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...

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

data	The 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

currentLocalTime The 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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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 71 of file IDataConsolidator.cs.

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

Common/Data/Consolidators/IDataConsolidator.cs

Public Member Functions

Properties

Events