ITradableDateEventProvider

QuantConnect.Lean.Engine.DataFeeds.Enumerators.ITradableDateEventProvider

Interface for event providers for new tradable dates

get_events

get_events(
    event_args: NewTradableDateEventArgs,
) -> Iterable[BaseData]

Called each time there is a new tradable day

Parameters:

Name	Type	Description	Default
event_args	NewTradableDateEventArgs	The new tradable day event arguments	required

Returns:

Type	Description
Iterable[BaseData]	New corporate event if any.

initialize

initialize(
    config: SubscriptionDataConfig,
    factor_file_provider: IFactorFileProvider,
    map_file_provider: IMapFileProvider,
    start_time: Union[datetime, date],
) -> None

Initializes the event provider instance

Parameters:

Name	Type	Description	Default
config	SubscriptionDataConfig	The SubscriptionDataConfig	required
factor_file_provider	IFactorFileProvider	The factor file provider to use	required
map_file_provider	IMapFileProvider	The MapFile provider to use	required
start_time	Union[datetime, date]	Start date for the data request	required