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DefaultDataProvider

QuantConnect.Lean.Engine.DataFeeds.DefaultDataProvider

Bases: Object, IDataProvider, IDisposable

Default file provider functionality that retrieves data from disc to be used in an algorithm

new_data_request 

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

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

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

fetch 

fetch(key: str) -> Stream

Retrieves data from disc to be used in an algorithm

Parameters:

Name Type Description Default
key str

A string representing where the data is stored

 required

Returns:

Type Description
Stream

A Stream of the data requested.

on_new_data_request 

on_new_data_request(
    e: DataProviderNewDataRequestEventArgs,
) -> None

Event invocator for the new_data_request event

This codeEntityType is protected.