QuantConnect.Securities.SecurityDataFilter Class Reference

Base class implementation for packet by packet data filtering mechanism to dynamically detect bad ticks. More...

Inheritance diagram for QuantConnect.Securities.SecurityDataFilter:

Public Member Functions
	SecurityDataFilter ()
	Initialize data filter class More...
virtual bool	Filter (Security vehicle, BaseData data)
	Filter the data packet passing through this method by returning true to accept, or false to fail/reject the data point. More...

Detailed Description

Base class implementation for packet by packet data filtering mechanism to dynamically detect bad ticks.

Definition at line 24 of file SecurityDataFilter.cs.

Constructor & Destructor Documentation

SecurityDataFilter()

QuantConnect.Securities.SecurityDataFilter.SecurityDataFilter

(

)

Initialize data filter class

Definition at line 29 of file SecurityDataFilter.cs.

Member Function Documentation

Filter()

virtual bool QuantConnect.Securities.SecurityDataFilter.Filter ( Security  vehicle, BaseData  data  )

virtual

Filter the data packet passing through this method by returning true to accept, or false to fail/reject the data point.

Parameters

data	BasData data object we're filtering
vehicle	Security vehicle for filter

Implements QuantConnect.Securities.Interfaces.ISecurityDataFilter.

Reimplemented in QuantConnect.Securities.Forex.ForexDataFilter, and QuantConnect.Securities.Equity.EquityDataFilter.

Definition at line 37 of file SecurityDataFilter.cs.

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

• Common/Securities/SecurityDataFilter.cs