WeightedWorkScheduler

QuantConnect.Lean.Engine.DataFeeds.WorkScheduling.WeightedWorkScheduler

This singleton class will create a thread pool to processes work that will be prioritized based on it's weight

WORK_BATCH_SIZE: int = 50

This is the size of each work sprint

max_work_weight: int

This is the maximum size a work item can weigh, if reached, it will be ignored and not executed until its less

INSTANCE: WeightedWorkScheduler

Singleton instance

workers_count: int = ...

The quantity of workers to be used

add_single_call_for_all(action: Callable[[], Any]) -> None

Execute the given action in all workers once

queue_work(
    symbol: Union[Symbol, str, BaseContract],
    work_func: Callable[[int], bool],
    weight_func: Callable[[], int],
) -> None

Add a new work item to the queue

Parameters:

Name	Type	Description	Default
`symbol`	`Union[Symbol, str, BaseContract]`	The symbol associated with this work	required
`work_func`	`Callable[[int], bool]`	The work function to run	required
`weight_func`	`Callable[[], int]`	The weight function. Work will be sorted in ascending order based on this weight	required