ApiDataProvider

QuantConnect.Lean.Engine.DataFeeds.ApiDataProvider

ApiDataProvider()

Bases: BaseDownloaderDataProvider

An instance of the IDataProvider that will download and update data files as needed via QC's Api.

Initialize a new instance of the ApiDataProvider

new_data_request

new_data_request: _EventContainer[
    Callable[
        [Object, DataProviderNewDataRequestEventArgs], Any
    ],
    Any,
]

Event raised each time data fetch is finished (successfully or not)

download_data

download_data(file_path: str) -> bool

Attempt to download data using the Api for and return a FileStream of that data.

This codeEntityType is protected.

Parameters:

Name	Type	Description	Default
`file_path`	`str`	The path to store the file	required

Returns:

Type	Description
`bool`	A FileStream of the data.

fetch

fetch(key: str) -> Stream

Retrieves data to be used in an algorithm. If file does not exist, an attempt is made to download them from the api

Parameters:

Name	Type	Description	Default
`key`	`str`	File path representing where the data requested	required

Returns:

Type	Description
`Stream`	A Stream of the data requested.

need_to_download

need_to_download(file_path: str) -> bool

Main filter to determine if this file needs to be downloaded

This codeEntityType is protected.

Parameters:

Name	Type	Description	Default
`file_path`	`str`	File we are looking at	required

Returns:

Type	Description
`bool`	True if should download.

dispose

dispose() -> None

The stream created by this type is passed up the stack to the IStreamReader The stream is closed when the StreamReader that wraps this stream is disposed

on_new_data_request

on_new_data_request(
    e: DataProviderNewDataRequestEventArgs,
) -> None

Event invocator for the new_data_request event

This codeEntityType is protected.

download_once

download_once(
    key: str, download: Callable[[str], Any]
) -> Stream

Helper method which guarantees each requested key is downloaded only once concurrently if required based on need_to_download

This codeEntityType is protected.

Parameters:

Name	Type	Description	Default
`key`	`str`	A string representing where the data is stored	required
`download`	`Callable[[str], Any]`	The download operation we want to perform once concurrently per key	required

Returns:

Type	Description
`Stream`	A Stream of the data requested.

get_stream

get_stream(key: str) -> Stream

Get's the stream for a given file path

This codeEntityType is protected.