BaseDataExchange

QuantConnect.Lean.Engine.DataFeeds.BaseDataExchange

BaseDataExchange(name: str)

Bases: Object

Provides a means of distributing output from enumerators from a dedicated separate thread

Initializes a new instance of the BaseDataExchange

Parameters:

Name	Type	Description	Default
name	str	A name for this exchange	required

sleep_interval

sleep_interval: int

Gets or sets how long this thread will sleep when no data is available

name

name: str

Gets a name for this exchange

EnumeratorHandler

EnumeratorHandler(
    symbol: Union[Symbol, str, BaseContract],
    enumerator: IEnumerator[BaseData],
    should_move_next: Callable[[], bool] = None,
    handle_data: Callable[[BaseData], Any] = None,
)

Bases: Object

Handler used to manage a single enumerator's move next/end of stream behavior

Initializes a new instance of the EnumeratorHandler class

Parameters:

Name	Type	Description	Default
symbol	Union[Symbol, str, BaseContract]	The symbol to identify this enumerator	required
enumerator	IEnumerator[BaseData]	The enumeator this handler handles	required
should_move_next	Callable[[], bool]	Predicate function used to determine if we should call move next on the symbol's enumerator	None
handle_data	Callable[[BaseData], Any]	Handler for data if HandlesData=true	None

enumerator_finished

enumerator_finished: _EventContainer[
    Callable[[Object, EnumeratorHandler], Any], Any
]

Event fired when MoveNext returns false

symbol

symbol: Symbol

A unique symbol used to identify this enumerator

enumerator

enumerator: IEnumerator[BaseData]

The enumerator this handler handles

handle_data

handle_data(data: BaseData) -> None

Handles the specified data.

Parameters:

Name	Type	Description	Default
data	BaseData	The data to be handled	required

on_enumerator_finished

on_enumerator_finished() -> None

Event invocator for the enumerator_finished event

should_move_next

should_move_next() -> bool

Returns true if this enumerator should move next

add_enumerator

add_enumerator(handler: EnumeratorHandler) -> None

add_enumerator(
    symbol: Union[Symbol, str, BaseContract],
    enumerator: IEnumerator[BaseData],
    should_move_next: Callable[[], bool] = None,
    enumerator_finished: Callable[
        [EnumeratorHandler], Any
    ] = None,
    handle_data: Callable[[BaseData], Any] = None,
) -> None

Adds the enumerator to this exchange. If it has already been added then it will remain registered in the exchange only once

Parameters:

Name	Type	Description	Default
handler	Optional[EnumeratorHandler]	The handler to use when this symbol's data is encountered	None
symbol	Optional[Union[Symbol, str, BaseContract]]	A unique symbol used to identify this enumerator	None
enumerator	Optional[IEnumerator[BaseData]]	The enumerator to be added	None
should_move_next	Optional[Callable[[], bool]]	Function used to determine if move next should be called on this	None
enumerator_finished	Optional[Callable[[EnumeratorHandler], Any]]	Delegate called when the enumerator move next returns false	None
handle_data	Optional[Callable[[BaseData], Any]]	Handler for data if HandlesData=true	None

remove_enumerator

remove_enumerator(
    symbol: Union[Symbol, str, BaseContract],
) -> EnumeratorHandler

Removes and returns enumerator handler with the specified symbol. The removed handler is returned, null if not found

set_error_handler

set_error_handler(
    is_fatal_error: Callable[[Exception], bool],
) -> None

Sets the specified function as the error handler. This function returns true if it is a fatal error and queue consumption should cease.

Parameters:

Name	Type	Description	Default
is_fatal_error	Callable[[Exception], bool]	The error handling function to use when an error is encountered during queue consumption. Returns true if queue consumption should be stopped, returns false if queue consumption should continue	required

start

start() -> None

Begins consumption of the wrapped IDataQueueHandler on a separate thread

stop

stop() -> None

Ends consumption of the wrapped IDataQueueHandler