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class | AggregationManager |
| Aggregates ticks and bars based on given subscriptions. Current implementation is based on IDataConsolidator that consolidates ticks and put them into enumerator. More...
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class | ApiDataProvider |
| An instance of the IDataProvider that will download and update data files as needed via QC's Api. More...
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class | BacktestingChainProvider |
| Base backtesting cache provider which will source symbols from local zip files More...
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class | BacktestingFutureChainProvider |
| An implementation of IFutureChainProvider that reads the list of contracts from open interest zip data files More...
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class | BacktestingOptionChainProvider |
| An implementation of IOptionChainProvider that reads the list of contracts from open interest zip data files More...
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class | BaseDataCollectionAggregatorReader |
| Data source reader that will aggregate data points into a base data collection More...
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class | BaseDataExchange |
| Provides a means of distributing output from enumerators from a dedicated separate thread More...
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class | BaseDownloaderDataProvider |
| Base downloader implementation with some helper methods More...
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class | BaseSubscriptionDataSourceReader |
| A base class for implementations of the ISubscriptionDataSourceReader More...
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class | CachingFutureChainProvider |
| An implementation of IFutureChainProvider that will cache by date future contracts returned by another future chain provider. More...
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class | CachingOptionChainProvider |
| An implementation of IOptionChainProvider that will cache by date option contracts returned by another option chain provider. More...
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class | CollectionSubscriptionDataSourceReader |
| Collection Subscription Factory takes a BaseDataCollection from BaseData factories and yields it one point at a time to the algorithm More...
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class | CompositeDataProvider |
| This data provider will wrap and use multiple data providers internally in the provided order More...
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class | CompositeTimeProvider |
| The composite time provider will source it's current time using the smallest time from the given providers More...
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class | CreateStreamReaderErrorEventArgs |
| Event arguments for the TextSubscriptionDataSourceReader's CreateStreamReader event More...
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class | CurrencySubscriptionDataConfigManager |
| Helper class to keep track of required internal currency SubscriptionDataConfig. This class is used by the UniverseSelection More...
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class | DataChannelProvider |
| Specifies data channel settings More...
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class | DataFeedPacket |
| Defines a container type to hold data produced by a data feed subscription More...
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class | DataManager |
| DataManager will manage the subscriptions for both the DataFeeds and the SubscriptionManager More...
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class | DataPermissionManager |
| Entity in charge of handling data permissions More...
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class | DataQueueHandlerManager |
| This is an implementation of IDataQueueHandler used to handle multiple live datafeeds More...
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class | DefaultDataProvider |
| Default file provider functionality that retrieves data from disc to be used in an algorithm More...
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class | DownloaderDataProvider |
| Data provider which downloads data using an IDataDownloader or IBrokerage implementation More...
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class | FileSystemDataFeed |
| Historical datafeed stream reader for processing files on a local disk. More...
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class | FillForwardResolutionChangedEvent |
| Helper class for fill forward resolution change events More...
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interface | IDataFeed |
| Datafeed interface for creating custom datafeed sources. More...
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interface | IDataFeedSubscriptionManager |
| DataFeedSubscriptionManager interface will manage the subscriptions for the Data Feed More...
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interface | IDataFeedTimeProvider |
| Reduced interface which exposes required ITimeProvider for IDataFeed implementations More...
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interface | IDataManager |
| IDataManager is the engines view of the Data Manager. More...
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class | IndexSubscriptionDataSourceReader |
| This ISubscriptionDataSourceReader implementation supports the FileFormat.Index and IndexedBaseData types. Handles the layer of indirection for the index data source and forwards the target source to the corresponding ISubscriptionDataSourceReader More...
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class | InternalSubscriptionManager |
| Class in charge of handling Leans internal subscriptions More...
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class | InvalidSourceEventArgs |
| Event arguments for the ISubscriptionDataSourceReader.InvalidSource event More...
