Lean
$LEAN_TAG$
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Provides a collection for holding subscriptions. More...
Public Member Functions | |
SubscriptionCollection () | |
Initializes a new instance of the SubscriptionCollection class More... | |
bool | Contains (SubscriptionDataConfig configuration) |
Checks the collection for the specified subscription configuration More... | |
bool | TryAdd (Subscription subscription) |
Attempts to add the specified subscription to the collection. If another subscription exists with the same configuration then it won't be added. More... | |
bool | TryGetValue (SubscriptionDataConfig configuration, out Subscription subscription) |
Attempts to retrieve the subscription with the specified configuration More... | |
bool | TryRemove (SubscriptionDataConfig configuration, out Subscription subscription) |
Attempts to remove the subscription with the specified configuraton from the collection. More... | |
IEnumerator< Subscription > | GetEnumerator () |
Returns an enumerator that iterates through the collection. More... | |
Ref< TimeSpan > | UpdateAndGetFillForwardResolution (SubscriptionDataConfig configuration=null) |
Gets and updates the fill forward resolution by checking specified subscription configurations and selecting the smallest resoluton not equal to tick More... | |
void | FreezeFillForwardResolution (bool freeze) |
Will disable or enable fill forward resolution updates More... | |
Events | |
EventHandler< FillForwardResolutionChangedEvent > | FillForwardResolutionChanged |
Event fired when the fill forward resolution changes More... | |
Provides a collection for holding subscriptions.
Definition at line 30 of file SubscriptionCollection.cs.
QuantConnect.Lean.Engine.DataFeeds.SubscriptionCollection.SubscriptionCollection | ( | ) |
Initializes a new instance of the SubscriptionCollection class
Definition at line 49 of file SubscriptionCollection.cs.
bool QuantConnect.Lean.Engine.DataFeeds.SubscriptionCollection.Contains | ( | SubscriptionDataConfig | configuration | ) |
Checks the collection for the specified subscription configuration
configuration | The subscription configuration to check for |
Definition at line 62 of file SubscriptionCollection.cs.
bool QuantConnect.Lean.Engine.DataFeeds.SubscriptionCollection.TryAdd | ( | Subscription | subscription | ) |
Attempts to add the specified subscription to the collection. If another subscription exists with the same configuration then it won't be added.
subscription | The subscription to add |
Definition at line 73 of file SubscriptionCollection.cs.
bool QuantConnect.Lean.Engine.DataFeeds.SubscriptionCollection.TryGetValue | ( | SubscriptionDataConfig | configuration, |
out Subscription | subscription | ||
) |
Attempts to retrieve the subscription with the specified configuration
configuration | The subscription's configuration |
subscription | The subscription matching the configuration, null if not found |
Definition at line 90 of file SubscriptionCollection.cs.
bool QuantConnect.Lean.Engine.DataFeeds.SubscriptionCollection.TryRemove | ( | SubscriptionDataConfig | configuration, |
out Subscription | subscription | ||
) |
Attempts to remove the subscription with the specified configuraton from the collection.
configuration | The configuration of the subscription to remove |
subscription | The removed subscription, null if not found. |
Definition at line 101 of file SubscriptionCollection.cs.
IEnumerator<Subscription> QuantConnect.Lean.Engine.DataFeeds.SubscriptionCollection.GetEnumerator | ( | ) |
Returns an enumerator that iterates through the collection.
Definition at line 123 of file SubscriptionCollection.cs.
Ref<TimeSpan> QuantConnect.Lean.Engine.DataFeeds.SubscriptionCollection.UpdateAndGetFillForwardResolution | ( | SubscriptionDataConfig | configuration = null | ) |
Gets and updates the fill forward resolution by checking specified subscription configurations and selecting the smallest resoluton not equal to tick
Definition at line 144 of file SubscriptionCollection.cs.
void QuantConnect.Lean.Engine.DataFeeds.SubscriptionCollection.FreezeFillForwardResolution | ( | bool | freeze | ) |
Will disable or enable fill forward resolution updates
Definition at line 156 of file SubscriptionCollection.cs.
EventHandler<FillForwardResolutionChangedEvent> QuantConnect.Lean.Engine.DataFeeds.SubscriptionCollection.FillForwardResolutionChanged |
Event fired when the fill forward resolution changes
Definition at line 44 of file SubscriptionCollection.cs.