IDataConsolidator

QuantConnect.Data.Consolidators.IDataConsolidator

Bases: IDisposable

Represents a type capable of taking BaseData updates and firing events containing new 'consolidated' data. These types can be used to produce larger bars, or even be used to transform the data before being sent to another component. The most common usage of these types is with indicators.

consolidated

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

working_data: IBaseData

Gets a clone of the data being currently consolidated

input_type

input_type: Type

Gets the type consumed by this consolidator

output_type

output_type: Type

Gets the type produced by this consolidator

data_consolidated

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

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

reset

reset() -> None

Resets the consolidator

scan

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

update

update(data: IBaseData) -> None

Updates this consolidator with the specified data

Parameters:

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