Lean
$LEAN_TAG$
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Provides a base class for python consolidators, necessary to use event handler. More...
Public Member Functions | |
void | OnDataConsolidated (PyObject consolidator, IBaseData data) |
Function to invoke the event handler More... | |
virtual void | Reset () |
Resets the consolidator More... | |
Events | |
DataConsolidatedHandler | DataConsolidated |
Event handler that fires when a new piece of data is produced More... | |
Provides a base class for python consolidators, necessary to use event handler.
Definition at line 25 of file PythonConsolidator.cs.
void QuantConnect.Python.PythonConsolidator.OnDataConsolidated | ( | PyObject | consolidator, |
IBaseData | data | ||
) |
Function to invoke the event handler
consolidator | Reference to the consolidator itself |
data | The finished data from the consolidator |
Definition at line 37 of file PythonConsolidator.cs.
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virtual |
Resets the consolidator
Definition at line 45 of file PythonConsolidator.cs.
DataConsolidatedHandler QuantConnect.Python.PythonConsolidator.DataConsolidated |
Event handler that fires when a new piece of data is produced
Definition at line 30 of file PythonConsolidator.cs.