Lean
$LEAN_TAG$
|
Python Wrapper for custom security data filters from Python More...
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... | |
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... | |
Additional Inherited Members | |
Protected Attributes inherited from QuantConnect.Python.BasePythonWrapper< ISecurityDataFilter > | |
PyObject | Instance |
Gets the underlying python instance More... | |
Python Wrapper for custom security data filters from Python
Definition at line 26 of file SecurityDataFilterPythonWrapper.cs.
QuantConnect.Securities.SecurityDataFilterPythonWrapper.SecurityDataFilterPythonWrapper | ( | PyObject | dataFilter | ) |
Creates a new instance
dataFilter | The Python class to wrapp |
Definition at line 32 of file SecurityDataFilterPythonWrapper.cs.
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.
data | BasData data object we're filtering |
vehicle | Security vehicle for filter |
Implements QuantConnect.Securities.Interfaces.ISecurityDataFilter.
Definition at line 42 of file SecurityDataFilterPythonWrapper.cs.