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QuantConnect.Python.DataConsolidatorPythonWrapper Class Reference

Provides an Data Consolidator that wraps a PyObject object that represents a custom Python consolidator More...

Inheritance diagram for QuantConnect.Python.DataConsolidatorPythonWrapper:
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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...
 
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...
 
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...
 

Detailed Description

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.

Constructor & Destructor Documentation

◆ DataConsolidatorPythonWrapper()

QuantConnect.Python.DataConsolidatorPythonWrapper.DataConsolidatorPythonWrapper ( PyObject  consolidator)

Constructor for initialising the DataConsolidatorPythonWrapper class with wrapped PyObject object

Parameters
consolidatorRepresents a custom python consolidator

Definition at line 83 of file DataConsolidatorPythonWrapper.cs.

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Member Function Documentation

◆ Scan()

void QuantConnect.Python.DataConsolidatorPythonWrapper.Scan ( DateTime  currentLocalTime)

Scans this consolidator to see if it should emit a bar due to time passing

Parameters
currentLocalTimeThe current time in the local time zone (same as BaseData.Time)

Implements QuantConnect.Data.Consolidators.IDataConsolidator.

Definition at line 100 of file DataConsolidatorPythonWrapper.cs.

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◆ Update()

void QuantConnect.Python.DataConsolidatorPythonWrapper.Update ( IBaseData  data)

Updates this consolidator with the specified data

Parameters
dataThe new data for the consolidator

Implements QuantConnect.Data.Consolidators.IDataConsolidator.

Definition at line 109 of file DataConsolidatorPythonWrapper.cs.

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◆ Dispose()

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.

Property Documentation

◆ Consolidated

IBaseData QuantConnect.Python.DataConsolidatorPythonWrapper.Consolidated
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.

◆ WorkingData

IBaseData QuantConnect.Python.DataConsolidatorPythonWrapper.WorkingData
get

Gets a clone of the data being currently consolidated

Definition at line 42 of file DataConsolidatorPythonWrapper.cs.

◆ InputType

Type QuantConnect.Python.DataConsolidatorPythonWrapper.InputType
get

Gets the type consumed by this consolidator

Definition at line 50 of file DataConsolidatorPythonWrapper.cs.

◆ OutputType

Type QuantConnect.Python.DataConsolidatorPythonWrapper.OutputType
get

Gets the type produced by this consolidator

Definition at line 58 of file DataConsolidatorPythonWrapper.cs.

◆ DataConsolidated

DataConsolidatedHandler QuantConnect.Python.DataConsolidatorPythonWrapper.DataConsolidated
addremove

Event handler that fires when a new piece of data is produced

Definition at line 66 of file DataConsolidatorPythonWrapper.cs.


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