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

Provides an implementation of IHistoryProvider that uses BaseData instances to retrieve historical data More...

Inheritance diagram for QuantConnect.Lean.Engine.HistoricalData.SubscriptionDataReaderHistoryProvider:
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Public Member Functions

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...
 

Protected Member Functions

virtual IEnumerator< BaseDataGetIntradayDataEnumerator (IEnumerator< BaseData > rawData, HistoryRequest request)
 Gets the intraday data enumerator if any More...
 
- Protected Member Functions inherited from QuantConnect.Lean.Engine.HistoricalData.SynchronizingHistoryProvider
IEnumerable< SliceCreateSliceEnumerableFromSubscriptions (List< Subscription > subscriptions, DateTimeZone sliceTimeZone)
 Enumerates the subscriptions into slices More...
 
Subscription CreateSubscription (HistoryRequest request, IEnumerable< BaseData > history)
 Creates a subscription to process the history request More...
 
- 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...
 

Protected Attributes

IDataPermissionManager DataPermissionManager
 Manager used to allow or deny access to a requested datasource for specific users More...
 

Additional Inherited Members

- Public Attributes inherited from QuantConnect.Lean.Engine.HistoricalData.SynchronizingHistoryProvider
override int DataPointCount => _dataPointCount
 Gets the total number of data points emitted by this history provider 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

Provides an implementation of IHistoryProvider that uses BaseData instances to retrieve historical data

Definition at line 37 of file SubscriptionDataReaderHistoryProvider.cs.

Member Function Documentation

◆ Initialize()

override void QuantConnect.Lean.Engine.HistoricalData.SubscriptionDataReaderHistoryProvider.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 60 of file SubscriptionDataReaderHistoryProvider.cs.

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◆ GetHistory()

override IEnumerable<Slice> QuantConnect.Lean.Engine.HistoricalData.SubscriptionDataReaderHistoryProvider.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 87 of file SubscriptionDataReaderHistoryProvider.cs.

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◆ GetIntradayDataEnumerator()

virtual IEnumerator<BaseData> QuantConnect.Lean.Engine.HistoricalData.SubscriptionDataReaderHistoryProvider.GetIntradayDataEnumerator ( IEnumerator< BaseData rawData,
HistoryRequest  request 
)
protectedvirtual

Gets the intraday data enumerator if any

Definition at line 189 of file SubscriptionDataReaderHistoryProvider.cs.

Member Data Documentation

◆ DataPermissionManager

IDataPermissionManager QuantConnect.Lean.Engine.HistoricalData.SubscriptionDataReaderHistoryProvider.DataPermissionManager
protected

Manager used to allow or deny access to a requested datasource for specific users

Definition at line 54 of file SubscriptionDataReaderHistoryProvider.cs.


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