Provides an implementations of ISubscriptionDataSourceReader that uses the BaseData.Reader(SubscriptionDataConfig,string,DateTime,bool) method to read lines of text from a SubscriptionDataSource More...

Inheritance diagram for QuantConnect.Lean.Engine.DataFeeds.TextSubscriptionDataSourceReader:

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Public Member Functions
	TextSubscriptionDataSourceReader (IDataCacheProvider dataCacheProvider, SubscriptionDataConfig config, DateTime date, bool isLiveMode, IObjectStore objectStore)
	Initializes a new instance of the TextSubscriptionDataSourceReader class More...

override IEnumerable< BaseData >	Read (SubscriptionDataSource source)
	Reads the specified source More...

Static Public Member Functions
static void	SetCacheSize (int megaBytesToUse)
	Set the cache size to use More...

static void	ClearCache ()
	Will clear the data cache. Used for testing different time zones for the same data set and allow a clean fresh start for each backtest More...

Properties
SubscriptionDataConfig	Config `[get, set]`
	The requested subscription configuration More...

Properties inherited from QuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader
bool	IsLiveMode `[get]`
	True if we're in live mode, false for backtesting More...

IDataCacheProvider	DataCacheProvider `[get]`
	The data cache provider to use More...

IObjectStore	ObjectStore `[get]`
	The object store to use More...

Events
EventHandler< ReaderErrorEventArgs >	ReaderError
	Event fired when an exception is thrown during a call to BaseData.Reader(SubscriptionDataConfig,string,DateTime,bool) More...

Events inherited from QuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader
EventHandler< InvalidSourceEventArgs >	InvalidSource
	Event fired when the specified source is considered invalid, this may be from a missing file or failure to download a remote source More...

Events inherited from QuantConnect.Lean.Engine.DataFeeds.ISubscriptionDataSourceReader
EventHandler< InvalidSourceEventArgs >	InvalidSource
	Event fired when the specified source is considered invalid, this may be from a missing file or failure to download a remote source More...

Additional Inherited Members
Protected Member Functions inherited from QuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader
	BaseSubscriptionDataSourceReader (IDataCacheProvider dataCacheProvider, bool isLiveMode, IObjectStore objectStore)
	Creates a new instance More...

IStreamReader	CreateStreamReader (SubscriptionDataSource subscriptionDataSource)
	Creates a new IStreamReader for the specified subscriptionDataSource More...

void	OnInvalidSource (SubscriptionDataSource source, Exception exception)
	Event invocator for the InvalidSource event More...

Detailed Description

Provides an implementations of ISubscriptionDataSourceReader that uses the BaseData.Reader(SubscriptionDataConfig,string,DateTime,bool) method to read lines of text from a SubscriptionDataSource

Definition at line 32 of file TextSubscriptionDataSourceReader.cs.

Constructor & Destructor Documentation

◆ TextSubscriptionDataSourceReader()

QuantConnect.Lean.Engine.DataFeeds.TextSubscriptionDataSourceReader.TextSubscriptionDataSourceReader	(	IDataCacheProvider	dataCacheProvider,
		SubscriptionDataConfig	config,
		DateTime	date,
		bool	isLiveMode,
		IObjectStore	objectStore
	)

Initializes a new instance of the TextSubscriptionDataSourceReader class

Parameters

dataCacheProvider	This provider caches files if needed
config	The subscription's configuration
date	The date this factory was produced to read data for
isLiveMode	True if we're in live mode, false for backtesting
objectStore	The object storage for data persistence.

Definition at line 62 of file TextSubscriptionDataSourceReader.cs.

Member Function Documentation

◆ Read()

override IEnumerable<BaseData> QuantConnect.Lean.Engine.DataFeeds.TextSubscriptionDataSourceReader.Read ( SubscriptionDataSource source )

virtual

Reads the specified source

Parameters

source The source to be read

Returns: An IEnumerable<BaseData> that contains the data in the source

Implements QuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader.

Definition at line 82 of file TextSubscriptionDataSourceReader.cs.

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◆ SetCacheSize()

static void QuantConnect.Lean.Engine.DataFeeds.TextSubscriptionDataSourceReader.SetCacheSize ( int megaBytesToUse )

static

Set the cache size to use

How to size this cache: Take worst case scenario, BTCUSD hour, 60k QuoteBar entries, which are roughly 200 bytes in size -> 11 MB * CacheSize

Definition at line 214 of file TextSubscriptionDataSourceReader.cs.

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◆ ClearCache()

static void QuantConnect.Lean.Engine.DataFeeds.TextSubscriptionDataSourceReader.ClearCache ( )

static

Will clear the data cache. Used for testing different time zones for the same data set and allow a clean fresh start for each backtest

Definition at line 228 of file TextSubscriptionDataSourceReader.cs.

Property Documentation

◆ Config

SubscriptionDataConfig QuantConnect.Lean.Engine.DataFeeds.TextSubscriptionDataSourceReader.Config

getsetprotected

The requested subscription configuration

Definition at line 46 of file TextSubscriptionDataSourceReader.cs.

Event Documentation

◆ ReaderError

EventHandler<ReaderErrorEventArgs> QuantConnect.Lean.Engine.DataFeeds.TextSubscriptionDataSourceReader.ReaderError

Event fired when an exception is thrown during a call to BaseData.Reader(SubscriptionDataConfig,string,DateTime,bool)

Definition at line 52 of file TextSubscriptionDataSourceReader.cs.

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

Engine/DataFeeds/TextSubscriptionDataSourceReader.cs

Public Member Functions

Static Public Member Functions

Properties

Events

Additional Inherited Members