Provides a factory method for creating ISubscriptionDataSourceReader instances More...

Static Public Member Functions
static ISubscriptionDataSourceReader	ForSource (SubscriptionDataSource source, IDataCacheProvider dataCacheProvider, SubscriptionDataConfig config, DateTime date, bool isLiveMode, BaseData factory, IDataProvider dataProvider, IObjectStore objectStore)
	Creates a new ISubscriptionDataSourceReader capable of handling the specified source More...

static void	CheckRemoteFileCache ()
	Creates cache directory if not existing and deletes old files from the cache More...

Detailed Description

Provides a factory method for creating ISubscriptionDataSourceReader instances

Member Function Documentation

static ISubscriptionDataSourceReader QuantConnect.Lean.Engine.DataFeeds.SubscriptionDataSourceReader.ForSource	(	SubscriptionDataSource	source,
		IDataCacheProvider	dataCacheProvider,
		SubscriptionDataConfig	config,
		DateTime	date,
		bool	isLiveMode,
		BaseData	factory,
		IDataProvider	dataProvider,
		IObjectStore	objectStore
	)

static

Creates a new ISubscriptionDataSourceReader capable of handling the specified source

Parameters

source	The subscription data source to create a factory for
dataCacheProvider	Used to cache data
config	The configuration of the subscription
date	The date to be processed
isLiveMode	True for live mode, false otherwise
factory	The base data instance factory
dataProvider	The data provider to use

Returns: A new ISubscriptionDataSourceReader that can read the specified source

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static void QuantConnect.Lean.Engine.DataFeeds.SubscriptionDataSourceReader.CheckRemoteFileCache ( )

static

Creates cache directory if not existing and deletes old files from the cache

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