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ScannableEnumerator

QuantConnect.Lean.Engine.DataFeeds.Enumerators.ScannableEnumerator

ScannableEnumerator(
    consolidator: Union[
        IDataConsolidator, PythonConsolidator, timedelta
    ],
    time_zone: Any,
    time_provider: ITimeProvider,
    new_data_available_handler: Callable[
        [Object, EventArgs], Any
    ],
    is_period_based: bool = True,
)

Bases: Generic[QuantConnect_Lean_Engine_DataFeeds_Enumerators_ScannableEnumerator_T], Object, IEnumerator[QuantConnect_Lean_Engine_DataFeeds_Enumerators_ScannableEnumerator_T]

An implementation of IEnumerator{T} that relies on "consolidated" data

Initializes a new instance of the ScannableEnumerator{T} class

Parameters:

Name Type Description Default
consolidator Union[IDataConsolidator, PythonConsolidator, timedelta]

Consolidator taking BaseData updates and firing events containing new 'consolidated' data

required
time_zone Any

The time zone the raw data is time stamped in

required
time_provider ITimeProvider

The time provider instance used to determine when bars are completed and can be emitted

required
new_data_available_handler Callable[[Object, EventArgs], Any]

The event handler for a new available data point

required
is_period_based bool

The consolidator is period based, this will enable scanning on move_next

True

current

current: QuantConnect_Lean_Engine_DataFeeds_Enumerators_ScannableEnumerator_T

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.

update

update(
    data: QuantConnect_Lean_Engine_DataFeeds_Enumerators_ScannableEnumerator_T,
) -> None

Updates the consolidator

Parameters:

Name Type Description Default
data QuantConnect_Lean_Engine_DataFeeds_Enumerators_ScannableEnumerator_T

The data to consolidate

required