DataConsolidator

QuantConnect.Data.Consolidators.DataConsolidator

Bases: Generic[QuantConnect_Data_Consolidators_DataConsolidator_TInput], Object, IDataConsolidator

Represents a type that consumes BaseData instances and fires an event with consolidated and/or aggregated data.

data_consolidated: _EventContainer[
    Callable[[Object, IBaseData], Any], Any
]

Event handler that fires when a new piece of data is produced

consolidated: IBaseData

Gets the most recently consolidated piece of data. This will be null if this consolidator has not produced any data yet.

working_data: IBaseData

Gets a clone of the data being currently consolidated

input_type: Type

Gets the type consumed by this consolidator

output_type: Type

Gets the type produced by this consolidator

update(data: IBaseData) -> None

update(
    data: QuantConnect_Data_Consolidators_DataConsolidator_TInput,
) -> None

Signature descriptions:

Updates this consolidator with the specified data
Updates this consolidator with the specified data. This method is responsible for raising the DataConsolidated event

Parameters:

Name	Type	Description	Default
`data`	`IBaseData \| QuantConnect_Data_Consolidators_DataConsolidator_TInput`	The new data for the consolidator	required

dispose() -> None

Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.

on_data_consolidated(consolidated: IBaseData) -> None

Event invocator for the DataConsolidated event. This should be invoked by derived classes when they have consolidated a new piece of data.

This codeEntityType is protected.

Parameters:

Name	Type	Description	Default
`consolidated`	`IBaseData`	The newly consolidated data	required

reset() -> None

Resets the consolidator

scan(current_local_time: Union[datetime, date]) -> None

Scans this consolidator to see if it should emit a bar due to time passing

Parameters:

Name	Type	Description	Default
`current_local_time`	`Union[datetime, date]`	The current time in the local time zone (same as BaseData.time)	required