This consolidator can transform a stream of BaseData instances into a stream of RenkoBar with a constant volume for each bar. More...
Public Member Functions | |
| VolumeRenkoConsolidator (decimal barSize) | |
| Initializes a new instance of the VolumeRenkoConsolidator class using the specified barSize . More... | |
| override void | Update (BaseData 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< BaseData > | |
| 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... | |
Public Attributes | |
| override IBaseData | WorkingData => _currentBar |
| Gets a clone of the data being currently consolidated More... | |
| override Type | OutputType => typeof(VolumeRenkoBar) |
| Gets VolumeRenkoBar which is the type emitted in the IDataConsolidator.DataConsolidated event. More... | |
Protected Member Functions | |
| void | OnDataConsolidated (VolumeRenkoBar consolidated) |
| Event invocator for the DataConsolidated event. This should be invoked by derived classes when they have consolidated a new piece of data. More... | |
| Protected Member Functions inherited from QuantConnect.Data.Consolidators.DataConsolidator< BaseData > | |
| 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 | |
| new EventHandler< VolumeRenkoBar > | DataConsolidated |
| Event handler that fires when a new piece of data is produced More... | |
| Events inherited from QuantConnect.Data.Consolidators.DataConsolidator< BaseData > | |
| DataConsolidatedHandler | DataConsolidated |
| Event handler that fires when a new piece of data is produced More... | |
Additional Inherited Members | |
| Properties inherited from QuantConnect.Data.Consolidators.DataConsolidator< BaseData > | |
| 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... | |
Detailed Description
This consolidator can transform a stream of BaseData instances into a stream of RenkoBar with a constant volume for each bar.
Definition at line 25 of file VolumeRenkoConsolidator.cs.
Constructor & Destructor Documentation
◆ VolumeRenkoConsolidator()
| QuantConnect.Data.Consolidators.VolumeRenkoConsolidator.VolumeRenkoConsolidator | ( | decimal | barSize | ) |
Initializes a new instance of the VolumeRenkoConsolidator class using the specified barSize .
- Parameters
-
barSize The constant volume size of each bar
Definition at line 49 of file VolumeRenkoConsolidator.cs.
Member Function Documentation
◆ Update()
| override void QuantConnect.Data.Consolidators.VolumeRenkoConsolidator.Update | ( | BaseData | data | ) |
Updates this consolidator with the specified data
- Parameters
-
data The new data for the consolidator
Definition at line 58 of file VolumeRenkoConsolidator.cs.
◆ Scan()
|
virtual |
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.DataConsolidator< BaseData >.
Definition at line 112 of file VolumeRenkoConsolidator.cs.
◆ OnDataConsolidated()
|
protected |
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 121 of file VolumeRenkoConsolidator.cs.
Member Data Documentation
◆ WorkingData
| override IBaseData QuantConnect.Data.Consolidators.VolumeRenkoConsolidator.WorkingData => _currentBar |
Gets a clone of the data being currently consolidated
Definition at line 33 of file VolumeRenkoConsolidator.cs.
◆ OutputType
| override Type QuantConnect.Data.Consolidators.VolumeRenkoConsolidator.OutputType => typeof(VolumeRenkoBar) |
Gets VolumeRenkoBar which is the type emitted in the IDataConsolidator.DataConsolidated event.
Definition at line 38 of file VolumeRenkoConsolidator.cs.
Event Documentation
◆ DataConsolidated
| new EventHandler<VolumeRenkoBar> QuantConnect.Data.Consolidators.VolumeRenkoConsolidator.DataConsolidated |
Event handler that fires when a new piece of data is produced
Definition at line 43 of file VolumeRenkoConsolidator.cs.
The documentation for this class was generated from the following file:
- Common/Data/Consolidators/VolumeRenkoConsolidator.cs
