Lean  $LEAN_TAG$
QuantConnect.Lean.Engine.DataFeeds.DefaultDataProvider Class Reference

Default file provider functionality that retrieves data from disc to be used in an algorithm More...

Inheritance diagram for QuantConnect.Lean.Engine.DataFeeds.DefaultDataProvider:
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Public Member Functions

virtual Stream Fetch (string key)
 Retrieves data from disc to be used in an algorithm More...
 
void Dispose ()
 The stream created by this type is passed up the stack to the IStreamReader The stream is closed when the StreamReader that wraps this stream is disposed More...
 

Protected Member Functions

virtual void OnNewDataRequest (DataProviderNewDataRequestEventArgs e)
 Event invocator for the NewDataRequest event More...
 

Events

EventHandler< DataProviderNewDataRequestEventArgsNewDataRequest
 Event raised each time data fetch is finished (successfully or not) More...
 
- Events inherited from QuantConnect.Interfaces.IDataProvider
EventHandler< DataProviderNewDataRequestEventArgsNewDataRequest
 Event raised each time data fetch is finished (successfully or not) More...
 

Detailed Description

Default file provider functionality that retrieves data from disc to be used in an algorithm

Definition at line 25 of file DefaultDataProvider.cs.

Member Function Documentation

◆ Fetch()

virtual Stream QuantConnect.Lean.Engine.DataFeeds.DefaultDataProvider.Fetch ( string  key)
virtual

Retrieves data from disc to be used in an algorithm

Parameters
keyA string representing where the data is stored
Returns
A Stream of the data requested

Implements QuantConnect.Interfaces.IDataProvider.

Reimplemented in QuantConnect.Lean.Engine.DataFeeds.ApiDataProvider, and QuantConnect.Lean.Engine.DataFeeds.DownloaderDataProvider.

Definition at line 39 of file DefaultDataProvider.cs.

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◆ Dispose()

void QuantConnect.Lean.Engine.DataFeeds.DefaultDataProvider.Dispose ( )

The stream created by this type is passed up the stack to the IStreamReader The stream is closed when the StreamReader that wraps this stream is disposed

Definition at line 76 of file DefaultDataProvider.cs.

◆ OnNewDataRequest()

virtual void QuantConnect.Lean.Engine.DataFeeds.DefaultDataProvider.OnNewDataRequest ( DataProviderNewDataRequestEventArgs  e)
protectedvirtual

Event invocator for the NewDataRequest event

Definition at line 84 of file DefaultDataProvider.cs.

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Event Documentation

◆ NewDataRequest

EventHandler<DataProviderNewDataRequestEventArgs> QuantConnect.Lean.Engine.DataFeeds.DefaultDataProvider.NewDataRequest

Event raised each time data fetch is finished (successfully or not)

Definition at line 32 of file DefaultDataProvider.cs.


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