PythonConsolidator

QuantConnect.Python.PythonConsolidator

Bases: Object, IDataConsolidator

Provides a base class for python consolidators, necessary to use event handler.

consolidated: IBaseData

Gets the most recently consolidated piece of data. This will be null if this consolidator has not produced any data yet.

working_data: IBaseData

Gets a clone of the data being currently consolidated

input_type: Type

Gets the type consumed by this consolidator

output_type: Type

Gets the type produced by this consolidator

data_consolidated: _EventContainer[
    Callable[[Object, IBaseData], Any], Any
]

Event handler that fires when a new piece of data is produced

dispose() -> None

on_data_consolidated(
    consolidator: Any, data: IBaseData
) -> None

Function to invoke the event handler

Parameters:

Name	Type	Description	Default
`consolidator`	`Any`	Reference to the consolidator itself	required
`data`	`IBaseData`	The finished data from the consolidator	required

reset() -> None

Resets the consolidator

scan(current_local_time: Union[datetime, date]) -> None

Scans this consolidator to see if it should emit a bar due to time passing

Parameters:

Name	Type	Description	Default
`current_local_time`	`Union[datetime, date]`	The current time in the local time zone (same as BaseData.time)	required

update(data: IBaseData) -> None

Updates this consolidator with the specified data

Parameters:

Name	Type	Description	Default
`data`	`IBaseData`	The new data for the consolidator	required