QuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader Class Reference

A base class for implementations of the ISubscriptionDataSourceReader More...

Inheritance diagram for QuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader:

Public Member Functions
abstract IEnumerable< BaseData >	Read (SubscriptionDataSource source)
	Reads the specified source More...

Protected Member Functions
	BaseSubscriptionDataSourceReader (IDataCacheProvider dataCacheProvider, bool isLiveMode, IObjectStore objectStore)
	Creates a new instance More...
IStreamReader	CreateStreamReader (SubscriptionDataSource subscriptionDataSource)
	Creates a new IStreamReader for the specified subscriptionDataSource More...
void	OnInvalidSource (SubscriptionDataSource source, Exception exception)
	Event invocator for the InvalidSource event More...

Properties
bool	IsLiveMode [get]
	True if we're in live mode, false for backtesting More...
IDataCacheProvider	DataCacheProvider [get]
	The data cache provider to use More...
IObjectStore	ObjectStore [get]
	The object store to use More...

Events
EventHandler< InvalidSourceEventArgs >	InvalidSource
	Event fired when the specified source is considered invalid, this may be from a missing file or failure to download a remote source More...
Events inherited from QuantConnect.Lean.Engine.DataFeeds.ISubscriptionDataSourceReader
EventHandler< InvalidSourceEventArgs >	InvalidSource
	Event fired when the specified source is considered invalid, this may be from a missing file or failure to download a remote source More...

Detailed Description

A base class for implementations of the ISubscriptionDataSourceReader

Definition at line 29 of file BaseSubscriptionDataSourceReader.cs.

Constructor & Destructor Documentation

BaseSubscriptionDataSourceReader()

QuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader.BaseSubscriptionDataSourceReader ( IDataCacheProvider  dataCacheProvider, bool  isLiveMode, IObjectStore  objectStore  )

protected

Creates a new instance

Definition at line 55 of file BaseSubscriptionDataSourceReader.cs.

Member Function Documentation

Read()

abstract IEnumerable<BaseData> QuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader.Read ( SubscriptionDataSource  source )

pure virtual

Reads the specified source

Parameters

source

The source to be read

Returns

An IEnumerable<BaseData> that contains the data in the source

Implements QuantConnect.Lean.Engine.DataFeeds.ISubscriptionDataSourceReader.

Implemented in QuantConnect.Lean.Engine.DataFeeds.TextSubscriptionDataSourceReader, QuantConnect.Lean.Engine.DataFeeds.IndexSubscriptionDataSourceReader, QuantConnect.Lean.Engine.DataFeeds.CollectionSubscriptionDataSourceReader, QuantConnect.Lean.Engine.DataFeeds.ZipEntryNameSubscriptionDataSourceReader, and QuantConnect.Lean.Engine.DataFeeds.BaseDataCollectionAggregatorReader.

CreateStreamReader()

IStreamReader QuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader.CreateStreamReader ( SubscriptionDataSource  subscriptionDataSource )

protected

Creates a new IStreamReader for the specified subscriptionDataSource

Parameters

subscriptionDataSource

The source to produce an IStreamReader for

Returns

A new instance of IStreamReader to read the source, or null if there was an error

Definition at line 74 of file BaseSubscriptionDataSourceReader.cs.

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OnInvalidSource()

void QuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader.OnInvalidSource ( SubscriptionDataSource  source, Exception  exception  )

protected

Event invocator for the InvalidSource event

Parameters

source	The SubscriptionDataSource that was invalid
exception	The exception if one was raised, otherwise null

Definition at line 120 of file BaseSubscriptionDataSourceReader.cs.

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Property Documentation

IsLiveMode

bool QuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader.IsLiveMode

getprotected

True if we're in live mode, false for backtesting

Definition at line 34 of file BaseSubscriptionDataSourceReader.cs.

DataCacheProvider

IDataCacheProvider QuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader.DataCacheProvider

getprotected

The data cache provider to use

Definition at line 39 of file BaseSubscriptionDataSourceReader.cs.

ObjectStore

IObjectStore QuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader.ObjectStore

getprotected

The object store to use

Definition at line 44 of file BaseSubscriptionDataSourceReader.cs.

Event Documentation

InvalidSource

EventHandler<InvalidSourceEventArgs> QuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader.InvalidSource

Event fired when the specified source is considered invalid, this may be from a missing file or failure to download a remote source

Definition at line 50 of file BaseSubscriptionDataSourceReader.cs.

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

• Engine/DataFeeds/BaseSubscriptionDataSourceReader.cs