SubscriptionDataSourceReader

QuantConnect.Lean.Engine.DataFeeds.SubscriptionDataSourceReader

Bases: Object

Provides a factory method for creating ISubscriptionDataSourceReader instances

check_remote_file_cache

check_remote_file_cache() -> None

Creates cache directory if not existing and deletes old files from the cache

for_source

for_source(
    source: SubscriptionDataSource,
    data_cache_provider: IDataCacheProvider,
    config: SubscriptionDataConfig,
    date: Union[datetime, date],
    is_live_mode: bool,
    factory: BaseData,
    data_provider: IDataProvider,
    object_store: IObjectStore,
) -> ISubscriptionDataSourceReader

Creates a new ISubscriptionDataSourceReader capable of handling the specified source

Parameters:

Name	Type	Description	Default
source	SubscriptionDataSource	The subscription data source to create a factory for	required
data_cache_provider	IDataCacheProvider	Used to cache data	required
config	SubscriptionDataConfig	The configuration of the subscription	required
date	Union[datetime, date]	The date to be processed	required
is_live_mode	bool	True for live mode, false otherwise	required
factory	BaseData	The base data instance factory	required
data_provider	IDataProvider	The data provider to use	required

Returns:

Type	Description
ISubscriptionDataSourceReader	A new ISubscriptionDataSourceReader that can read the specified source.