CurrencySubscriptionDataConfigManager

QuantConnect.Lean.Engine.DataFeeds.CurrencySubscriptionDataConfigManager

CurrencySubscriptionDataConfigManager(
    cash_book: CashBook,
    security_manager: SecurityManager,
    subscription_manager: SubscriptionManager,
    security_service: ISecurityService,
    default_resolution: Resolution,
)

Bases: Object

Helper class to keep track of required internal currency SubscriptionDataConfig. This class is used by the UniverseSelection

Creates a new instance

Parameters:

Name	Type	Description	Default
`cash_book`	`CashBook`	The cash book instance	required
`security_manager`	`SecurityManager`	The SecurityManager, required by the cash book for creating new securities	required
`subscription_manager`	`SubscriptionManager`	The SubscriptionManager, required by the cash book for creating new subscription data configs	required
`security_service`	`ISecurityService`	The SecurityService, required by the cash book for creating new securities	required
`default_resolution`	`Resolution`	The default resolution to use for the internal subscriptions	required

ensure_currency_subscription_data_configs

ensure_currency_subscription_data_configs(
    security_changes: SecurityChanges,
    brokerage_model: IBrokerageModel,
) -> None

Checks the current SubscriptionDataConfig and adds new necessary currency pair feeds to provide real time conversion data

get_pending_subscription_data_configs

get_pending_subscription_data_configs() -> (
    Iterable[SubscriptionDataConfig]
)

Will return any pending internal currency SubscriptionDataConfig and remove them as pending.

Returns:

Type	Description
`Iterable[SubscriptionDataConfig]`	Will return the SubscriptionDataConfig to be added.

get_subscription_data_config_to_remove

get_subscription_data_config_to_remove(
    added_symbol: Union[Symbol, str, BaseContract],
) -> SubscriptionDataConfig

Will verify if there are any SubscriptionDataConfig to be removed for a given added Symbol.

Parameters:

Name	Type	Description	Default
`added_symbol`	`Union[Symbol, str, BaseContract]`	The symbol that was added to the data feed system	required

Returns:

Type	Description
`SubscriptionDataConfig`	The SubscriptionDataConfig to be removed, null if none.

update_pending_subscription_data_configs

update_pending_subscription_data_configs(
    brokerage_model: IBrokerageModel,
) -> bool

Will update pending currency SubscriptionDataConfig

Returns:

Type	Description
`bool`	True when there are pending currency subscriptions get_pending_subscription_data_configs.