Provides a base type for all history providers More...

Inheritance diagram for QuantConnect.Data.HistoryProviderBase:

Public Member Functions
abstract void	Initialize (HistoryProviderInitializeParameters parameters)
	Initializes this history provider to work for the specified job More...

abstract IEnumerable< Slice >	GetHistory (IEnumerable< HistoryRequest > requests, DateTimeZone sliceTimeZone)
	Gets the history for the requested securities More...

Protected Member Functions
virtual void	OnInvalidConfigurationDetected (InvalidConfigurationDetectedEventArgs e)
	Event invocator for the InvalidConfigurationDetected event More...

virtual void	OnNumericalPrecisionLimited (NumericalPrecisionLimitedEventArgs e)
	Event invocator for the NumericalPrecisionLimited event More...

virtual void	OnDownloadFailed (DownloadFailedEventArgs e)
	Event invocator for the DownloadFailed event More...

virtual void	OnReaderErrorDetected (ReaderErrorDetectedEventArgs e)
	Event invocator for the ReaderErrorDetected event More...

virtual void	OnStartDateLimited (StartDateLimitedEventArgs e)
	Event invocator for the StartDateLimited event More...

Properties
abstract int	DataPointCount `[get]`
	Gets the total number of data points emitted by this history provider More...

Properties inherited from QuantConnect.Interfaces.IHistoryProvider
int	DataPointCount `[get]`
	Gets the total number of data points emitted by this history provider More...

Events
EventHandler< InvalidConfigurationDetectedEventArgs >	InvalidConfigurationDetected
	Event fired when an invalid configuration has been detected More...

EventHandler< NumericalPrecisionLimitedEventArgs >	NumericalPrecisionLimited
	Event fired when the numerical precision in the factor file has been limited More...

EventHandler< StartDateLimitedEventArgs >	StartDateLimited
	Event fired when the start date has been limited More...

EventHandler< DownloadFailedEventArgs >	DownloadFailed
	Event fired when there was an error downloading a remote file More...

EventHandler< ReaderErrorDetectedEventArgs >	ReaderErrorDetected
	Event fired when there was an error reading the data More...

Events inherited from QuantConnect.Interfaces.IDataProviderEvents
EventHandler< InvalidConfigurationDetectedEventArgs >	InvalidConfigurationDetected
	Event fired when an invalid configuration has been detected More...

EventHandler< NumericalPrecisionLimitedEventArgs >	NumericalPrecisionLimited
	Event fired when the numerical precision in the factor file has been limited More...

EventHandler< DownloadFailedEventArgs >	DownloadFailed
	Event fired when there was an error downloading a remote file More...

EventHandler< ReaderErrorDetectedEventArgs >	ReaderErrorDetected
	Event fired when there was an error reading the data More...

EventHandler< StartDateLimitedEventArgs >	StartDateLimited
	Event fired when the start date has been limited More...

Detailed Description

Provides a base type for all history providers

Definition at line 26 of file HistoryProviderBase.cs.

Member Function Documentation

◆ Initialize()

abstract void QuantConnect.Data.HistoryProviderBase.Initialize ( HistoryProviderInitializeParameters parameters )

pure virtual

Initializes this history provider to work for the specified job

Parameters

parameters The initialization parameters

Implements QuantConnect.Interfaces.IHistoryProvider.

Implemented in QuantConnect.Lean.Engine.HistoricalData.HistoryProviderManager, QuantConnect.Lean.Engine.HistoricalData.SubscriptionDataReaderHistoryProvider, QuantConnect.Lean.Engine.HistoricalData.SineHistoryProvider, QuantConnect.Lean.Engine.HistoricalData.BrokerageHistoryProvider, and QuantConnect.Lean.Engine.HistoricalData.FakeHistoryProvider.

◆ GetHistory()

abstract IEnumerable<Slice> QuantConnect.Data.HistoryProviderBase.GetHistory	(	IEnumerable< HistoryRequest >	requests,
		DateTimeZone	sliceTimeZone
	)

pure virtual

Gets the history for the requested securities

Parameters

requests	The historical data requests
sliceTimeZone	The time zone used when time stamping the slice instances

Returns: An enumerable of the slices of data covering the span specified in each request

Implements QuantConnect.Interfaces.IHistoryProvider.

