TimeSliceFactory

QuantConnect.Lean.Engine.DataFeeds.TimeSliceFactory

TimeSliceFactory(time_zone: Any)

Bases: Object

Instance base class that will provide methods for creating new TimeSlice

Creates a new instance

Parameters:

Name	Type	Description	Default
time_zone	Any	The time zone required for computing algorithm and slice time	required

create

create(
    utc_date_time: Union[datetime, date],
    data: List[DataFeedPacket],
    changes: SecurityChanges,
    universe_data: Dictionary[Universe, BaseDataCollection],
) -> TimeSlice

Creates a new TimeSlice for the specified time using the specified data

Parameters:

Name	Type	Description	Default
utc_date_time	Union[datetime, date]	The UTC frontier date time	required
data	List[DataFeedPacket]	The data in this TimeSlice	required
changes	SecurityChanges	The new changes that are seen in this time slice as a result of universe selection	required
universe_data	Dictionary[Universe, BaseDataCollection]		required

Returns:

Type	Description
TimeSlice	A new TimeSlice containing the specified data.

create_time_pulse

create_time_pulse(
    utc_date_time: Union[datetime, date],
) -> TimeSlice

Creates a new empty TimeSlice to be used as a time pulse

Parameters:

Name	Type	Description	Default
utc_date_time	Union[datetime, date]	The UTC frontier date time	required

Returns:

Type	Description
TimeSlice	A new TimeSlice time pulse.