Lean
$LEAN_TAG$
|
Provides an implementation of ISubscriptionDataSourceReader that reads zip entry names More...
Public Member Functions | |
ZipEntryNameSubscriptionDataSourceReader (IDataCacheProvider dataProvider, SubscriptionDataConfig config, DateTime date, bool isLiveMode) | |
Initializes a new instance of the ZipEntryNameSubscriptionDataSourceReader class More... | |
override IEnumerable< BaseData > | Read (SubscriptionDataSource source) |
Reads the specified source More... | |
Additional Inherited Members | |
Protected Member Functions inherited from QuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader | |
BaseSubscriptionDataSourceReader (IDataCacheProvider dataCacheProvider, bool isLiveMode, IObjectStore objectStore) | |
Creates a new instance More... | |
IStreamReader | CreateStreamReader (SubscriptionDataSource subscriptionDataSource) |
Creates a new IStreamReader for the specified subscriptionDataSource More... | |
void | OnInvalidSource (SubscriptionDataSource source, Exception exception) |
Event invocator for the InvalidSource event More... | |
Properties inherited from QuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader | |
bool | IsLiveMode [get] |
True if we're in live mode, false for backtesting More... | |
IDataCacheProvider | DataCacheProvider [get] |
The data cache provider to use More... | |
IObjectStore | ObjectStore [get] |
The object store to use More... | |
Events inherited from QuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader | |
EventHandler< InvalidSourceEventArgs > | InvalidSource |
Event fired when the specified source is considered invalid, this may be from a missing file or failure to download a remote source More... | |
Events inherited from QuantConnect.Lean.Engine.DataFeeds.ISubscriptionDataSourceReader | |
EventHandler< InvalidSourceEventArgs > | InvalidSource |
Event fired when the specified source is considered invalid, this may be from a missing file or failure to download a remote source More... | |
Provides an implementation of ISubscriptionDataSourceReader that reads zip entry names
Definition at line 27 of file ZipEntryNameSubscriptionDataSourceReader.cs.
QuantConnect.Lean.Engine.DataFeeds.ZipEntryNameSubscriptionDataSourceReader.ZipEntryNameSubscriptionDataSourceReader | ( | IDataCacheProvider | dataProvider, |
SubscriptionDataConfig | config, | ||
DateTime | date, | ||
bool | isLiveMode | ||
) |
Initializes a new instance of the ZipEntryNameSubscriptionDataSourceReader class
dataProvider | Used to fetch data |
config | The subscription's configuration |
date | The date this factory was produced to read data for |
isLiveMode | True if we're in live mode, false for backtesting |
Definition at line 42 of file ZipEntryNameSubscriptionDataSourceReader.cs.
|
virtual |
Reads the specified source
source | The source to be read |
Implements QuantConnect.Lean.Engine.DataFeeds.BaseSubscriptionDataSourceReader.
Definition at line 57 of file ZipEntryNameSubscriptionDataSourceReader.cs.