| AggregationManager |
Aggregates ticks and bars based on given subscriptions.... |
| ApiDataProvider |
An instance of the IDataProvider that will download and update data files as needed via QC's Api. |
| BacktestingChainProvider |
Base backtesting cache provider which will source symbols from local zip files |
| BacktestingFutureChainProvider |
An implementation of IFutureChainProvider that reads the list of contracts from open interest zip data files |
| BacktestingOptionChainProvider |
An implementation of IOptionChainProvider that reads the list of contracts from open interest zip data files |
| BaseDataCollectionAggregatorReader |
Data source reader that will aggregate data points into a base data collection |
| BaseDataExchange |
Provides a means of distributing output from enumerators from a dedicated separate thread |
| BaseDownloaderDataProvider |
Base downloader implementation with some helper methods |
| BaseSubscriptionDataSourceReader |
A base class for implementations of the ISubscriptionDataSourceReader |
| CachingFutureChainProvider |
An implementation of IFutureChainProvider that will cache by date future contracts returned by another future chain provider. |
| CachingOptionChainProvider |
An implementation of IOptionChainProvider that will cache by date option contracts returned by another option chain provider. |
| ChainProviderInitializeParameters |
DTO for initializing the BacktestingOptionChainProvider |
| CollectionSubscriptionDataSourceReader |
Collection Subscription Factory takes a BaseDataCollection from BaseData factories... |
| CompositeDataProvider |
This data provider will wrap and use multiple data providers internally in the provided order |
| CompositeTimeProvider |
The composite time provider will source it's current time using the smallest time from the given providers |
| CreateStreamReaderErrorEventArgs |
Event arguments for the TextSubscriptionDataSourceReader's CreateStreamReader event |
| CurrencySubscriptionDataConfigManager |
Helper class to keep track of required internal currency SubscriptionDataConfig.... |
| DataChannelProvider |
Specifies data channel settings |
| DataFeedPacket |
Defines a container type to hold data produced by a data feed subscription |
| DataManager |
DataManager will manage the subscriptions for both the DataFeeds and the SubscriptionManager |
| DataPermissionManager |
Entity in charge of handling data permissions |
| DataQueueHandlerManager |
This is an implementation of IDataQueueHandler used to handle multiple live datafeeds |
| DefaultDataProvider |
Default file provider functionality that retrieves data from disc to be used in an algorithm |
| DownloaderDataProvider |
Data provider which downloads data using an IDataDownloader or IBrokerage implementation |
| FileSystemDataFeed |
Historical datafeed stream reader for processing files on a local disk. |
| FillForwardResolutionChangedEvent |
Helper class for fill forward resolution change events |
| IDataFeed |
Datafeed interface for creating custom datafeed sources. |
| IDataFeedSubscriptionManager |
DataFeedSubscriptionManager interface will manage the subscriptions for the Data Feed |
| IDataFeedTimeProvider |
Reduced interface which exposes required ITimeProvider for IDataFeed implementations |
| IDataManager |
IDataManager is the engines view of the Data Manager. |
| IndexSubscriptionDataSourceReader |
This ISubscriptionDataSourceReader implementation supports... |
| InternalSubscriptionManager |
Class in charge of handling Leans internal subscriptions |
| InvalidSourceEventArgs |
Event arguments for the ISubscriptionDataSourceReader.invalid_source event |
| ISubscriptionDataSourceReader |
Represents a type responsible for accepting an input SubscriptionDataSource... |
| ISubscriptionSynchronizer |
Provides the ability to synchronize subscriptions into time slices |
| ISynchronizer |
Interface which provides the data to stream to the algorithm |
| LiveFutureChainProvider |
An implementation of IFutureChainProvider that fetches the list of contracts... |
| LiveOptionChainProvider |
An implementation of IOptionChainProvider that fetches the list of contracts... |
| LiveSynchronizer |
Implementation of the ISynchronizer interface which provides the mechanism to stream live data to the algorithm |
| LiveTimeProvider |
Live time provide which supports an initial warmup period using the given time provider SubscriptionFrontierTimeProvider, used by the LiveSynchronizer |
| LiveTradingDataFeed |
Provides an implementation of IDataFeed that is designed to deal with... |
| ManualTimeProvider |
Provides an implementation of ITimeProvider that can be... |
| NullDataFeed |
Null data feed implementation. DataManager |
| PendingRemovalsManager |
Helper class used to managed pending security removals UniverseSelection |
| PrecalculatedSubscriptionData |
Store data both raw and adjusted and the time at which it should be synchronized |
| PredicateTimeProvider |
Will generate time steps around the desired ITimeProvider... |
| ProcessedDataProvider |
A data provider that will check the processed data folder first |
| ReaderErrorEventArgs |
Event arguments for the TextSubscriptionDataSourceReader.reader_error event. |
| RealTimeScheduleEventService |
Allows to setup a real time scheduled event, internally using a Thread,... |
| SingleEntryDataCacheProvider |
Default implementation of the IDataCacheProvider... |
| Subscription |
Represents the data required for a data feed to process a single subscription |
| SubscriptionCollection |
Provides a collection for holding subscriptions. |
| SubscriptionData |
Store data (either raw or adjusted) and the time at which it should be synchronized |
| SubscriptionDataReader |
Subscription data reader is a wrapper on the stream reader class to download, unpack and iterate over a data file. |
| SubscriptionDataSourceReader |
Provides a factory method for creating ISubscriptionDataSourceReader instances |
| SubscriptionFrontierTimeProvider |
A time provider which updates 'now' time based on the current data emit time of all subscriptions |
| SubscriptionSynchronizer |
Provides the ability to synchronize subscriptions into time slices |
| SubscriptionUtils |
Utilities related to data Subscription |
| Synchronizer |
Implementation of the ISynchronizer interface which provides the mechanism to stream data to the algorithm |
| TextSubscriptionDataSourceReader |
Provides an implementations of ISubscriptionDataSourceReader that uses the... |
| TimeSlice |
Represents a grouping of data emitted at a certain time. |
| TimeSliceFactory |
Instance base class that will provide methods for creating new TimeSlice |
| UniverseSelection |
Provides methods for apply the results of universe selection to an algorithm |
| UpdateData |
Transport type for algorithm update data. This is intended to provide a... |
| ZipDataCacheProvider |
File provider implements optimized zip archives caching facility. Cache is thread safe. |
| ZipEntryNameSubscriptionDataSourceReader |
Provides an implementation of ISubscriptionDataSourceReader that reads zip entry names |