Provides an implementation of IDataProcessor that writes the incoming stream of data to a csv file. More...

Inheritance diagram for QuantConnect.ToolBox.CsvDataProcessor:

Public Member Functions
	CsvDataProcessor (string dataDirectory, Resolution resolution, TickType tickType)
	Initializes a new instance of the CsvDataProcessor class More...

void	Process (IBaseData data)
	Invoked for each piece of data from the source file More...

void	Dispose ()
	Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources. More...

Detailed Description

Provides an implementation of IDataProcessor that writes the incoming stream of data to a csv file.

Definition at line 29 of file CsvDataProcessor.cs.

Constructor & Destructor Documentation

QuantConnect.ToolBox.CsvDataProcessor.CsvDataProcessor	(	string	dataDirectory,
		Resolution	resolution,
		TickType	tickType
	)

Initializes a new instance of the CsvDataProcessor class

Parameters

dataDirectory	The root data directory, /Data
resolution	The resolution being sent into the Process method
tickType	The tick type, trade or quote

Definition at line 45 of file CsvDataProcessor.cs.

void QuantConnect.ToolBox.CsvDataProcessor.Process ( IBaseData data )

Invoked for each piece of data from the source file

Parameters

data	The data to be processed

Definition at line 57 of file CsvDataProcessor.cs.

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void QuantConnect.ToolBox.CsvDataProcessor.Dispose ( )

Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.

Definition at line 79 of file CsvDataProcessor.cs.

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