Lean
$LEAN_TAG$
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Provides an implementation of IHistoryProvider that uses BaseData instances to retrieve historical data More...
Public Member Functions | |
override void | Initialize (HistoryProviderInitializeParameters parameters) |
Initializes this history provider to work for the specified job More... | |
override IEnumerable< Slice > | GetHistory (IEnumerable< HistoryRequest > requests, DateTimeZone sliceTimeZone) |
Gets the history for the requested securities 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< InvalidConfigurationDetectedEventArgs > | InvalidConfigurationDetected |
Event fired when an invalid configuration has been detected More... | |
EventHandler< NumericalPrecisionLimitedEventArgs > | NumericalPrecisionLimited |
Event fired when the numerical precision in the factor file has been limited More... | |
EventHandler< StartDateLimitedEventArgs > | StartDateLimited |
Event fired when the start date has been limited More... | |
EventHandler< DownloadFailedEventArgs > | DownloadFailed |
Event fired when there was an error downloading a remote file More... | |
EventHandler< ReaderErrorDetectedEventArgs > | ReaderErrorDetected |
Event fired when there was an error reading the data More... | |
Events inherited from QuantConnect.Interfaces.IDataProviderEvents | |
EventHandler< InvalidConfigurationDetectedEventArgs > | InvalidConfigurationDetected |
Event fired when an invalid configuration has been detected More... | |
EventHandler< NumericalPrecisionLimitedEventArgs > | NumericalPrecisionLimited |
Event fired when the numerical precision in the factor file has been limited More... | |
EventHandler< DownloadFailedEventArgs > | DownloadFailed |
Event fired when there was an error downloading a remote file More... | |
EventHandler< ReaderErrorDetectedEventArgs > | ReaderErrorDetected |
Event fired when there was an error reading the data More... | |
EventHandler< StartDateLimitedEventArgs > | StartDateLimited |
Event fired when the start date has been limited More... | |
Provides an implementation of IHistoryProvider that uses BaseData instances to retrieve historical data
Definition at line 37 of file SubscriptionDataReaderHistoryProvider.cs.
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virtual |
Initializes this history provider to work for the specified job
parameters | The initialization parameters |
Implements QuantConnect.Data.HistoryProviderBase.
Definition at line 60 of file SubscriptionDataReaderHistoryProvider.cs.
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virtual |
Gets the history for the requested securities
requests | The historical data requests |
sliceTimeZone | The time zone used when time stamping the slice instances |
Implements QuantConnect.Data.HistoryProviderBase.
Definition at line 87 of file SubscriptionDataReaderHistoryProvider.cs.
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protectedvirtual |
Gets the intraday data enumerator if any
Definition at line 189 of file SubscriptionDataReaderHistoryProvider.cs.
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protected |
Manager used to allow or deny access to a requested datasource for specific users
Definition at line 54 of file SubscriptionDataReaderHistoryProvider.cs.