Provides an abstract implementation of IHistoryProvider which provides synchronization of multiple history results More...

Inheritance diagram for QuantConnect.Lean.Engine.HistoricalData.SynchronizingHistoryProvider:

[legend]

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

Protected Member Functions
IEnumerable< Slice >	CreateSliceEnumerableFromSubscriptions (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...

Additional Inherited Members
Public Member Functions inherited from QuantConnect.Data.HistoryProviderBase
abstract void	Initialize (HistoryProviderInitializeParameters parameters)
	Initializes this history provider to work for the specified job More...

abstract IEnumerable< Slice >	GetHistory (IEnumerable< HistoryRequest > requests, DateTimeZone sliceTimeZone)
	Gets the history for the requested securities 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...

Detailed Description

Provides an abstract implementation of IHistoryProvider which provides synchronization of multiple history results

Definition at line 36 of file SynchronizingHistoryProvider.cs.

Member Function Documentation

◆ CreateSliceEnumerableFromSubscriptions()

IEnumerable<Slice> QuantConnect.Lean.Engine.HistoricalData.SynchronizingHistoryProvider.CreateSliceEnumerableFromSubscriptions	(	List< Subscription >	subscriptions,
		DateTimeZone	sliceTimeZone
	)

protected

Enumerates the subscriptions into slices

Definition at line 48 of file SynchronizingHistoryProvider.cs.

Here is the call graph for this function:

Here is the caller graph for this function:

◆ CreateSubscription()

Subscription QuantConnect.Lean.Engine.HistoricalData.SynchronizingHistoryProvider.CreateSubscription	(	HistoryRequest	request,
		IEnumerable< BaseData >	history
	)

protected

Creates a subscription to process the history request

Definition at line 117 of file SynchronizingHistoryProvider.cs.

Here is the call graph for this function:

Here is the caller graph for this function:

Member Data Documentation

◆ DataPointCount

override int QuantConnect.Lean.Engine.HistoricalData.SynchronizingHistoryProvider.DataPointCount => _dataPointCount

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

Definition at line 43 of file SynchronizingHistoryProvider.cs.

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

Engine/HistoricalData/SynchronizingHistoryProvider.cs

Public Attributes