This consolidator wires up the events on its First and Second consolidators such that data flows from the First to Second consolidator. It's output comes from the Second. More...
Public Member Functions | |
| void | Update (IBaseData data) |
| Updates this consolidator with the specified data More... | |
| void | Scan (DateTime currentLocalTime) |
| Scans this consolidator to see if it should emit a bar due to time passing More... | |
| SequentialConsolidator (IDataConsolidator first, IDataConsolidator second) | |
| Creates a new consolidator that will pump date through the first, and then the output of the first into the second. This enables 'wrapping' or 'composing' of consolidators More... | |
| void | Dispose () |
| Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources. More... | |
| void | Reset () |
| Resets the consolidator More... | |
Protected Member Functions | |
| 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... | |
Properties | |
| IDataConsolidator | First [get] |
| Gets the first consolidator to receive data More... | |
| IDataConsolidator | Second [get] |
| Gets the second consolidator that ends up receiving data produced by the first More... | |
| 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... | |
| IBaseData | WorkingData [get] |
| Gets a clone of the data being currently consolidated More... | |
| Type | InputType [get] |
| Gets the type consumed by this consolidator More... | |
| Type | OutputType [get] |
| Gets the type produced by this consolidator More... | |
 Properties inherited from QuantConnect.Data.Consolidators.IDataConsolidator | |
| 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... | |
| IBaseData | WorkingData [get] |
| Gets a clone of the data being currently consolidated More... | |
| Type | InputType [get] |
| Gets the type consumed by this consolidator More... | |
| Type | OutputType [get] |
| Gets the type produced by this consolidator More... | |
Events | |
| DataConsolidatedHandler | DataConsolidated |
| Event handler that fires when a new piece of data is produced More... | |
| Events inherited from QuantConnect.Data.Consolidators.IDataConsolidator | |
| DataConsolidatedHandler | DataConsolidated |
| Event handler that fires when a new piece of data is produced More... | |
Detailed Description
This consolidator wires up the events on its First and Second consolidators such that data flows from the First to Second consolidator. It's output comes from the Second.
Definition at line 25 of file SequentialConsolidator.cs.
Constructor & Destructor Documentation
◆ SequentialConsolidator()
| QuantConnect.Data.Consolidators.SequentialConsolidator.SequentialConsolidator | ( | IDataConsolidator | first, |
| IDataConsolidator | second | ||
| ) |
Creates a new consolidator that will pump date through the first, and then the output of the first into the second. This enables 'wrapping' or 'composing' of consolidators
- Parameters
-
first The first consolidator to receive data second The consolidator to receive first's output
Definition at line 108 of file SequentialConsolidator.cs.
Member Function Documentation
◆ Update()
| void QuantConnect.Data.Consolidators.SequentialConsolidator.Update | ( | IBaseData | data | ) |
Updates this consolidator with the specified data
- Parameters
-
data The new data for the consolidator
Implements QuantConnect.Data.Consolidators.IDataConsolidator.
Definition at line 83 of file SequentialConsolidator.cs.
◆ Scan()
| void QuantConnect.Data.Consolidators.SequentialConsolidator.Scan | ( | DateTime | currentLocalTime | ) |
Scans this consolidator to see if it should emit a bar due to time passing
- Parameters
-
currentLocalTime The current time in the local time zone (same as BaseData.Time)
Implements QuantConnect.Data.Consolidators.IDataConsolidator.
Definition at line 92 of file SequentialConsolidator.cs.
◆ OnDataConsolidated()
|
protectedvirtual |
Event invocator for the DataConsolidated event. This should be invoked by derived classes when they have consolidated a new piece of data.
- Parameters
-
consolidated The newly consolidated data
Definition at line 130 of file SequentialConsolidator.cs.
◆ Dispose()
| void QuantConnect.Data.Consolidators.SequentialConsolidator.Dispose | ( | ) |
Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.
<filterpriority>2</filterpriority>
Definition at line 138 of file SequentialConsolidator.cs.
◆ Reset()
| void QuantConnect.Data.Consolidators.SequentialConsolidator.Reset | ( | ) |
Resets the consolidator
Implements QuantConnect.Data.Consolidators.IDataConsolidator.
Definition at line 148 of file SequentialConsolidator.cs.
Property Documentation
◆ First
|
get |
Gets the first consolidator to receive data
Definition at line 31 of file SequentialConsolidator.cs.
◆ Second
|
get |
Gets the second consolidator that ends up receiving data produced by the first
Definition at line 40 of file SequentialConsolidator.cs.
◆ Consolidated
|
get |
Gets the most recently consolidated piece of data. This will be null if this consolidator has not produced any data yet.
For a SequentialConsolidator, this is the output from the 'Second' consolidator.
Definition at line 51 of file SequentialConsolidator.cs.
◆ WorkingData
|
get |
Gets a clone of the data being currently consolidated
Definition at line 59 of file SequentialConsolidator.cs.
◆ InputType
|
get |
Gets the type consumed by this consolidator
Definition at line 67 of file SequentialConsolidator.cs.
◆ OutputType
|
get |
Gets the type produced by this consolidator
Definition at line 75 of file SequentialConsolidator.cs.
Event Documentation
◆ DataConsolidated
| DataConsolidatedHandler QuantConnect.Data.Consolidators.SequentialConsolidator.DataConsolidated |
Event handler that fires when a new piece of data is produced
Definition at line 100 of file SequentialConsolidator.cs.
The documentation for this class was generated from the following file:
- Common/Data/Consolidators/SequentialConsolidator.cs
