StrictDailyEndTimesEnumerator

QuantConnect.Lean.Engine.DataFeeds.Enumerators.StrictDailyEndTimesEnumerator

StrictDailyEndTimesEnumerator(
    underlying: IEnumerator[BaseData],
    security_exchange_hours: SecurityExchangeHours,
    local_start_time: Union[datetime, date],
)

Bases: Object, IEnumerator[BaseData]

Enumerator that will handle adjusting daily strict end times if appropriate

Creates a new instance

current

current: BaseData

Current value of the enumerator

dispose

dispose() -> None

Dispose the enumerator

move_next

move_next() -> bool

Move to the next date

reset

reset() -> None

Reset the enumerator