QuantConnect.Lean.Engine.DataFeeds.PredicateTimeProvider Class Reference

Will generate time steps around the desired ITimeProvider Provided step evaluator should return true when the next time step is valid and time can advance More...

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

Public Member Functions
	PredicateTimeProvider (ITimeProvider underlyingTimeProvider, Func< DateTime, bool > customStepEvaluator)
	Creates a new instance More...
DateTime	GetUtcNow ()
	Gets the current utc time step More...

Detailed Description

Will generate time steps around the desired ITimeProvider Provided step evaluator should return true when the next time step is valid and time can advance

Definition at line 26 of file PredicateTimeProvider.cs.

Constructor & Destructor Documentation

PredicateTimeProvider()

QuantConnect.Lean.Engine.DataFeeds.PredicateTimeProvider.PredicateTimeProvider	(	ITimeProvider	underlyingTimeProvider,
		Func< DateTime, bool >	customStepEvaluator
	)

Creates a new instance

Parameters

underlyingTimeProvider	The timer provider instance to wrap
customStepEvaluator	Function to evaluate whether or not to advance time. Should return true if provided DateTime is a valid new next time. False will avoid time advancing

Definition at line 39 of file PredicateTimeProvider.cs.

Member Function Documentation

GetUtcNow()

DateTime QuantConnect.Lean.Engine.DataFeeds.PredicateTimeProvider.GetUtcNow

(

)

Gets the current utc time step

Implements QuantConnect.ITimeProvider.

Definition at line 49 of file PredicateTimeProvider.cs.

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

• Engine/DataFeeds/PredicateTimeProvider.cs