QuantConnect.Data.Auxiliary.LocalDiskFactorFileProvider Class Reference

Provides an implementation of IFactorFileProvider that searches the local disk More...

Inheritance diagram for QuantConnect.Data.Auxiliary.LocalDiskFactorFileProvider:

Public Member Functions
	LocalDiskFactorFileProvider ()
	Creates a new instance of the LocalDiskFactorFileProvider More...
void	Initialize (IMapFileProvider mapFileProvider, IDataProvider dataProvider)
	Initializes our FactorFileProvider by supplying our mapFileProvider and dataProvider More...
IFactorProvider	Get (Symbol symbol)
	Gets a FactorFile<T> instance for the specified symbol, or null if not found More...

Detailed Description

Provides an implementation of IFactorFileProvider that searches the local disk

Definition at line 27 of file LocalDiskFactorFileProvider.cs.

Constructor & Destructor Documentation

LocalDiskFactorFileProvider()

QuantConnect.Data.Auxiliary.LocalDiskFactorFileProvider.LocalDiskFactorFileProvider

(

)

Creates a new instance of the LocalDiskFactorFileProvider

Definition at line 36 of file LocalDiskFactorFileProvider.cs.

Member Function Documentation

Initialize()

void QuantConnect.Data.Auxiliary.LocalDiskFactorFileProvider.Initialize	(	IMapFileProvider	mapFileProvider,
		IDataProvider	dataProvider
	)

Initializes our FactorFileProvider by supplying our mapFileProvider and dataProvider

Parameters

mapFileProvider	MapFileProvider to use
dataProvider	DataProvider to use

Implements QuantConnect.Interfaces.IFactorFileProvider.

Definition at line 47 of file LocalDiskFactorFileProvider.cs.

Get()

IFactorProvider QuantConnect.Data.Auxiliary.LocalDiskFactorFileProvider.Get

(

Symbol

symbol

)

Gets a FactorFile<T> instance for the specified symbol, or null if not found

Parameters

symbol

The security's symbol whose factor file we seek

Returns

The resolved factor file, or null if not found

Implements QuantConnect.Interfaces.IFactorFileProvider.

Definition at line 58 of file LocalDiskFactorFileProvider.cs.

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The documentation for this class was generated from the following file:

• Common/Data/Auxiliary/LocalDiskFactorFileProvider.cs