Represents a type that consumes BaseData instances and fires an event with consolidated and/or aggregated data. More...
Public Member Functions | |
| void | Update (IBaseData data) |
| Updates this consolidator with the specified data More... | |
| abstract void | Scan (DateTime currentLocalTime) |
| Scans this consolidator to see if it should emit a bar due to time passing More... | |
| abstract void | Update (TInput data) |
| Updates this consolidator with the specified data. This method is responsible for raising the DataConsolidated event More... | |
| virtual void | Reset () |
| Resets the consolidator More... | |
| void | Dispose () |
| Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources. More... | |
Protected Member Functions | |
| virtual void | OnDataConsolidated (IBaseData consolidated) |
| Event invocator for the DataConsolidated event. This should be invoked by derived classes when they have consolidated a new piece of data. More... | |
Properties | |
| IBaseData | Consolidated [get, protected set] |
| Gets the most recently consolidated piece of data. This will be null if this consolidator has not produced any data yet. More... | |
| abstract IBaseData | WorkingData [get] |
| Gets a clone of the data being currently consolidated More... | |
| Type | InputType [get] |
| Gets the type consumed by this consolidator More... | |
| abstract Type | OutputType [get] |
| Gets the type produced by this consolidator More... | |
 Properties inherited from QuantConnect.Data.Consolidators.IDataConsolidator | |
| IBaseData | Consolidated [get] |
| Gets the most recently consolidated piece of data. This will be null if this consolidator has not produced any data yet. More... | |
| IBaseData | WorkingData [get] |
| Gets a clone of the data being currently consolidated More... | |
| Type | InputType [get] |
| Gets the type consumed by this consolidator More... | |
| Type | OutputType [get] |
| Gets the type produced by this consolidator More... | |
Events | |
| DataConsolidatedHandler | DataConsolidated |
| Event handler that fires when a new piece of data is produced More... | |
| Events inherited from QuantConnect.Data.Consolidators.IDataConsolidator | |
| DataConsolidatedHandler | DataConsolidated |
| Event handler that fires when a new piece of data is produced More... | |
Detailed Description
Represents a type that consumes BaseData instances and fires an event with consolidated and/or aggregated data.
- Template Parameters
-
TInput The type consumed by the consolidator
- Type Constraints
-
TInput : IBaseData
Definition at line 26 of file DataConsolidator.cs.
Member Function Documentation
◆ Update() [1/2]
| void QuantConnect.Data.Consolidators.DataConsolidator< TInput >.Update | ( | IBaseData | data | ) |
Updates this consolidator with the specified data
- Parameters
-
data The new data for the consolidator
Implements QuantConnect.Data.Consolidators.IDataConsolidator.
Definition at line 33 of file DataConsolidator.cs.
◆ Scan()
|
pure virtual |
Scans this consolidator to see if it should emit a bar due to time passing
- Parameters
-
currentLocalTime The current time in the local time zone (same as BaseData.Time)
Implements QuantConnect.Data.Consolidators.IDataConsolidator.
Implemented in QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase< T, TConsolidated >, QuantConnect.Data.Consolidators.VolumeRenkoConsolidator, and QuantConnect.Data.Consolidators.IdentityDataConsolidator< T >.
◆ Update() [2/2]
|
pure virtual |
Updates this consolidator with the specified data. This method is responsible for raising the DataConsolidated event
- Parameters
-
data The new data for the consolidator
◆ OnDataConsolidated()
|
protectedvirtual |
Event invocator for the DataConsolidated event. This should be invoked by derived classes when they have consolidated a new piece of data.
- Parameters
-
consolidated The newly consolidated data
Definition at line 100 of file DataConsolidator.cs.
◆ Reset()
|
virtual |
Resets the consolidator
Implements QuantConnect.Data.Consolidators.IDataConsolidator.
Reimplemented in QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase< T, TConsolidated >, QuantConnect.Data.Consolidators.VolumeRenkoConsolidator, and QuantConnect.Data.Consolidators.IdentityDataConsolidator< T >.
Definition at line 114 of file DataConsolidator.cs.
◆ Dispose()
| void QuantConnect.Data.Consolidators.DataConsolidator< TInput >.Dispose | ( | ) |
Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.
<filterpriority>2</filterpriority>
Definition at line 121 of file DataConsolidator.cs.
Property Documentation
◆ Consolidated
|
getprotected set |
Gets the most recently consolidated piece of data. This will be null if this consolidator has not produced any data yet.
Definition at line 60 of file DataConsolidator.cs.
◆ WorkingData
|
get |
Gets a clone of the data being currently consolidated
Definition at line 68 of file DataConsolidator.cs.
◆ InputType
|
get |
Gets the type consumed by this consolidator
Definition at line 76 of file DataConsolidator.cs.
◆ OutputType
|
get |
Gets the type produced by this consolidator
Definition at line 84 of file DataConsolidator.cs.
Event Documentation
◆ DataConsolidated
| DataConsolidatedHandler QuantConnect.Data.Consolidators.DataConsolidator< TInput >.DataConsolidated |
Event handler that fires when a new piece of data is produced
Definition at line 53 of file DataConsolidator.cs.
The documentation for this class was generated from the following file:
- Common/Data/Consolidators/DataConsolidator.cs