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interface | ISubscriptionDataSourceReader |
| Represents a type responsible for accepting an input SubscriptionDataSource and returning an enumerable of the source's BaseData More...
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interface | ISubscriptionSynchronizer |
| Provides the ability to synchronize subscriptions into time slices More...
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interface | ISynchronizer |
| Interface which provides the data to stream to the algorithm More...
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class | LiveFutureChainProvider |
| An implementation of IFutureChainProvider that fetches the list of contracts from an external source More...
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class | LiveOptionChainProvider |
| An implementation of IOptionChainProvider that fetches the list of contracts from the Options Clearing Corporation (OCC) website More...
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class | LiveSynchronizer |
| Implementation of the ISynchronizer interface which provides the mechanism to stream live data to the algorithm More...
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class | LiveTimeProvider |
| Live time provide which supports an initial warmup period using the given time provider SubscriptionFrontierTimeProvider, used by the LiveSynchronizer More...
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class | LiveTradingDataFeed |
| Provides an implementation of IDataFeed that is designed to deal with live, remote data sources More...
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class | ManualTimeProvider |
| Provides an implementation of ITimeProvider that can be manually advanced through time More...
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class | NullDataFeed |
| Null data feed implementation. - See also
- DataManager
More...
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class | PendingRemovalsManager |
| Helper class used to managed pending security removals UniverseSelection More...
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class | PrecalculatedSubscriptionData |
| Store data both raw and adjusted and the time at which it should be synchronized More...
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class | PredicateTimeProvider |
| Will generate time steps around the desired ITimeProvider Provided step evaluator should return true when the next time step is valid and time can advance More...
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class | ReaderErrorEventArgs |
| Event arguments for the TextSubscriptionDataSourceReader.ReaderError event. More...
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class | RealTimeScheduleEventService |
| Allows to setup a real time scheduled event, internally using a Thread, that is guaranteed to trigger at or after the requested time, never before. More...
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class | SingleEntryDataCacheProvider |
| Default implementation of the IDataCacheProvider Does not cache data. If the data is a zip, the first entry is returned More...
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class | Subscription |
| Represents the data required for a data feed to process a single subscription More...
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class | SubscriptionCollection |
| Provides a collection for holding subscriptions. More...
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class | SubscriptionData |
| Store data (either raw or adjusted) and the time at which it should be synchronized More...
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class | SubscriptionDataReader |
| Subscription data reader is a wrapper on the stream reader class to download, unpack and iterate over a data file. More...
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class | SubscriptionDataSourceReader |
| Provides a factory method for creating ISubscriptionDataSourceReader instances More...
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class | SubscriptionFrontierTimeProvider |
| A time provider which updates 'now' time based on the current data emit time of all subscriptions More...
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class | SubscriptionSynchronizer |
| Provides the ability to synchronize subscriptions into time slices More...
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class | SubscriptionUtils |
| Utilities related to data Subscription More...
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class | Synchronizer |
| Implementation of the ISynchronizer interface which provides the mechanism to stream data to the algorithm More...
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class | TextSubscriptionDataSourceReader |
| Provides an implementations of ISubscriptionDataSourceReader that uses the BaseData.Reader(SubscriptionDataConfig,string,DateTime,bool) method to read lines of text from a SubscriptionDataSource More...
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class | TimeSlice |
| Represents a grouping of data emitted at a certain time. More...
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class | TimeSliceFactory |
| Instance base class that will provide methods for creating new TimeSlice More...
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class | UniverseSelection |
| Provides methods for apply the results of universe selection to an algorithm More...
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class | UpdateData |
| Transport type for algorithm update data. This is intended to provide a list of base data used to perform updates against the specified target More...
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class | ZipDataCacheProvider |
| File provider implements optimized zip archives caching facility. Cache is thread safe. More...
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class | ZipEntryNameSubscriptionDataSourceReader |
| Provides an implementation of ISubscriptionDataSourceReader that reads zip entry names More...
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