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FrontierAwareEnumerator

QuantConnect.Lean.Engine.DataFeeds.Enumerators.FrontierAwareEnumerator

FrontierAwareEnumerator(
    enumerator: IEnumerator[BaseData],
    time_provider: ITimeProvider,
    offset_provider: TimeZoneOffsetProvider,
)

Bases: Object, IEnumerator[BaseData]

Provides an implementation of IEnumerator{BaseData} that will not emit data ahead of the frontier as specified by an instance of ITimeProvider. An instance of TimeZoneOffsetProvider is used to convert between UTC and the data's native time zone

Initializes a new instance of the FrontierAwareEnumerator class

Parameters:

Name Type Description Default
enumerator IEnumerator[BaseData]

The underlying enumerator to make frontier aware

required
time_provider ITimeProvider

The time provider used for resolving the current frontier time

required
offset_provider TimeZoneOffsetProvider

An offset provider used for converting the frontier UTC time into the data's native time zone

required

current

current: BaseData

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.