LiveSynchronizer
Bases: Synchronizer
Implementation of the ISynchronizer interface which provides the mechanism to stream live data to the algorithm
BATCHING_DELAY: int = ...
Consumer batching timeout in ms
frontier_time_provider: ITimeProvider
Time provider which returns current UTC frontier time
subscription_manager: IDataFeedSubscriptionManager
The subscription manager
This codeEntityType is protected.
subscription_synchronizer: SubscriptionSynchronizer
The subscription synchronizer
This codeEntityType is protected.
time_slice_factory: TimeSliceFactory
The time slice factory
This codeEntityType is protected.
dispose() -> None
Free resources
get_pulse_due_time(now: Union[datetime, date]) -> int
Will return the amount of milliseconds that are missing for the next time pulse
This codeEntityType is protected.
get_time_provider() -> ITimeProvider
Gets the ITimeProvider to use. By default this will load the RealTimeProvider for live mode, else SubscriptionFrontierTimeProvider
This codeEntityType is protected.
Returns:
| Type | Description |
|---|---|
ITimeProvider
|
The ITimeProvider to use. |
initialize(
algorithm: IAlgorithm,
data_feed_subscription_manager: IDataFeedSubscriptionManager,
performance_tracking_tool: PerformanceTrackingTool,
) -> None
Initializes the instance of the Synchronizer class
on_subscription_new_data_available(
sender: Any, args: EventArgs
) -> None
Trigger new data event
This codeEntityType is protected.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
sender
|
Any
|
Sender of the event |
required |
args
|
EventArgs
|
Event information |
required |
post_initialize() -> None
Performs additional initialization steps after algorithm initialization
This codeEntityType is protected.
stream_data(
cancellation_token: CancellationToken,
) -> Iterable[TimeSlice]
Returns an enumerable which provides the data to stream to the algorithm