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QuoteBarFillForwardEnumerator

QuantConnect.Lean.Engine.DataFeeds.Enumerators.QuoteBarFillForwardEnumerator

QuoteBarFillForwardEnumerator(
    enumerator: IEnumerator[BaseData],
)

Bases: Object, IEnumerator[BaseData]

The QuoteBarFillForwardEnumerator wraps an existing base data enumerator If the current QuoteBar has null Bid and/or Ask bars, it copies them from the previous QuoteBar

Initializes a new instance of the FillForwardEnumerator class

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.