BaseDataCollectionAggregatorEnumerator
QuantConnect.Lean.Engine.DataFeeds.Enumerators.BaseDataCollectionAggregatorEnumerator
BaseDataCollectionAggregatorEnumerator(
enumerator: IEnumerator[BaseData],
symbol: Union[Symbol, str, BaseContract],
live_mode: bool = False,
)
Bases: Object, IEnumerator[BaseDataCollection]
Provides an implementation of IEnumerator{BaseDataCollection} that aggregates an underlying IEnumerator{BaseData} into a single data packet
Initializes a new instance of the BaseDataCollectionAggregatorEnumerator class This will aggregate instances emitted from the underlying enumerator and tag them with the specified symbol
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
enumerator
|
IEnumerator[BaseData]
|
The underlying enumerator to aggregate |
required |
symbol
|
Union[Symbol, str, BaseContract]
|
The symbol to place on the aggregated collection |
required |
live_mode
|
bool
|
True if running in live mode |
False
|
current
current: BaseDataCollection
Gets the element in the collection at the current position of the enumerator.
dispose
dispose() -> None
Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.
move_next
move_next() -> bool
Advances the enumerator to the next element of the collection.
Returns:
| Type | Description |
|---|---|
bool
|
true if the enumerator was successfully advanced to the next element; false if the enumerator has passed the end of the collection. |
reset
reset() -> None
Sets the enumerator to its initial position, which is before the first element in the collection.