMode, decimal? factor=null) |
| Clones the data, computes the utc emit time and performs exchange round down behavior, storing the result in a new SubscriptionData instance More... | |
Public Attributes inherited from QuantConnect.Lean.Engine.DataFeeds.SubscriptionData | |
| virtual BaseData | Data => _data |
| Gets the data More... | |
Store data both raw and adjusted and the time at which it should be synchronized
Definition at line 24 of file PrecalculatedSubscriptionData.cs.
| QuantConnect.Lean.Engine.DataFeeds.PrecalculatedSubscriptionData.PrecalculatedSubscriptionData | ( | SubscriptionDataConfig | configuration, |
| BaseData | rawData, | ||
| BaseData | normalizedData, | ||
| DataNormalizationMode | normalizationMode, | ||
| DateTime | emitTimeUtc | ||
| ) |
Initializes a new instance of the PrecalculatedSubscriptionData class
| configuration | The subscription's configuration |
| rawData | The base data |
| normalizedData | The normalized calculated based on raw data |
| normalizationMode | Specifies how data is normalized |
| emitTimeUtc | The emit time for the data |
Definition at line 62 of file PrecalculatedSubscriptionData.cs.
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get |
Gets the data
Definition at line 34 of file PrecalculatedSubscriptionData.cs.