Instance base class that will provide methods for creating new TimeSlice More...

Public Member Functions
	TimeSliceFactory (DateTimeZone timeZone)
	Creates a new instance More...

TimeSlice	CreateTimePulse (DateTime utcDateTime)
	Creates a new empty TimeSlice to be used as a time pulse More...

TimeSlice	Create (DateTime utcDateTime, List< DataFeedPacket > data, SecurityChanges changes, Dictionary< Universe, BaseDataCollection > universeData)
	Creates a new TimeSlice for the specified time using the specified data More...

Detailed Description

Instance base class that will provide methods for creating new TimeSlice

Definition at line 32 of file TimeSliceFactory.cs.

Constructor & Destructor Documentation

QuantConnect.Lean.Engine.DataFeeds.TimeSliceFactory.TimeSliceFactory ( DateTimeZone timeZone )

Creates a new instance

Parameters

timeZone The time zone required for computing algorithm and slice time

Definition at line 54 of file TimeSliceFactory.cs.

TimeSlice QuantConnect.Lean.Engine.DataFeeds.TimeSliceFactory.CreateTimePulse ( DateTime utcDateTime )

Creates a new empty TimeSlice to be used as a time pulse

The objective of this method is to standardize the time pulse creation

Parameters

utcDateTime The UTC frontier date time

Definition at line 65 of file TimeSliceFactory.cs.

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TimeSlice QuantConnect.Lean.Engine.DataFeeds.TimeSliceFactory.Create	(	DateTime	utcDateTime,
		List< DataFeedPacket >	data,
		SecurityChanges	changes,
		Dictionary< Universe, BaseDataCollection >	universeData
	)

Creates a new TimeSlice for the specified time using the specified data

Parameters

utcDateTime	The UTC frontier date time
data	The data in this TimeSlice
changes	The new changes that are seen in this time slice as a result of universe selection
universeData

Definition at line 89 of file TimeSliceFactory.cs.

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