Helper class to keep track of required internal currency SubscriptionDataConfig. This class is used by the UniverseSelection More...

Public Member Functions
	CurrencySubscriptionDataConfigManager (CashBook cashBook, SecurityManager securityManager, SubscriptionManager subscriptionManager, ISecurityService securityService, Resolution defaultResolution)
	Creates a new instance More...

SubscriptionDataConfig	GetSubscriptionDataConfigToRemove (Symbol addedSymbol)
	Will verify if there are any SubscriptionDataConfig to be removed for a given added Symbol. More...

bool	UpdatePendingSubscriptionDataConfigs (IBrokerageModel brokerageModel)
	Will update pending currency SubscriptionDataConfig More...

IEnumerable< SubscriptionDataConfig >	GetPendingSubscriptionDataConfigs ()
	Will return any pending internal currency SubscriptionDataConfig and remove them as pending. More...

void	EnsureCurrencySubscriptionDataConfigs (SecurityChanges securityChanges, IBrokerageModel brokerageModel)
	Checks the current SubscriptionDataConfig and adds new necessary currency pair feeds to provide real time conversion data More...

Detailed Description

Helper class to keep track of required internal currency SubscriptionDataConfig. This class is used by the UniverseSelection

Definition at line 30 of file CurrencySubscriptionDataConfigManager.cs.

Constructor & Destructor Documentation

◆ CurrencySubscriptionDataConfigManager()

QuantConnect.Lean.Engine.DataFeeds.CurrencySubscriptionDataConfigManager.CurrencySubscriptionDataConfigManager	(	CashBook	cashBook,
		SecurityManager	securityManager,
		SubscriptionManager	subscriptionManager,
		ISecurityService	securityService,
		Resolution	defaultResolution
	)

Creates a new instance

Parameters

cashBook	The cash book instance
securityManager	The SecurityManager, required by the cash book for creating new securities
subscriptionManager	The SubscriptionManager, required by the cash book for creating new subscription data configs
securityService	The SecurityService, required by the cash book for creating new securities
defaultResolution	The default resolution to use for the internal subscriptions

Definition at line 50 of file CurrencySubscriptionDataConfigManager.cs.

Member Function Documentation

◆ GetSubscriptionDataConfigToRemove()

SubscriptionDataConfig QuantConnect.Lean.Engine.DataFeeds.CurrencySubscriptionDataConfigManager.GetSubscriptionDataConfigToRemove ( Symbol addedSymbol )

Will verify if there are any SubscriptionDataConfig to be removed for a given added Symbol.

Parameters

addedSymbol The symbol that was added to the data feed system

Returns: The SubscriptionDataConfig to be removed, null if none

Definition at line 80 of file CurrencySubscriptionDataConfigManager.cs.

◆ UpdatePendingSubscriptionDataConfigs()

bool QuantConnect.Lean.Engine.DataFeeds.CurrencySubscriptionDataConfigManager.UpdatePendingSubscriptionDataConfigs ( IBrokerageModel brokerageModel )

Will update pending currency SubscriptionDataConfig

Returns: True when there are pending currency subscriptions GetPendingSubscriptionDataConfigs

Definition at line 101 of file CurrencySubscriptionDataConfigManager.cs.

Here is the call graph for this function:

◆ GetPendingSubscriptionDataConfigs()

IEnumerable<SubscriptionDataConfig> QuantConnect.Lean.Engine.DataFeeds.CurrencySubscriptionDataConfigManager.GetPendingSubscriptionDataConfigs ( )

Will return any pending internal currency SubscriptionDataConfig and remove them as pending.

Returns: Will return the SubscriptionDataConfig to be added

Definition at line 115 of file CurrencySubscriptionDataConfigManager.cs.

◆ EnsureCurrencySubscriptionDataConfigs()

void QuantConnect.Lean.Engine.DataFeeds.CurrencySubscriptionDataConfigManager.EnsureCurrencySubscriptionDataConfigs	(	SecurityChanges	securityChanges,
		IBrokerageModel	brokerageModel
	)

Checks the current SubscriptionDataConfig and adds new necessary currency pair feeds to provide real time conversion data

Definition at line 134 of file CurrencySubscriptionDataConfigManager.cs.

Here is the caller graph for this function:

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

Engine/DataFeeds/CurrencySubscriptionDataConfigManager.cs

Public Member Functions