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

Store data both raw and adjusted and the time at which it should be synchronized More...

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

Detailed Description

Store data both raw and adjusted and the time at which it should be synchronized

Definition at line 24 of file PrecalculatedSubscriptionData.cs.

Constructor & Destructor Documentation

◆ PrecalculatedSubscriptionData()

QuantConnect.Lean.Engine.DataFeeds.PrecalculatedSubscriptionData.PrecalculatedSubscriptionData ( SubscriptionDataConfig  configuration,
BaseData  rawData,
BaseData  normalizedData,
DataNormalizationMode  normalizationMode,
DateTime  emitTimeUtc 
)

Initializes a new instance of the PrecalculatedSubscriptionData class

Parameters
configurationThe subscription's configuration
rawDataThe base data
normalizedDataThe normalized calculated based on raw data
normalizationModeSpecifies how data is normalized
emitTimeUtcThe emit time for the data

Definition at line 62 of file PrecalculatedSubscriptionData.cs.

Property Documentation

◆ Data

override BaseData QuantConnect.Lean.Engine.DataFeeds.PrecalculatedSubscriptionData.Data
get

Gets the data

Definition at line 34 of file PrecalculatedSubscriptionData.cs.


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