AggregateBar(ref OpenInterest workingBar, Tick data) | QuantConnect.Data.Consolidators.OpenInterestConsolidator | protected |
PeriodCountConsolidatorBase< Tick, OpenInterest >.AggregateBar(ref TConsolidated workingBar, T data) | QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase< Tick, OpenInterest > | protectedpure virtual |
DataConsolidated | QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase< Tick, OpenInterest > | |
FromResolution(Resolution resolution) | QuantConnect.Data.Consolidators.OpenInterestConsolidator | static |
GetRoundedBarTime(DateTime time) | QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase< Tick, OpenInterest > | protected |
GetRoundedBarTime(IBaseData inputData) | QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase< Tick, OpenInterest > | protected |
IsTimeBased | QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase< Tick, OpenInterest > | protected |
OnDataConsolidated(TConsolidated e) | QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase< Tick, OpenInterest > | protectedvirtual |
OpenInterestConsolidator(TimeSpan period) | QuantConnect.Data.Consolidators.OpenInterestConsolidator | |
OpenInterestConsolidator(int maxCount) | QuantConnect.Data.Consolidators.OpenInterestConsolidator | |
OpenInterestConsolidator(int maxCount, TimeSpan period) | QuantConnect.Data.Consolidators.OpenInterestConsolidator | |
OpenInterestConsolidator(Func< DateTime, CalendarInfo > func) | QuantConnect.Data.Consolidators.OpenInterestConsolidator | |
OpenInterestConsolidator(PyObject pyfuncobj) | QuantConnect.Data.Consolidators.OpenInterestConsolidator | |
OutputType | QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase< Tick, OpenInterest > | |
Period | QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase< Tick, OpenInterest > | protected |
PeriodCountConsolidatorBase(TimeSpan period) | QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase< Tick, OpenInterest > | protected |
PeriodCountConsolidatorBase(int maxCount) | QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase< Tick, OpenInterest > | protected |
PeriodCountConsolidatorBase(int maxCount, TimeSpan period) | QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase< Tick, OpenInterest > | protected |
PeriodCountConsolidatorBase(Func< DateTime, CalendarInfo > func) | QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase< Tick, OpenInterest > | protected |
PeriodCountConsolidatorBase(PyObject pyObject) | QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase< Tick, OpenInterest > | protected |
Scan(DateTime currentLocalTime) | QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase< Tick, OpenInterest > | |
ShouldProcess(Tick data) | QuantConnect.Data.Consolidators.OpenInterestConsolidator | protected |
PeriodCountConsolidatorBase< Tick, OpenInterest >.ShouldProcess(T data) | QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase< Tick, OpenInterest > | protectedvirtual |
Update(T data) | QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase< Tick, OpenInterest > | |
WorkingData | QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase< Tick, OpenInterest > | |