Lean
$LEAN_TAG$
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Classes | |
class | BaseData |
Abstract base data class of QuantConnect. It is intended to be extended to define generic user customizable data types while at the same time implementing the basics of data where possible More... | |
class | BaseDataRequest |
Abstract sharing logic for data requests More... | |
class | Channel |
Represents a subscription channel More... | |
class | DataMonitor |
Monitors data requests and reports on missing data More... | |
class | DataQueueHandlerSubscriptionManager |
Count number of subscribers for each channel (Symbol, Socket) pair More... | |
class | DiskDataCacheProvider |
Simple data cache provider, writes and reads directly from disk Used as default for LeanDataWriter More... | |
class | DynamicData |
Dynamic Data Class: Accept flexible data, adapting to the columns provided by source. More... | |
class | EventBasedDataQueueHandlerSubscriptionManager |
Overrides DataQueueHandlerSubscriptionManager methods using events More... | |
class | GetSetPropertyDynamicMetaObject |
Provides an implementation of DynamicMetaObject that uses get/set methods to update values in the dynamic object. More... | |
class | HistoryProviderBase |
Provides a base type for all history providers More... | |
class | HistoryProviderInitializeParameters |
Represents the set of parameters for the IHistoryProvider.Initialize method More... | |
class | HistoryRequest |
Represents a request for historical data More... | |
class | HistoryRequestFactory |
Helper class used to create new HistoryRequest More... | |
interface | IBaseData |
Base Data Class: Type, Timestamp, Key – Base Features. More... | |
interface | IDataAggregator |
Aggregates ticks and bars based on given subscriptions. More... | |
class | IndexedBaseData |
Abstract indexed base data class of QuantConnect. It is intended to be extended to define customizable data types which are stored using an intermediate index source More... | |
class | InterestRateProvider |
Fed US Primary Credit Rate at given date More... | |
interface | ISubscriptionEnumeratorFactory |
Create an IEnumerator<BaseData> More... | |
class | LeanDataWriter |
Data writer for saving an IEnumerable of BaseData into the LEAN data directory. More... | |
class | Slice |
Provides a data structure for all of an algorithm's data at a single time step More... | |
class | SliceExtensions |
Provides extension methods to slices and slice enumerables More... | |
class | SubscriptionDataConfig |
Subscription data required including the type of data. More... | |
class | SubscriptionDataConfigExtensions |
Helper methods used to determine different configurations properties for a given set of SubscriptionDataConfig More... | |
class | SubscriptionDataConfigList |
Provides convenient methods for holding several SubscriptionDataConfig More... | |
class | SubscriptionDataSource |
Represents the source location and transport medium for a subscription More... | |
class | SubscriptionManager |
Enumerable Subscription Management Class More... | |
Enumerations | |
enum | FileFormat { FileFormat.Csv, FileFormat.Binary, FileFormat.ZipEntryName, FileFormat.UnfoldingCollection, FileFormat.Index, FileFormat.FoldingCollection } |
Specifies the format of data in a subscription More... | |
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strong |
Specifies the format of data in a subscription
Definition at line 21 of file FileFormat.cs.