SubscriptionCollection

QuantConnect.Lean.Engine.DataFeeds.SubscriptionCollection

SubscriptionCollection()

Bases: Object, Iterable[Subscription]

Provides a collection for holding subscriptions.

Initializes a new instance of the SubscriptionCollection class

fill_forward_resolution_changed: _EventContainer[
    Callable[
        [Object, FillForwardResolutionChangedEvent], Any
    ],
    Any,
]

Event fired when the fill forward resolution changes

__iter__() -> Iterator[Subscription]

contains(configuration: SubscriptionDataConfig) -> bool

Checks the collection for the specified subscription configuration

Parameters:

Name	Type	Description	Default
`configuration`	`SubscriptionDataConfig`	The subscription configuration to check for	required

Returns:

Type	Description
`bool`	True if a subscription with the specified configuration is found in this collection, false otherwise.

freeze_fill_forward_resolution(freeze: bool) -> None

Will disable or enable fill forward resolution updates

get_enumerator() -> IEnumerator[Subscription]

Returns an enumerator that iterates through the collection.

Returns:

Type	Description
`IEnumerator[Subscription]`	An enumerator that can be used to iterate through the collection.

try_add(subscription: Subscription) -> bool

Attempts to add the specified subscription to the collection. If another subscription exists with the same configuration then it won't be added.

Parameters:

Name	Type	Description	Default
`subscription`	`Subscription`	The subscription to add	required

Returns:

Type	Description
`bool`	True if the subscription is successfully added, false otherwise.

try_get_value(
    configuration: SubscriptionDataConfig,
    subscription: Optional[Subscription],
) -> Tuple[bool, Subscription]

Attempts to retrieve the subscription with the specified configuration

Parameters:

Name	Type	Description	Default
`configuration`	`SubscriptionDataConfig`	The subscription's configuration	required
`subscription`	`Optional[Subscription]`	The subscription matching the configuration, null if not found	required

Returns:

Type	Description
`Tuple[bool, Subscription]`	True if the subscription is successfully retrieved, false otherwise.

try_remove(
    configuration: SubscriptionDataConfig,
    subscription: Optional[Subscription],
) -> Tuple[bool, Subscription]

Attempts to remove the subscription with the specified configuraton from the collection.

Parameters:

Name	Type	Description	Default
`configuration`	`SubscriptionDataConfig`	The configuration of the subscription to remove	required
`subscription`	`Optional[Subscription]`	The removed subscription, null if not found.	required

Returns:

Type	Description
`Tuple[bool, Subscription]`	True if the subscription is successfully removed, false otherwise.

update_and_get_fill_forward_resolution(
    configuration: SubscriptionDataConfig = None,
) -> Ref[timedelta]

Gets and updates the fill forward resolution by checking specified subscription configurations and selecting the smallest resoluton not equal to tick