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QuantConnect.ToolBox.ConsolidatorDataProcessor Class Reference

Provides an implementation of IDataProcessor that consolidates the data stream and forwards the consolidated data to other processors More...

Inheritance diagram for QuantConnect.ToolBox.ConsolidatorDataProcessor:
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Public Member Functions

 ConsolidatorDataProcessor (IDataProcessor destination, Func< IBaseData, IDataConsolidator > createConsolidator)
 Initializes a new instance of the ConsolidatorDataProcessor class More...
 
void Process (IBaseData data)
 Invoked for each piece of data from the source file More...
 
void Dispose ()
 Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources. More...
 

Detailed Description

Provides an implementation of IDataProcessor that consolidates the data stream and forwards the consolidated data to other processors

Definition at line 27 of file ConsolidatorDataProcessor.cs.

Constructor & Destructor Documentation

◆ ConsolidatorDataProcessor()

QuantConnect.ToolBox.ConsolidatorDataProcessor.ConsolidatorDataProcessor ( IDataProcessor  destination,
Func< IBaseData, IDataConsolidator createConsolidator 
)

Initializes a new instance of the ConsolidatorDataProcessor class

Parameters
destinationThe receiver of the consolidated data
createConsolidatorFunction used to create consolidators

Definition at line 39 of file ConsolidatorDataProcessor.cs.

Member Function Documentation

◆ Process()

void QuantConnect.ToolBox.ConsolidatorDataProcessor.Process ( IBaseData  data)

Invoked for each piece of data from the source file

Parameters
dataThe data to be processed

Implements QuantConnect.ToolBox.IDataProcessor.

Definition at line 50 of file ConsolidatorDataProcessor.cs.

◆ Dispose()

void QuantConnect.ToolBox.ConsolidatorDataProcessor.Dispose ( )

Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.

Definition at line 67 of file ConsolidatorDataProcessor.cs.


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