SubscriptionUtils

QuantConnect.Lean.Engine.DataFeeds.SubscriptionUtils

Bases: Object

Utilities related to data Subscription

create

create(
    request: SubscriptionRequest,
    enumerator: IEnumerator[BaseData],
    daily_strict_end_time_enabled: bool,
) -> Subscription

Creates a new Subscription which will directly consume the provided enumerator

Parameters:

Name	Type	Description	Default
request	SubscriptionRequest	The subscription data request	required
enumerator	IEnumerator[BaseData]	The data enumerator stack	required

Returns:

Type	Description
Subscription	A new subscription instance ready to consume.

create_and_schedule_worker

create_and_schedule_worker(
    request: SubscriptionRequest,
    enumerator: IEnumerator[BaseData],
    factor_file_provider: IFactorFileProvider,
    enable_price_scale: bool,
    daily_strict_end_time_enabled: bool,
) -> Subscription

Setups a new Subscription which will consume a blocking EnqueueableEnumerator{T} that will be feed by a worker task

Parameters:

Name	Type	Description	Default
request	SubscriptionRequest	The subscription data request	required
enumerator	IEnumerator[BaseData]	The data enumerator stack	required
factor_file_provider	IFactorFileProvider	The factor file provider	required
enable_price_scale	bool	Enables price factoring	required

Returns:

Type	Description
Subscription	A new subscription instance ready to consume.

schedule_enumerator

schedule_enumerator(
    symbol: Union[Symbol, str, BaseContract, Security],
    enumerator: IEnumerator[BaseData],
) -> IEnumerator[BaseData]

Setups a worker task to enumerate the given enumerator, feeding a blocking EnqueueableEnumerator{T} which is returned. Useful for enumerators which perform blocking IO, like the live warmup enumerators performing history requests, so that they run concurrently on the workers instead of sequentially driven by the consuming thread, which will only block until the next data point of each enumerator is available

Parameters:

Name	Type	Description	Default
symbol	Union[Symbol, str, BaseContract, Security]	The symbol associated with this work	required
enumerator	IEnumerator[BaseData]	The data enumerator stack to enumerate	required

Returns:

Type	Description
IEnumerator[BaseData]	A blocking enumerator providing the data.