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QuantConnect.Securities.SecurityDataFilterPythonWrapper Class Reference

Python Wrapper for custom security data filters from Python More...

Inheritance diagram for QuantConnect.Securities.SecurityDataFilterPythonWrapper:
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Public Member Functions

 SecurityDataFilterPythonWrapper (PyObject dataFilter)
 Creates a new instance More...
 
bool Filter (Security vehicle, BaseData data)
 Performs Filter method from Python instance returning true to accept, or false to fail/reject the data point. More...
 
- Public Member Functions inherited from QuantConnect.Python.BasePythonWrapper< ISecurityDataFilter >
 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...
 

Additional Inherited Members

- Protected Attributes inherited from QuantConnect.Python.BasePythonWrapper< ISecurityDataFilter >
PyObject Instance
 Gets the underlying python instance More...
 

Detailed Description

Python Wrapper for custom security data filters from Python

Definition at line 26 of file SecurityDataFilterPythonWrapper.cs.

Constructor & Destructor Documentation

◆ SecurityDataFilterPythonWrapper()

QuantConnect.Securities.SecurityDataFilterPythonWrapper.SecurityDataFilterPythonWrapper ( PyObject  dataFilter)

Creates a new instance

Parameters
dataFilterThe Python class to wrapp

Definition at line 32 of file SecurityDataFilterPythonWrapper.cs.

Member Function Documentation

◆ Filter()

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

Performs Filter method from Python instance returning true to accept, or false to fail/reject the data point.

Parameters
dataBasData data object we're filtering
vehicleSecurity vehicle for filter

Implements QuantConnect.Securities.Interfaces.ISecurityDataFilter.

Definition at line 42 of file SecurityDataFilterPythonWrapper.cs.


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