Lean
$LEAN_TAG$
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Classes | |
class | BaseDataCollectionSubscriptionEnumeratorFactory |
Provides an implementation of ISubscriptionEnumeratorFactory that reads an entire SubscriptionDataSource into a single BaseDataCollection to be emitted on the tradable date at midnight More... | |
class | BaseDataSubscriptionEnumeratorFactory |
Provides a default implementation of ISubscriptionEnumeratorFactory that uses BaseData factory methods for reading sources More... | |
class | CorporateEventEnumeratorFactory |
Helper class used to create the corporate event providers MappingEventProvider, SplitEventProvider, DividendEventProvider, DelistingEventProvider More... | |
class | LiveCustomDataSubscriptionEnumeratorFactory |
Provides an implementation of ISubscriptionEnumeratorFactory to handle live custom data. More... | |
class | OptionChainUniverseSubscriptionEnumeratorFactory |
Provides an implementation of ISubscriptionEnumeratorFactory for the OptionChainUniverse More... | |
class | SubscriptionDataReaderSubscriptionEnumeratorFactory |
Provides an implementation of ISubscriptionEnumeratorFactory that used the SubscriptionDataReader More... | |
class | TimeTriggeredUniverseSubscriptionEnumeratorFactory |
Provides an implementation of ISubscriptionEnumeratorFactory to emit ticks based on UserDefinedUniverse.GetTriggerTimes, allowing universe selection to fire at planned times. More... | |