Implemented in QuantConnect.Lean.Engine.HistoricalData.HistoryProviderManager, QuantConnect.Lean.Engine.HistoricalData.SubscriptionDataReaderHistoryProvider, QuantConnect.Lean.Engine.HistoricalData.BrokerageHistoryProvider, QuantConnect.Lean.Engine.HistoricalData.SineHistoryProvider, and QuantConnect.Lean.Engine.HistoricalData.FakeHistoryProvider.

◆ OnInvalidConfigurationDetected()

virtual void QuantConnect.Data.HistoryProviderBase.OnInvalidConfigurationDetected ( InvalidConfigurationDetectedEventArgs e )

protectedvirtual

Event invocator for the InvalidConfigurationDetected event

Parameters

e	Event arguments for the InvalidConfigurationDetected event

Definition at line 76 of file HistoryProviderBase.cs.

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◆ OnNumericalPrecisionLimited()

virtual void QuantConnect.Data.HistoryProviderBase.OnNumericalPrecisionLimited ( NumericalPrecisionLimitedEventArgs e )

protectedvirtual

Event invocator for the NumericalPrecisionLimited event

Parameters

e	Event arguments for the NumericalPrecisionLimited event

Definition at line 85 of file HistoryProviderBase.cs.

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◆ OnDownloadFailed()

virtual void QuantConnect.Data.HistoryProviderBase.OnDownloadFailed ( DownloadFailedEventArgs e )

protectedvirtual

Event invocator for the DownloadFailed event

Parameters

e	Event arguments for the DownloadFailed event

Definition at line 94 of file HistoryProviderBase.cs.

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◆ OnReaderErrorDetected()

virtual void QuantConnect.Data.HistoryProviderBase.OnReaderErrorDetected ( ReaderErrorDetectedEventArgs e )

protectedvirtual

Event invocator for the ReaderErrorDetected event

Parameters

e	Event arguments for the ReaderErrorDetected event

Definition at line 103 of file HistoryProviderBase.cs.

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◆ OnStartDateLimited()

virtual void QuantConnect.Data.HistoryProviderBase.OnStartDateLimited ( StartDateLimitedEventArgs e )

protectedvirtual

Event invocator for the StartDateLimited event

Parameters

e	Event arguments for the StartDateLimited event

Definition at line 112 of file HistoryProviderBase.cs.

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Property Documentation

◆ DataPointCount

abstract int QuantConnect.Data.HistoryProviderBase.DataPointCount

get

Gets the total number of data points emitted by this history provider

Definition at line 56 of file HistoryProviderBase.cs.

Event Documentation

◆ InvalidConfigurationDetected

EventHandler<InvalidConfigurationDetectedEventArgs> QuantConnect.Data.HistoryProviderBase.InvalidConfigurationDetected

Event fired when an invalid configuration has been detected

Definition at line 31 of file HistoryProviderBase.cs.

◆ NumericalPrecisionLimited

EventHandler<NumericalPrecisionLimitedEventArgs> QuantConnect.Data.HistoryProviderBase.NumericalPrecisionLimited

Event fired when the numerical precision in the factor file has been limited

Definition at line 36 of file HistoryProviderBase.cs.

◆ StartDateLimited

EventHandler<StartDateLimitedEventArgs> QuantConnect.Data.HistoryProviderBase.StartDateLimited

Event fired when the start date has been limited

Definition at line 41 of file HistoryProviderBase.cs.

◆ DownloadFailed

EventHandler<DownloadFailedEventArgs> QuantConnect.Data.HistoryProviderBase.DownloadFailed

Event fired when there was an error downloading a remote file

Definition at line 46 of file HistoryProviderBase.cs.

◆ ReaderErrorDetected

EventHandler<ReaderErrorDetectedEventArgs> QuantConnect.Data.HistoryProviderBase.ReaderErrorDetected

Event fired when there was an error reading the data

Definition at line 51 of file HistoryProviderBase.cs.

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

Common/Data/HistoryProviderBase.cs

Public Member Functions

Protected Member Functions

Properties

Events

Detailed Description

Member Function Documentation

◆ Initialize()

◆ GetHistory()

◆ OnInvalidConfigurationDetected()

◆ OnNumericalPrecisionLimited()

◆ OnDownloadFailed()

◆ OnReaderErrorDetected()

◆ OnStartDateLimited()

Property Documentation

◆ DataPointCount

Event Documentation

◆ InvalidConfigurationDetected

◆ NumericalPrecisionLimited

◆ StartDateLimited

◆ DownloadFailed

◆ ReaderErrorDetected