PrecalculatedSubscriptionData

QuantConnect.Lean.Engine.DataFeeds.PrecalculatedSubscriptionData

PrecalculatedSubscriptionData(
    configuration: SubscriptionDataConfig,
    raw_data: BaseData,
    normalized_data: BaseData,
    normalization_mode: DataNormalizationMode,
    emit_time_utc: Union[datetime, date],
)

Bases: SubscriptionData

Store data both raw and adjusted and the time at which it should be synchronized

Initializes a new instance of the PrecalculatedSubscriptionData class

Parameters:

Name	Type	Description	Default
configuration	SubscriptionDataConfig	The subscription's configuration	required
raw_data	BaseData	The base data	required
normalized_data	BaseData	The normalized calculated based on raw data	required
normalization_mode	DataNormalizationMode	Specifies how data is normalized	required
emit_time_utc	Union[datetime, date]	The emit time for the data	required

data

data: BaseData

Gets the data

emit_time_utc

emit_time_utc: datetime

Gets the UTC emit time for this data

create

create(
    daily_strict_end_time_enabled: bool,
    configuration: SubscriptionDataConfig,
    exchange_hours: SecurityExchangeHours,
    offset_provider: TimeZoneOffsetProvider,
    data: BaseData,
    normalization_mode: DataNormalizationMode,
    factor: Optional[float] = None,
) -> SubscriptionData

Clones the data, computes the utc emit time and performs exchange round down behavior, storing the result in a new SubscriptionData instance

Parameters:

Name	Type	Description	Default
configuration	SubscriptionDataConfig	The subscription's configuration	required
exchange_hours	SecurityExchangeHours	The exchange hours of the security	required
offset_provider	TimeZoneOffsetProvider	The subscription's offset provider	required
data	BaseData	The data being emitted	required
normalization_mode	DataNormalizationMode	Specifies how data is normalized	required
factor	Optional[float]	price scale factor	None

Returns:

Type	Description
SubscriptionData	A new SubscriptionData containing the specified data.