Lean
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Provides an Data Consolidator that wraps a PyObject object that represents a custom Python consolidator More...
Public Member Functions | |
DataConsolidatorPythonWrapper (PyObject consolidator) | |
Constructor for initialising the DataConsolidatorPythonWrapper class with wrapped PyObject object More... | |
void | Scan (DateTime currentLocalTime) |
Scans this consolidator to see if it should emit a bar due to time passing More... | |
void | Update (IBaseData data) |
Updates this consolidator with the specified data More... | |
void | Dispose () |
Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources. More... | |
Public Member Functions inherited from QuantConnect.Python.BasePythonWrapper< IDataConsolidator > | |
BasePythonWrapper (bool validateInterface=true) | |
Creates a new instance of the BasePythonWrapper<TInterface> class More... | |
BasePythonWrapper (PyObject instance, bool validateInterface=true) | |
Creates a new instance of the BasePythonWrapper<TInterface> class with the specified instance More... | |
void | SetPythonInstance (PyObject instance) |
Sets the python instance More... | |
T | GetProperty< T > (string propertyName) |
Gets the Python instance property with the specified name More... | |
PyObject | GetProperty (string propertyName) |
Gets the Python instance property with the specified name More... | |
void | SetProperty (string propertyName, object value) |
Sets the Python instance property with the specified name More... | |
dynamic | GetEvent (string name) |
Gets the Python instance event with the specified name More... | |
bool | HasAttr (string name) |
Determines whether the Python instance has the specified attribute More... | |
PyObject | GetMethod (string methodName) |
Gets the Python instances method with the specified name and caches it More... | |
T | InvokeMethod< T > (string methodName, params object[] args) |
Invokes the specified method with the specified arguments More... | |
PyObject | InvokeMethod (string methodName, params object[] args) |
Invokes the specified method with the specified arguments More... | |
Properties | |
IBaseData | Consolidated [get] |
Gets the most recently consolidated piece of data. This will be null if this consolidator has not produced any data yet. More... | |
IBaseData | WorkingData [get] |
Gets a clone of the data being currently consolidated More... | |
Type | InputType [get] |
Gets the type consumed by this consolidator More... | |
Type | OutputType [get] |
Gets the type produced by this consolidator More... | |
DataConsolidatedHandler | DataConsolidated |
Event handler that fires when a new piece of data is produced More... | |
Properties inherited from QuantConnect.Data.Consolidators.IDataConsolidator | |
IBaseData | Consolidated [get] |
Gets the most recently consolidated piece of data. This will be null if this consolidator has not produced any data yet. More... | |
IBaseData | WorkingData [get] |
Gets a clone of the data being currently consolidated More... | |
Type | InputType [get] |
Gets the type consumed by this consolidator More... | |
Type | OutputType [get] |
Gets the type produced by this consolidator More... | |
Additional Inherited Members | |
Protected Attributes inherited from QuantConnect.Python.BasePythonWrapper< IDataConsolidator > | |
PyObject | Instance |
Gets the underlying python instance More... | |
Events inherited from QuantConnect.Data.Consolidators.IDataConsolidator | |
DataConsolidatedHandler | DataConsolidated |
Event handler that fires when a new piece of data is produced More... | |
Provides an Data Consolidator that wraps a PyObject object that represents a custom Python consolidator
TODO: Inherit from BasePythonWrapper<IDataConsolidator> instead of BasePythonWrapper. But first fix ValidateImplementationOf to exclude properties getters and setters (IsSpecialName)
Definition at line 27 of file DataConsolidatorPythonWrapper.cs.
QuantConnect.Python.DataConsolidatorPythonWrapper.DataConsolidatorPythonWrapper | ( | PyObject | consolidator | ) |
Constructor for initialising the DataConsolidatorPythonWrapper class with wrapped PyObject object
consolidator | Represents a custom python consolidator |
Definition at line 83 of file DataConsolidatorPythonWrapper.cs.
void QuantConnect.Python.DataConsolidatorPythonWrapper.Scan | ( | DateTime | currentLocalTime | ) |
Scans this consolidator to see if it should emit a bar due to time passing
currentLocalTime | The current time in the local time zone (same as BaseData.Time) |
Implements QuantConnect.Data.Consolidators.IDataConsolidator.
Definition at line 100 of file DataConsolidatorPythonWrapper.cs.
void QuantConnect.Python.DataConsolidatorPythonWrapper.Update | ( | IBaseData | data | ) |
Updates this consolidator with the specified data
data | The new data for the consolidator |
Implements QuantConnect.Data.Consolidators.IDataConsolidator.
Definition at line 109 of file DataConsolidatorPythonWrapper.cs.
void QuantConnect.Python.DataConsolidatorPythonWrapper.Dispose | ( | ) |
Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.
<filterpriority>2</filterpriority>
Definition at line 116 of file DataConsolidatorPythonWrapper.cs.
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get |
Gets the most recently consolidated piece of data. This will be null if this consolidator has not produced any data yet.
Definition at line 34 of file DataConsolidatorPythonWrapper.cs.
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get |
Gets a clone of the data being currently consolidated
Definition at line 42 of file DataConsolidatorPythonWrapper.cs.
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get |
Gets the type consumed by this consolidator
Definition at line 50 of file DataConsolidatorPythonWrapper.cs.
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get |
Gets the type produced by this consolidator
Definition at line 58 of file DataConsolidatorPythonWrapper.cs.
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addremove |
Event handler that fires when a new piece of data is produced
Definition at line 66 of file DataConsolidatorPythonWrapper.cs.