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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.