LocalZipMapFileProvider
QuantConnect.Data.Auxiliary.LocalZipMapFileProvider
LocalZipMapFileProvider()
Bases: Object, IMapFileProvider
Provides an implementation of IMapFileProvider that reads from a local zip file
Creates a new instance of the LocalDiskFactorFileProvider
cache_refresh_period
cache_refresh_period: timedelta
The cached refresh period for the map files
This codeEntityType is protected.
get
get(
auxiliary_data_key: AuxiliaryDataKey,
) -> MapFileResolver
Gets a MapFileResolver representing all the map files for the specified market
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
auxiliary_data_key
|
AuxiliaryDataKey
|
Key used to fetch a map file resolver. Specifying market and security type |
required |
Returns:
| Type | Description |
|---|---|
MapFileResolver
|
A MapFileResolver containing all map files for the specified market. |
initialize
initialize(data_provider: IDataProvider) -> None
Initializes our MapFileProvider by supplying our data_provider
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
data_provider
|
IDataProvider
|
DataProvider to use |
required |
start_expiration_task
start_expiration_task() -> None
Helper method that will clear any cached factor files in a daily basis, this is useful for live trading
This codeEntityType is protected.