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Lean
$LEAN_TAG$
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Provides an implementation of ISubscriptionDataSourceReader that reads zip entry names More...
Public Member Functions | |
| ZipEntryNameSubscriptionDataSourceReader (IDataCacheProvider dataProvider, SubscriptionDataConfig config, DateTime date, bool isLiveMode) | |
| Initializes a new instance of the ZipEntryNameSubscriptionDataSourceReader class More... | |
| override IEnumerable< BaseData > | Read (SubscriptionDataSource source) |
| Reads the specified 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... | |
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 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... | |
Provides an implementation of ISubscriptionDataSourceReader that reads zip entry names
Definition at line 27 of file ZipEntryNameSubscriptionDataSourceReader.cs.
| QuantConnect.Lean.Engine.DataFeeds.ZipEntryNameSubscriptionDataSourceReader.ZipEntryNameSubscriptionDataSourceReader | ( | IDataCacheProvider | dataProvider, |
| SubscriptionDataConfig | config, | ||
| DateTime | date, | ||
| bool | isLiveMode | ||
| ) |
Initializes a new instance of the ZipEntryNameSubscriptionDataSourceReader class
| dataProvider | Used to fetch data |
| 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 |
Definition at line 42 of file ZipEntryNameSubscriptionDataSourceReader.cs.
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virtual |
Reads the specified source
| source | The source to be read |
Implements QuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader.
Definition at line 57 of file ZipEntryNameSubscriptionDataSourceReader.cs.