Lean  $LEAN_TAG$
QuantConnect.Lean.Engine.HistoricalData.SineHistoryProvider Class Reference

Implements a History provider that always return a IEnumerable of Slice with prices following a sine function More...

Inheritance diagram for QuantConnect.Lean.Engine.HistoricalData.SineHistoryProvider:
[legend]

Public Member Functions

 SineHistoryProvider (SecurityManager securities)
 Initializes a new instance of the SineHistoryProvider class More...
 
override void Initialize (HistoryProviderInitializeParameters parameters)
 Initializes this history provider to work for the specified job More...
 
override IEnumerable< SliceGetHistory (IEnumerable< HistoryRequest > requests, DateTimeZone sliceTimeZone)
 Gets the history for the requested securities More...
 

Public Attributes

override int DataPointCount => 0
 Gets the total number of data points emitted by this history provider More...
 

Additional Inherited Members

- Protected Member Functions inherited from QuantConnect.Data.HistoryProviderBase
virtual void OnInvalidConfigurationDetected (InvalidConfigurationDetectedEventArgs e)
 Event invocator for the InvalidConfigurationDetected event More...
 
virtual void OnNumericalPrecisionLimited (NumericalPrecisionLimitedEventArgs e)
 Event invocator for the NumericalPrecisionLimited event More...
 
virtual void OnDownloadFailed (DownloadFailedEventArgs e)
 Event invocator for the DownloadFailed event More...
 
virtual void OnReaderErrorDetected (ReaderErrorDetectedEventArgs e)
 Event invocator for the ReaderErrorDetected event More...
 
virtual void OnStartDateLimited (StartDateLimitedEventArgs e)
 Event invocator for the StartDateLimited event More...
 
- Properties inherited from QuantConnect.Data.HistoryProviderBase
abstract int DataPointCount [get]
 Gets the total number of data points emitted by this history provider More...
 
- Properties inherited from QuantConnect.Interfaces.IHistoryProvider
int DataPointCount [get]
 Gets the total number of data points emitted by this history provider More...
 
- Events inherited from QuantConnect.Data.HistoryProviderBase
EventHandler< InvalidConfigurationDetectedEventArgsInvalidConfigurationDetected
 Event fired when an invalid configuration has been detected More...
 
EventHandler< NumericalPrecisionLimitedEventArgsNumericalPrecisionLimited
 Event fired when the numerical precision in the factor file has been limited More...
 
EventHandler< StartDateLimitedEventArgsStartDateLimited
 Event fired when the start date has been limited More...
 
EventHandler< DownloadFailedEventArgsDownloadFailed
 Event fired when there was an error downloading a remote file More...
 
EventHandler< ReaderErrorDetectedEventArgsReaderErrorDetected
 Event fired when there was an error reading the data More...
 
- Events inherited from QuantConnect.Interfaces.IDataProviderEvents
EventHandler< InvalidConfigurationDetectedEventArgsInvalidConfigurationDetected
 Event fired when an invalid configuration has been detected More...
 
EventHandler< NumericalPrecisionLimitedEventArgsNumericalPrecisionLimited
 Event fired when the numerical precision in the factor file has been limited More...
 
EventHandler< DownloadFailedEventArgsDownloadFailed
 Event fired when there was an error downloading a remote file More...
 
EventHandler< ReaderErrorDetectedEventArgsReaderErrorDetected
 Event fired when there was an error reading the data More...
 
EventHandler< StartDateLimitedEventArgsStartDateLimited
 Event fired when the start date has been limited More...
 

Detailed Description

Implements a History provider that always return a IEnumerable of Slice with prices following a sine function

Definition at line 32 of file SineHistoryProvider.cs.

Constructor & Destructor Documentation

◆ SineHistoryProvider()

QuantConnect.Lean.Engine.HistoricalData.SineHistoryProvider.SineHistoryProvider ( SecurityManager  securities)

Initializes a new instance of the SineHistoryProvider class

Parameters
securitiesCollection of securities that a history request can return

Definition at line 46 of file SineHistoryProvider.cs.

Member Function Documentation

◆ Initialize()

override void QuantConnect.Lean.Engine.HistoricalData.SineHistoryProvider.Initialize ( HistoryProviderInitializeParameters  parameters)
virtual

Initializes this history provider to work for the specified job

Parameters
parametersThe initialization parameters

Implements QuantConnect.Data.HistoryProviderBase.

Definition at line 55 of file SineHistoryProvider.cs.

◆ GetHistory()

override IEnumerable<Slice> QuantConnect.Lean.Engine.HistoricalData.SineHistoryProvider.GetHistory ( IEnumerable< HistoryRequest requests,
DateTimeZone  sliceTimeZone 
)
virtual

Gets the history for the requested securities

Parameters
requestsThe historical data requests
sliceTimeZoneThe time zone used when time stamping the slice instances
Returns
An enumerable of the slices of data covering the span specified in each request

Implements QuantConnect.Data.HistoryProviderBase.

Definition at line 65 of file SineHistoryProvider.cs.

Member Data Documentation

◆ DataPointCount

override int QuantConnect.Lean.Engine.HistoricalData.SineHistoryProvider.DataPointCount => 0

Gets the total number of data points emitted by this history provider

Definition at line 40 of file SineHistoryProvider.cs.


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