Synchronizer
Bases: Object, ISynchronizer, IDataFeedTimeProvider, IDisposable
Implementation of the ISynchronizer interface which provides the mechanism to stream data to the algorithm
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.
time_provider: ITimeProvider
Continuous UTC time provider, only valid for live trading see LiveSynchronizer
frontier_time_provider: ITimeProvider
Time provider which returns current UTC frontier time
dispose() -> None
Free resources
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
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