FakeHistoryProvider

QuantConnect.Lean.Engine.HistoricalData.FakeHistoryProvider

Bases: HistoryProviderBase

Provides FAKE implementation of IHistoryProvider used for testing. FakeDataQueue

data_point_count

data_point_count: int

Gets the total number of data points emitted by this history provider

invalid_configuration_detected

invalid_configuration_detected: _EventContainer[
    Callable[
        [Object, InvalidConfigurationDetectedEventArgs], Any
    ],
    Any,
]

Event fired when an invalid configuration has been detected

numerical_precision_limited

numerical_precision_limited: _EventContainer[
    Callable[
        [Object, NumericalPrecisionLimitedEventArgs], Any
    ],
    Any,
]

Event fired when the numerical precision in the factor file has been limited

download_failed

download_failed: _EventContainer[
    Callable[[Object, DownloadFailedEventArgs], Any], Any
]

Event fired when there was an error downloading a remote file

reader_error_detected

reader_error_detected: _EventContainer[
    Callable[[Object, ReaderErrorDetectedEventArgs], Any],
    Any,
]

Event fired when there was an error reading the data

start_date_limited

start_date_limited: _EventContainer[
    Callable[[Object, StartDateLimitedEventArgs], Any], Any
]

Event fired when the start date has been limited

get_history

get_history(
    requests: List[HistoryRequest], slice_time_zone: Any
) -> Iterable[Slice]

Gets the history for the requested securities

Parameters:

Name	Type	Description	Default
requests	List[HistoryRequest]	The historical data requests	required
slice_time_zone	Any	The time zone used when time stamping the slice instances	required

Returns:

Type	Description
Iterable[Slice]	An enumerable of the slices of data covering the span specified in each request.

initialize

initialize(
    parameters: HistoryProviderInitializeParameters,
) -> None

Initializes this history provider to work for the specified job

Parameters:

Name	Type	Description	Default
parameters	HistoryProviderInitializeParameters	The initialization parameters	required

on_download_failed

on_download_failed(e: DownloadFailedEventArgs) -> None

Event invocator for the download_failed event

This codeEntityType is protected.

Parameters:

Name	Type	Description	Default
e	DownloadFailedEventArgs	Event arguments for the download_failed event	required

on_invalid_configuration_detected

on_invalid_configuration_detected(
    e: InvalidConfigurationDetectedEventArgs,
) -> None

Event invocator for the invalid_configuration_detected event

This codeEntityType is protected.

Parameters:

Name	Type	Description	Default
e	InvalidConfigurationDetectedEventArgs	Event arguments for the invalid_configuration_detected event	required

on_numerical_precision_limited

on_numerical_precision_limited(
    e: NumericalPrecisionLimitedEventArgs,
) -> None

Event invocator for the numerical_precision_limited event

This codeEntityType is protected.

Parameters:

Name	Type	Description	Default
e	NumericalPrecisionLimitedEventArgs	Event arguments for the numerical_precision_limited event	required

on_reader_error_detected

on_reader_error_detected(
    e: ReaderErrorDetectedEventArgs,
) -> None

Event invocator for the reader_error_detected event

This codeEntityType is protected.

Parameters:

Name	Type	Description	Default
e	ReaderErrorDetectedEventArgs	Event arguments for the reader_error_detected event	required

on_start_date_limited

on_start_date_limited(e: StartDateLimitedEventArgs) -> None

Event invocator for the start_date_limited event

This codeEntityType is protected.

Parameters:

Name	Type	Description	Default
e	StartDateLimitedEventArgs	Event arguments for the start_date_limited event	required