Lean
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Represents the simplest DataConsolidator implementation, one that is defined by a straight pass through of the data. No projection or aggregation is performed. More...
Public Member Functions | |
override void | Update (T data) |
Updates this consolidator with the specified data More... | |
override void | Scan (DateTime currentLocalTime) |
Scans this consolidator to see if it should emit a bar due to time passing More... | |
Public Member Functions inherited from QuantConnect.Data.Consolidators.DataConsolidator< T > | |
void | Update (IBaseData data) |
Updates this consolidator with the specified data More... | |
abstract void | Update (TInput data) |
Updates this consolidator with the specified data. This method is responsible for raising the DataConsolidated event More... | |
void | Dispose () |
Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources. More... | |
Properties | |
override IBaseData? | WorkingData [get] |
Gets a clone of the data being currently consolidated More... | |
override Type | OutputType [get] |
Gets the type produced by this consolidator More... | |
Properties inherited from QuantConnect.Data.Consolidators.DataConsolidator< T > | |
IBaseData | Consolidated [get] |
Gets the most recently consolidated piece of data. This will be null if this consolidator has not produced any data yet. More... | |
abstract IBaseData | WorkingData [get] |
Gets a clone of the data being currently consolidated More... | |
Type | InputType [get] |
Gets the type consumed by this consolidator More... | |
abstract Type | OutputType [get] |
Gets the type produced by this consolidator More... | |
Additional Inherited Members | |
Protected Member Functions inherited from QuantConnect.Data.Consolidators.DataConsolidator< T > | |
virtual void | OnDataConsolidated (IBaseData consolidated) |
Event invocator for the DataConsolidated event. This should be invoked by derived classes when they have consolidated a new piece of data. More... | |
Events inherited from QuantConnect.Data.Consolidators.DataConsolidator< T > | |
DataConsolidatedHandler | DataConsolidated |
Event handler that fires when a new piece of data is produced More... | |
Represents the simplest DataConsolidator implementation, one that is defined by a straight pass through of the data. No projection or aggregation is performed.
T | The type of data |
T | : | IBaseData |
Definition at line 26 of file IdentityDataConsolidator.cs.
override void QuantConnect.Data.Consolidators.IdentityDataConsolidator< T >.Update | ( | T | data | ) |
Updates this consolidator with the specified data
data | The new data for the consolidator |
Definition at line 53 of file IdentityDataConsolidator.cs.
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virtual |
Scans this consolidator to see if it should emit a bar due to time passing
currentLocalTime | The current time in the local time zone (same as BaseData.Time) |
Implements QuantConnect.Data.Consolidators.DataConsolidator< T >.
Definition at line 66 of file IdentityDataConsolidator.cs.
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get |
Gets a clone of the data being currently consolidated
Definition at line 37 of file IdentityDataConsolidator.cs.
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get |
Gets the type produced by this consolidator
Definition at line 45 of file IdentityDataConsolidator.cs.