Lean
$LEAN_TAG$
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This is an implementation of IDataQueueHandler used to handle multiple live datafeeds More...
Public Member Functions | |
DataQueueHandlerManager (IAlgorithmSettings settings) | |
Creates a new instance More... | |
IEnumerator< BaseData > | Subscribe (SubscriptionDataConfig dataConfig, EventHandler newDataAvailableHandler) |
Subscribe to the specified configuration More... | |
virtual void | Unsubscribe (SubscriptionDataConfig dataConfig) |
Removes the specified configuration More... | |
void | SetJob (LiveNodePacket job) |
Sets the job we're subscribing for More... | |
void | Dispose () |
Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources. More... | |
IEnumerable< Symbol > | LookupSymbols (Symbol symbol, bool includeExpired, string securityCurrency=null) |
Method returns a collection of Symbols that are available at the data source. More... | |
bool | CanPerformSelection () |
Returns whether selection can take place or not. More... | |
Public Attributes | |
bool | HasUniverseProvider => DataHandlers.OfType<IDataQueueUniverseProvider>().Any() |
True if the composite queue handler has any IDataQueueUniverseProvider instance More... | |
bool | IsConnected => true |
Returns whether the data provider is connected More... | |
Protected Member Functions | |
virtual ITimeProvider | InitializeFrontierTimeProvider () |
Creates the frontier time provider instance More... | |
Properties | |
List< IDataQueueHandler > | DataHandlers = new() [get, set] |
Collection of data queue handles being used More... | |
Properties inherited from QuantConnect.Interfaces.IDataQueueHandler | |
bool | IsConnected [get] |
Returns whether the data provider is connected More... | |
Events | |
EventHandler< SubscriptionDataConfig > | UnsupportedConfiguration |
Event triggered when an unsupported configuration is detected More... | |
This is an implementation of IDataQueueHandler used to handle multiple live datafeeds
Definition at line 33 of file DataQueueHandlerManager.cs.
QuantConnect.Lean.Engine.DataFeeds.DataQueueHandlerManager.DataQueueHandlerManager | ( | IAlgorithmSettings | settings | ) |
Creates a new instance
Definition at line 42 of file DataQueueHandlerManager.cs.
IEnumerator<BaseData> QuantConnect.Lean.Engine.DataFeeds.DataQueueHandlerManager.Subscribe | ( | SubscriptionDataConfig | dataConfig, |
EventHandler | newDataAvailableHandler | ||
) |
Subscribe to the specified configuration
dataConfig | defines the parameters to subscribe to a data feed |
newDataAvailableHandler | handler to be fired on new data available |
Implements QuantConnect.Interfaces.IDataQueueHandler.
Definition at line 69 of file DataQueueHandlerManager.cs.
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virtual |
Removes the specified configuration
dataConfig | Subscription config to be removed |
Implements QuantConnect.Interfaces.IDataQueueHandler.
Definition at line 151 of file DataQueueHandlerManager.cs.
void QuantConnect.Lean.Engine.DataFeeds.DataQueueHandlerManager.SetJob | ( | LiveNodePacket | job | ) |
Sets the job we're subscribing for
job | Job we're subscribing for |
Implements QuantConnect.Interfaces.IDataQueueHandler.
Definition at line 170 of file DataQueueHandlerManager.cs.
void QuantConnect.Lean.Engine.DataFeeds.DataQueueHandlerManager.Dispose | ( | ) |
Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.
Definition at line 193 of file DataQueueHandlerManager.cs.
IEnumerable<Symbol> QuantConnect.Lean.Engine.DataFeeds.DataQueueHandlerManager.LookupSymbols | ( | Symbol | symbol, |
bool | includeExpired, | ||
string | securityCurrency = null |
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) |
Method returns a collection of Symbols that are available at the data source.
symbol | Symbol to lookup |
includeExpired | Include expired contracts |
securityCurrency | Expected security currency(if any) |
Implements QuantConnect.Interfaces.IDataQueueUniverseProvider.
Definition at line 208 of file DataQueueHandlerManager.cs.
bool QuantConnect.Lean.Engine.DataFeeds.DataQueueHandlerManager.CanPerformSelection | ( | ) |
Returns whether selection can take place or not.
This is useful to avoid a selection taking place during invalid times, for example IB reset times or when not connected, because if allowed selection would fail since IB isn't running and would kill the algorithm
Implements QuantConnect.Interfaces.IDataQueueUniverseProvider.
Definition at line 234 of file DataQueueHandlerManager.cs.
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protectedvirtual |
Creates the frontier time provider instance
Protected for testing purposes
Definition at line 243 of file DataQueueHandlerManager.cs.
bool QuantConnect.Lean.Engine.DataFeeds.DataQueueHandlerManager.HasUniverseProvider => DataHandlers.OfType<IDataQueueUniverseProvider>().Any() |
True if the composite queue handler has any IDataQueueUniverseProvider instance
Definition at line 56 of file DataQueueHandlerManager.cs.
bool QuantConnect.Lean.Engine.DataFeeds.DataQueueHandlerManager.IsConnected => true |
Returns whether the data provider is connected
Definition at line 188 of file DataQueueHandlerManager.cs.
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getsetprotected |
Collection of data queue handles being used
Protected for testing purposes
Definition at line 51 of file DataQueueHandlerManager.cs.
EventHandler<SubscriptionDataConfig> QuantConnect.Lean.Engine.DataFeeds.DataQueueHandlerManager.UnsupportedConfiguration |
Event triggered when an unsupported configuration is detected
Definition at line 61 of file DataQueueHandlerManager.cs.