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QuantConnect.Data.Consolidators.IDataConsolidator Interface Reference

Represents a type capable of taking BaseData updates and firing events containing new 'consolidated' data. These types can be used to produce larger bars, or even be used to transform the data before being sent to another component. The most common usage of these types is with indicators. More...

Inheritance diagram for QuantConnect.Data.Consolidators.IDataConsolidator:
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Public Member Functions

void Update (IBaseData data)
 Updates this consolidator with the specified data More...
 
void Scan (DateTime currentLocalTime)
 Scans this consolidator to see if it should emit a bar due to time passing More...
 
void Reset ()
 Resets the consolidator More...
 

Properties

IBaseData Consolidated [get]
 Gets the most recently consolidated piece of data. This will be null if this consolidator has not produced any data yet. More...
 
IBaseData WorkingData [get]
 Gets a clone of the data being currently consolidated More...
 
Type InputType [get]
 Gets the type consumed by this consolidator More...
 
Type OutputType [get]
 Gets the type produced by this consolidator More...
 

Events

DataConsolidatedHandler DataConsolidated
 Event handler that fires when a new piece of data is produced More...
 

Detailed Description

Represents a type capable of taking BaseData updates and firing events containing new 'consolidated' data. These types can be used to produce larger bars, or even be used to transform the data before being sent to another component. The most common usage of these types is with indicators.

Definition at line 33 of file IDataConsolidator.cs.

Member Function Documentation

◆ Update()

void QuantConnect.Data.Consolidators.IDataConsolidator.Update ( IBaseData  data)

Updates this consolidator with the specified data

Parameters
dataThe new data for the consolidator

Implemented in QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T >, QuantConnect.Data.Consolidators.RenkoConsolidator< TInput >, QuantConnect.Data.Common.MarketHourAwareConsolidator, QuantConnect.Python.DataConsolidatorPythonWrapper, QuantConnect.Data.Consolidators.SequentialConsolidator, and QuantConnect.Data.Consolidators.DataConsolidator< TInput >.

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◆ Scan()

void QuantConnect.Data.Consolidators.IDataConsolidator.Scan ( DateTime  currentLocalTime)

Scans this consolidator to see if it should emit a bar due to time passing

Parameters
currentLocalTimeThe current time in the local time zone (same as BaseData.Time)

Implemented in QuantConnect.Data.Consolidators.RenkoConsolidator< TInput >, QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T >, QuantConnect.Data.Common.MarketHourAwareConsolidator, QuantConnect.Python.DataConsolidatorPythonWrapper, QuantConnect.Data.Consolidators.SequentialConsolidator, and QuantConnect.Data.Consolidators.DataConsolidator< TInput >.

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◆ Reset()

void QuantConnect.Data.Consolidators.IDataConsolidator.Reset ( )

Resets the consolidator

Implemented in QuantConnect.Data.Consolidators.RenkoConsolidator< TInput >, QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T >, QuantConnect.Data.Common.MarketHourAwareConsolidator, QuantConnect.Data.Consolidators.SequentialConsolidator, QuantConnect.Python.DataConsolidatorPythonWrapper, and QuantConnect.Data.Consolidators.DataConsolidator< TInput >.

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Property Documentation

◆ Consolidated

IBaseData QuantConnect.Data.Consolidators.IDataConsolidator.Consolidated
get

Gets the most recently consolidated piece of data. This will be null if this consolidator has not produced any data yet.

Definition at line 39 of file IDataConsolidator.cs.

◆ WorkingData

IBaseData QuantConnect.Data.Consolidators.IDataConsolidator.WorkingData
get

Gets a clone of the data being currently consolidated

Definition at line 44 of file IDataConsolidator.cs.

◆ InputType

Type QuantConnect.Data.Consolidators.IDataConsolidator.InputType
get

Gets the type consumed by this consolidator

Definition at line 49 of file IDataConsolidator.cs.

◆ OutputType

Type QuantConnect.Data.Consolidators.IDataConsolidator.OutputType
get

Gets the type produced by this consolidator

Definition at line 54 of file IDataConsolidator.cs.

Event Documentation

◆ DataConsolidated

DataConsolidatedHandler QuantConnect.Data.Consolidators.IDataConsolidator.DataConsolidated

Event handler that fires when a new piece of data is produced

Definition at line 76 of file IDataConsolidator.cs.

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