MappingEventProvider

QuantConnect.Lean.Engine.DataFeeds.Enumerators.MappingEventProvider

Bases: Object, ITradableDateEventProvider

Event provider who will emit SymbolChangedEvent events

config

config: SubscriptionDataConfig

The associated configuration

This codeEntityType is protected.

map_file

map_file: MapFile

The current instance being used

This codeEntityType is protected.

get_events

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

Check for new mappings

Parameters:

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

Returns:

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

initialize

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

Initializes this 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 Data.Auxiliary.MapFile provider to use	required
start_time	Union[datetime, date]	Start date for the data request	required

initialize_map_file

initialize_map_file() -> None

Initializes the map file to use

This codeEntityType is protected.