Lean
$LEAN_TAG$
|
Store data both raw and adjusted and the time at which it should be synchronized More...
Public Member Functions | |
PrecalculatedSubscriptionData (SubscriptionDataConfig configuration, BaseData rawData, BaseData normalizedData, DataNormalizationMode normalizationMode, DateTime emitTimeUtc) | |
Initializes a new instance of the PrecalculatedSubscriptionData class More... | |
Public Member Functions inherited from QuantConnect.Lean.Engine.DataFeeds.SubscriptionData | |
SubscriptionData (BaseData data, DateTime emitTimeUtc) | |
Initializes a new instance of the SubscriptionData class More... | |
Properties | |
override BaseData | Data [get] |
Gets the data More... | |
Properties inherited from QuantConnect.Lean.Engine.DataFeeds.SubscriptionData | |
BaseData | _data [get, set] |
Data More... | |
DateTime | EmitTimeUtc [get] |
Gets the UTC emit time for this data More... | |
Additional Inherited Members | |
Static Public Member Functions inherited from QuantConnect.Lean.Engine.DataFeeds.SubscriptionData | |
static SubscriptionData | Create (bool dailyStrictEndTimeEnabled, SubscriptionDataConfig configuration, SecurityExchangeHours exchangeHours, TimeZoneOffsetProvider offsetProvider, BaseData data, DataNormalizationMode normalizationMode, decimal? factor=null) |
Clones the data, computes the utc emit time and performs exchange round down behavior, storing the result in a new SubscriptionData instance More... | |
Public Attributes inherited from QuantConnect.Lean.Engine.DataFeeds.SubscriptionData | |
virtual BaseData | Data => _data |
Gets the data More... | |
Store data both raw and adjusted and the time at which it should be synchronized
Definition at line 24 of file PrecalculatedSubscriptionData.cs.
QuantConnect.Lean.Engine.DataFeeds.PrecalculatedSubscriptionData.PrecalculatedSubscriptionData | ( | SubscriptionDataConfig | configuration, |
BaseData | rawData, | ||
BaseData | normalizedData, | ||
DataNormalizationMode | normalizationMode, | ||
DateTime | emitTimeUtc | ||
) |
Initializes a new instance of the PrecalculatedSubscriptionData class
configuration | The subscription's configuration |
rawData | The base data |
normalizedData | The normalized calculated based on raw data |
normalizationMode | Specifies how data is normalized |
emitTimeUtc | The emit time for the data |
Definition at line 62 of file PrecalculatedSubscriptionData.cs.
|
get |
Gets the data
Definition at line 34 of file PrecalculatedSubscriptionData.cs.