Provides an implementation of IFactorFileProvider that searches the local disk for a zip file containing all factor files More...

Inheritance diagram for QuantConnect.Data.Auxiliary.LocalZipFactorFileProvider:

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Public Member Functions
	LocalZipFactorFileProvider ()
	Creates a new instance of the LocalZipFactorFileProvider class. More...

void	Initialize (IMapFileProvider mapFileProvider, IDataProvider dataProvider)
	Initializes our FactorFileProvider by supplying our mapFileProvider and dataProvider More...

IFactorProvider	Get (Symbol symbol)
	Gets a FactorFile<T> instance for the specified symbol, or null if not found More...

Protected Member Functions
virtual void	StartExpirationTask ()
	Helper method that will clear any cached factor files in a daily basis, this is useful for live trading More...

Properties
virtual TimeSpan	CacheRefreshPeriod `[get]`
	The cached refresh period for the factor files More...

Detailed Description

Provides an implementation of IFactorFileProvider that searches the local disk for a zip file containing all factor files

Definition at line 28 of file LocalZipFactorFileProvider.cs.

Constructor & Destructor Documentation

◆ LocalZipFactorFileProvider()

QuantConnect.Data.Auxiliary.LocalZipFactorFileProvider.LocalZipFactorFileProvider ( )

Creates a new instance of the LocalZipFactorFileProvider class.

Definition at line 57 of file LocalZipFactorFileProvider.cs.

Member Function Documentation

◆ Initialize()

void QuantConnect.Data.Auxiliary.LocalZipFactorFileProvider.Initialize	(	IMapFileProvider	mapFileProvider,
		IDataProvider	dataProvider
	)

Initializes our FactorFileProvider by supplying our mapFileProvider and dataProvider

Parameters

mapFileProvider	MapFileProvider to use
dataProvider	DataProvider to use

Implements QuantConnect.Interfaces.IFactorFileProvider.

Definition at line 70 of file LocalZipFactorFileProvider.cs.

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◆ Get()

IFactorProvider QuantConnect.Data.Auxiliary.LocalZipFactorFileProvider.Get ( Symbol symbol )

Gets a FactorFile<T> instance for the specified symbol, or null if not found

Parameters

symbol The security's symbol whose factor file we seek

Returns: The resolved factor file, or null if not found

Implements QuantConnect.Interfaces.IFactorFileProvider.

Definition at line 87 of file LocalZipFactorFileProvider.cs.

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◆ StartExpirationTask()

virtual void QuantConnect.Data.Auxiliary.LocalZipFactorFileProvider.StartExpirationTask ( )

protectedvirtual

Helper method that will clear any cached factor files in a daily basis, this is useful for live trading

Definition at line 113 of file LocalZipFactorFileProvider.cs.

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Property Documentation

◆ CacheRefreshPeriod

virtual TimeSpan QuantConnect.Data.Auxiliary.LocalZipFactorFileProvider.CacheRefreshPeriod

getprotected

The cached refresh period for the factor files

Exposed for testing

Definition at line 41 of file LocalZipFactorFileProvider.cs.

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

Common/Data/Auxiliary/LocalZipFactorFileProvider.cs

Public Member Functions

Protected Member Functions

Properties