LeanDataWriter

QuantConnect.Data.LeanDataWriter

LeanDataWriter(
    resolution: Resolution,
    symbol: Union[Symbol, str, BaseContract],
    data_directory: str,
    tick_type: TickType = ...,
    data_cache_provider: IDataCacheProvider = None,
    write_policy: Optional[WritePolicy] = None,
    map_symbol: bool = False,
)

LeanDataWriter(
    data_directory: str,
    resolution: Resolution,
    security_type: SecurityType,
    tick_type: TickType,
    data_cache_provider: IDataCacheProvider = None,
    write_policy: Optional[WritePolicy] = None,
)

Bases: Object

Data writer for saving an IEnumerable of BaseData into the LEAN data directory.

Create a new lean data writer to this base data directory.

Parameters:

Name	Type	Description	Default
`symbol`	`Optional[Union[Symbol, str, BaseContract]]`	Symbol string	`None`
`data_directory`	`str`	Base data directory	required
`resolution`	`Resolution`	Resolution of the desired output data	required
`tick_type`	`TickType`	The tick type	`...`
`data_cache_provider`	`IDataCacheProvider`	The data cache provider to use	`None`
`write_policy`	`Optional[WritePolicy]`	The file write policy to use	`None`
`map_symbol`	`Optional[bool]`	True if the symbol should be mapped while writting the data	`False`
`security_type`	`Optional[SecurityType]`	The security type	`None`

map_file_provider

map_file_provider: Lazy[IMapFileProvider]

The map file provider instance to use

download_and_save

download_and_save(
    brokerage: IBrokerage,
    symbols: List[Symbol],
    start_time_utc: Union[datetime, date],
    end_time_utc: Union[datetime, date],
) -> None

Downloads historical data from the brokerage and saves it in LEAN format.

Parameters:

Name	Type	Description	Default
`brokerage`	`IBrokerage`	The brokerage from where to fetch the data	required
`symbols`	`List[Symbol]`	The list of symbols	required
`start_time_utc`	`Union[datetime, date]`	The starting date/time (UTC)	required
`end_time_utc`	`Union[datetime, date]`	The ending date/time (UTC)	required

write

write(source: List[BaseData]) -> None

Given the constructor parameters, write out the data in LEAN format.

Parameters:

Name	Type	Description	Default
`source`	`List[BaseData]`	IEnumerable source of the data: sorted from oldest to newest.	required