Lean
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Provides an implementation of IDataProcessor that consolidates the data stream and forwards the consolidated data to other processors More...
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... | |
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.
QuantConnect.ToolBox.ConsolidatorDataProcessor.ConsolidatorDataProcessor | ( | IDataProcessor | destination, |
Func< IBaseData, IDataConsolidator > | createConsolidator | ||
) |
Initializes a new instance of the ConsolidatorDataProcessor class
destination | The receiver of the consolidated data |
createConsolidator | Function used to create consolidators |
Definition at line 39 of file ConsolidatorDataProcessor.cs.
void QuantConnect.ToolBox.ConsolidatorDataProcessor.Process | ( | IBaseData | data | ) |
Invoked for each piece of data from the source file
data | The data to be processed |
Implements QuantConnect.ToolBox.IDataProcessor.
Definition at line 50 of file ConsolidatorDataProcessor.cs.
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.