IdentityDataConsolidator

QuantConnect.Data.Consolidators.IdentityDataConsolidator

Bases: Generic[QuantConnect_Data_Consolidators_IdentityDataConsolidator_T], DataConsolidator[QuantConnect_Data_Consolidators_IdentityDataConsolidator_T]

Represents the simplest DataConsolidator implementation, one that is defined by a straight pass through of the data. No projection or aggregation is performed.

working_data

working_data: IBaseData

Gets a clone of the data being currently consolidated

output_type

output_type: Type

Gets the type produced by this consolidator

consolidated

consolidated: IBaseData

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

input_type

input_type: Type

Gets the type consumed 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: QuantConnect_Data_Consolidators_IdentityDataConsolidator_T,
) -> None

Updates this consolidator with the specified data

Parameters:

Name	Type	Description	Default
`data`	`QuantConnect_Data_Consolidators_IdentityDataConsolidator_T`	The new data for the consolidator	required

dispose

dispose() -> None

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

on_data_consolidated

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