ClassicRenkoConsolidator

QuantConnect.Data.Consolidators.ClassicRenkoConsolidator

ClassicRenkoConsolidator(
    bar_size: float,
    selector: Any,
    volume_selector: Any = None,
    even_bars: bool = True,
)

ClassicRenkoConsolidator(
    bar_size: float, even_bars: bool = True
)

ClassicRenkoConsolidator(
    bar_size: float,
    selector: Callable[[IBaseData], float],
    volume_selector: Callable[[IBaseData], float] = None,
    even_bars: bool = True,
)

ClassicRenkoConsolidator(
    bar_size: float,
    selector: Callable[
        [
            QuantConnect_Data_Consolidators_ClassicRenkoConsolidator_TInput
        ],
        float,
    ],
    volume_selector: Callable[
        [
            QuantConnect_Data_Consolidators_ClassicRenkoConsolidator_TInput
        ],
        float,
    ] = None,
    even_bars: bool = True,
)

ClassicRenkoConsolidator(bar_size: float, type: RenkoType)

Bases: Generic[QuantConnect_Data_Consolidators_ClassicRenkoConsolidator_TInput], QuantConnect_Data_Consolidators_ClassicRenkoConsolidator

Provides a type safe wrapper on the RenkoConsolidator class. This just allows us to define our selector functions with the real type they'll be receiving

Signature descriptions:

• Initializes a new instance of the ClassicRenkoConsolidator class.

• Initializes a new instance of the ClassicRenkoConsolidator class using the specified bar_size. The value selector will by default select IBaseData.value The volume selector will by default select zero.

Parameters:

Name	Type	Description	Default
bar_size	float	The size of each bar in units of the value produced by selector	required
selector	Optional[Any | Callable[[IBaseData], float] | Callable[[QuantConnect_Data_Consolidators_ClassicRenkoConsolidator_TInput], float]]	Extracts the value from a data instance to be formed into a RenkoBar. The default	None
volume_selector	Optional[Any | Callable[[IBaseData], float] | Callable[[QuantConnect_Data_Consolidators_ClassicRenkoConsolidator_TInput], float]]	Extracts the volume from a data instance. The default value is null which does	None
even_bars	Optional[bool]	When true bar open/close will be a multiple of the bar_size	True
type	Optional[RenkoType]	The RenkoType of the bar	None

current_bar

current_bar: RenkoBar

Bar being created

This codeEntityType is protected.

type

type: RenkoType

Gets the kind of the bar

working_data

working_data: IBaseData

Gets a clone of the data being currently consolidated

output_type

output_type: Type

Gets RenkoBar which is the type emitted in the IDataConsolidator.data_consolidated event.

create_new_bar

create_new_bar(
    data: IBaseData, current_value: float, volume: float
) -> None

Creates a new bar with the given data

This codeEntityType is protected.

Parameters:

Name	Type	Description	Default
data	IBaseData	The new data for the bar	required
current_value	float	The new value for the bar	required
volume	float	The new volume to the bar	required

reset

reset() -> None

Resets the ClassicRenkoConsolidator

update

update(
    data: QuantConnect_Data_Consolidators_ClassicRenkoConsolidator_TInput,
) -> None

Updates this consolidator with the specified data.

Parameters:

Name	Type	Description	Default
data	QuantConnect_Data_Consolidators_ClassicRenkoConsolidator_TInput	The new data for the consolidator	required

update_bar

update_bar(
    time: Union[datetime, date],
    current_value: float,
    volume: float,
) -> None

Updates the current RangeBar being created with the given data. Additionally, if it's the case, it consolidates the current RangeBar

This codeEntityType is protected.

Parameters:

Name	Type	Description	Default
time	Union[datetime, date]	Time of the given data	required
current_value	float	Value of the given data	required
volume	float	Volume of the given data	required