SequentialConsolidator

QuantConnect.Data.Consolidators.SequentialConsolidator

SequentialConsolidator(
    first: Union[
        IDataConsolidator, PythonConsolidator, timedelta
    ],
    second: Union[
        IDataConsolidator, PythonConsolidator, timedelta
    ],
)

Bases: Object, IDataConsolidator

This consolidator wires up the events on its First and Second consolidators such that data flows from the First to Second consolidator. It's output comes from the Second.

Creates a new consolidator that will pump date through the first, and then the output of the first into the second. This enables 'wrapping' or 'composing' of consolidators

Parameters:

Name	Type	Description	Default
first	Union[IDataConsolidator, PythonConsolidator, timedelta]	The first consolidator to receive data	required
second	Union[IDataConsolidator, PythonConsolidator, timedelta]	The consolidator to receive first's output	required

first

first: IDataConsolidator

Gets the first consolidator to receive data

second

second: IDataConsolidator

Gets the second consolidator that ends up receiving data produced by the first

consolidated

consolidated: IBaseData

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

For a SequentialConsolidator, this is the output from the 'Second' consolidator.

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

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

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