Implementation of the ISynchronizer interface which provides the mechanism to stream data to the algorithm More...
Public Member Functions | |
| virtual void | Initialize (IAlgorithm algorithm, IDataFeedSubscriptionManager dataFeedSubscriptionManager) |
| Initializes the instance of the Synchronizer class More... | |
| virtual IEnumerable< TimeSlice > | StreamData (CancellationToken cancellationToken) |
| Returns an enumerable which provides the data to stream to the algorithm More... | |
| virtual void | Dispose () |
| Free resources More... | |
Public Attributes | |
| virtual ITimeProvider | TimeProvider => null |
| Continuous UTC time provider, only valid for live trading see LiveSynchronizer More... | |
| ITimeProvider | FrontierTimeProvider => SubscriptionSynchronizer |
| Time provider which returns current UTC frontier time More... | |
Protected Member Functions | |
| virtual void | PostInitialize () |
| Performs additional initialization steps after algorithm initialization More... | |
| virtual ITimeProvider | GetTimeProvider () |
| Gets the ITimeProvider to use. By default this will load the RealTimeProvider for live mode, else SubscriptionFrontierTimeProvider More... | |
Properties | |
| IAlgorithm | Algorithm [get, set] |
| The algorithm instance More... | |
| IDataFeedSubscriptionManager | SubscriptionManager [get, set] |
| The subscription manager More... | |
| SubscriptionSynchronizer | SubscriptionSynchronizer [get, set] |
| The subscription synchronizer More... | |
| TimeSliceFactory | TimeSliceFactory [get, set] |
| The time slice factory More... | |
 Properties inherited from QuantConnect.Lean.Engine.DataFeeds.IDataFeedTimeProvider | |
| ITimeProvider | TimeProvider [get] |
| Continuous UTC time provider More... | |
| ITimeProvider | FrontierTimeProvider [get] |
| Time provider which returns current UTC frontier time More... | |
Detailed Description
Implementation of the ISynchronizer interface which provides the mechanism to stream data to the algorithm
Definition at line 30 of file Synchronizer.cs.
Member Function Documentation
◆ Initialize()
|
virtual |
Initializes the instance of the Synchronizer class
Reimplemented in QuantConnect.Lean.Engine.DataFeeds.LiveSynchronizer.
Definition at line 67 of file Synchronizer.cs.
◆ StreamData()
|
virtual |
Returns an enumerable which provides the data to stream to the algorithm
Implements QuantConnect.Lean.Engine.DataFeeds.ISynchronizer.
Reimplemented in QuantConnect.Lean.Engine.DataFeeds.LiveSynchronizer.
Definition at line 80 of file Synchronizer.cs.
◆ PostInitialize()
|
protectedvirtual |
Performs additional initialization steps after algorithm initialization
Reimplemented in QuantConnect.Lean.Engine.DataFeeds.LiveSynchronizer.
Definition at line 155 of file Synchronizer.cs.
◆ GetTimeProvider()
|
protectedvirtual |
Gets the ITimeProvider to use. By default this will load the RealTimeProvider for live mode, else SubscriptionFrontierTimeProvider
- Returns
- The ITimeProvider to use
Reimplemented in QuantConnect.Lean.Engine.DataFeeds.LiveSynchronizer.
Definition at line 178 of file Synchronizer.cs.
◆ Dispose()
|
virtual |
Free resources
Reimplemented in QuantConnect.Lean.Engine.DataFeeds.LiveSynchronizer.
Definition at line 218 of file Synchronizer.cs.
Member Data Documentation
◆ TimeProvider
| virtual ITimeProvider QuantConnect.Lean.Engine.DataFeeds.Synchronizer.TimeProvider => null |
Continuous UTC time provider, only valid for live trading see LiveSynchronizer
Definition at line 57 of file Synchronizer.cs.
◆ FrontierTimeProvider
| ITimeProvider QuantConnect.Lean.Engine.DataFeeds.Synchronizer.FrontierTimeProvider => SubscriptionSynchronizer |
Time provider which returns current UTC frontier time
Definition at line 62 of file Synchronizer.cs.
Property Documentation
◆ Algorithm
|
getsetprotected |
The algorithm instance
Definition at line 37 of file Synchronizer.cs.
◆ SubscriptionManager
|
getsetprotected |
The subscription manager
Definition at line 42 of file Synchronizer.cs.
◆ SubscriptionSynchronizer
|
getsetprotected |
The subscription synchronizer
Definition at line 47 of file Synchronizer.cs.
◆ TimeSliceFactory
|
getsetprotected |
The time slice factory
Definition at line 52 of file Synchronizer.cs.
The documentation for this class was generated from the following file:
- Engine/DataFeeds/Synchronizer.cs
