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Lean
$LEAN_TAG$
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Provides an implementation of IMapFileProvider that reads from a local zip file More...
Public Member Functions | |
| LocalZipMapFileProvider () | |
| Creates a new instance of the LocalDiskFactorFileProvider More... | |
| void | Initialize (IDataProvider dataProvider) |
| Initializes our MapFileProvider by supplying our dataProvider More... | |
| MapFileResolver | Get (AuxiliaryDataKey auxiliaryDataKey) |
| Gets a MapFileResolver representing all the map files for the specified market 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 map files More... | |
Provides an implementation of IMapFileProvider that reads from a local zip file
Definition at line 28 of file LocalZipMapFileProvider.cs.
| QuantConnect.Data.Auxiliary.LocalZipMapFileProvider.LocalZipMapFileProvider | ( | ) |
Creates a new instance of the LocalDiskFactorFileProvider
Definition at line 55 of file LocalZipMapFileProvider.cs.
| void QuantConnect.Data.Auxiliary.LocalZipMapFileProvider.Initialize | ( | IDataProvider | dataProvider | ) |
Initializes our MapFileProvider by supplying our dataProvider
| dataProvider | DataProvider to use |
Implements QuantConnect.Interfaces.IMapFileProvider.
Definition at line 65 of file LocalZipMapFileProvider.cs.
| MapFileResolver QuantConnect.Data.Auxiliary.LocalZipMapFileProvider.Get | ( | AuxiliaryDataKey | auxiliaryDataKey | ) |
Gets a MapFileResolver representing all the map files for the specified market
| auxiliaryDataKey | Key used to fetch a map file resolver. Specifying market and security type |
Implements QuantConnect.Interfaces.IMapFileProvider.
Definition at line 81 of file LocalZipMapFileProvider.cs.
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protectedvirtual |
Helper method that will clear any cached factor files in a daily basis, this is useful for live trading
Definition at line 99 of file LocalZipMapFileProvider.cs.
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getprotected |
The cached refresh period for the map files
Exposed for testing
Definition at line 39 of file LocalZipMapFileProvider.cs.