An instance of the IDataProvider that will download and update data files as needed via QC's Api. More...
Public Member Functions | |
| ApiDataProvider () | |
| Initialize a new instance of the ApiDataProvider More... | |
| override Stream | Fetch (string key) |
| Retrieves data to be used in an algorithm. If file does not exist, an attempt is made to download them from the api More... | |
 Public Member Functions inherited from QuantConnect.Lean.Engine.DataFeeds.DefaultDataProvider | |
| void | Dispose () |
| The stream created by this type is passed up the stack to the IStreamReader The stream is closed when the StreamReader that wraps this stream is disposed More... | |
Protected Member Functions | |
| override bool | NeedToDownload (string filePath) |
| Main filter to determine if this file needs to be downloaded More... | |
| virtual bool | DownloadData (string filePath) |
| Attempt to download data using the Api for and return a FileStream of that data. More... | |
| Protected Member Functions inherited from QuantConnect.Lean.Engine.DataFeeds.BaseDownloaderDataProvider | |
| Stream | DownloadOnce (string key, Action< string > download) |
| Helper method which guarantees each requested key is downloaded only once concurrently if required based on NeedToDownload More... | |
| virtual Stream | GetStream (string key) |
| Get's the stream for a given file path More... | |
| Protected Member Functions inherited from QuantConnect.Lean.Engine.DataFeeds.DefaultDataProvider | |
| virtual void | OnNewDataRequest (DataProviderNewDataRequestEventArgs e) |
| Event invocator for the NewDataRequest event More... | |
Additional Inherited Members | |
| Events inherited from QuantConnect.Lean.Engine.DataFeeds.DefaultDataProvider | |
| EventHandler< DataProviderNewDataRequestEventArgs > | NewDataRequest |
| Event raised each time data fetch is finished (successfully or not) More... | |
| Events inherited from QuantConnect.Interfaces.IDataProvider | |
| EventHandler< DataProviderNewDataRequestEventArgs > | NewDataRequest |
| Event raised each time data fetch is finished (successfully or not) More... | |
Detailed Description
An instance of the IDataProvider that will download and update data files as needed via QC's Api.
Definition at line 33 of file ApiDataProvider.cs.
Constructor & Destructor Documentation
◆ ApiDataProvider()
| QuantConnect.Lean.Engine.DataFeeds.ApiDataProvider.ApiDataProvider | ( | ) |
Initialize a new instance of the ApiDataProvider
Definition at line 48 of file ApiDataProvider.cs.
Member Function Documentation
◆ Fetch()
|
virtual |
Retrieves data to be used in an algorithm. If file does not exist, an attempt is made to download them from the api
- Parameters
-
key File path representing where the data requested
- Returns
- A Stream of the data requested
Reimplemented from QuantConnect.Lean.Engine.DataFeeds.DefaultDataProvider.
Definition at line 125 of file ApiDataProvider.cs.
◆ NeedToDownload()
|
protectedvirtual |
Main filter to determine if this file needs to be downloaded
- Parameters
-
filePath File we are looking at
- Returns
- True if should download
Implements QuantConnect.Lean.Engine.DataFeeds.BaseDownloaderDataProvider.
Definition at line 157 of file ApiDataProvider.cs.
◆ DownloadData()
|
protectedvirtual |
Attempt to download data using the Api for and return a FileStream of that data.
- Parameters
-
filePath The path to store the file
- Returns
- A FileStream of the data
Definition at line 230 of file ApiDataProvider.cs.
The documentation for this class was generated from the following file:
- Engine/DataFeeds/ApiDataProvider.cs
