Lean
$LEAN_TAG$
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AlgorithmSubscriptionManager interface will manage the subscriptions for the SubscriptionManager More...
Public Member Functions | |
int | SubscriptionManagerCount () |
Returns the amount of data config subscriptions processed for the SubscriptionManager More... | |
Public Member Functions inherited from QuantConnect.Interfaces.ISubscriptionDataConfigService | |
SubscriptionDataConfig | Add (Type dataType, Symbol symbol, Resolution? resolution=null, bool fillForward=true, bool extendedMarketHours=false, bool isFilteredSubscription=true, bool isInternalFeed=false, bool isCustomData=false, DataNormalizationMode dataNormalizationMode=DataNormalizationMode.Adjusted, DataMappingMode dataMappingMode=DataMappingMode.OpenInterest, uint contractDepthOffset=0) |
Creates and adds a list of SubscriptionDataConfig for a given symbol and configuration. Can optionally pass in desired subscription data type to use. If the config already existed will return existing instance instead More... | |
List< SubscriptionDataConfig > | Add (Symbol symbol, Resolution? resolution=null, bool fillForward=true, bool extendedMarketHours=false, bool isFilteredSubscription=true, bool isInternalFeed=false, bool isCustomData=false, List< Tuple< Type, TickType >> subscriptionDataTypes=null, DataNormalizationMode dataNormalizationMode=DataNormalizationMode.Adjusted, DataMappingMode dataMappingMode=DataMappingMode.OpenInterest, uint contractDepthOffset=0) |
Creates and adds a list of SubscriptionDataConfig for a given symbol and configuration. Can optionally pass in desired subscription data types to use. If the config already existed will return existing instance instead More... | |
List< Tuple< Type, TickType > > | LookupSubscriptionConfigDataTypes (SecurityType symbolSecurityType, Resolution resolution, bool isCanonical) |
Get the data feed types for a given SecurityType Resolution More... | |
Public Member Functions inherited from QuantConnect.Interfaces.ISubscriptionDataConfigProvider | |
List< SubscriptionDataConfig > | GetSubscriptionDataConfigs (Symbol symbol=null, bool includeInternalConfigs=false) |
Gets a list of all registered SubscriptionDataConfig for a given Symbol if any else will return the whole list of subscriptions More... | |
Properties | |
IEnumerable< SubscriptionDataConfig > | SubscriptionManagerSubscriptions [get] |
Gets all the current data config subscriptions that are being processed for the SubscriptionManager More... | |
Properties inherited from QuantConnect.Interfaces.ISubscriptionDataConfigService | |
Dictionary< SecurityType, List< TickType > > | AvailableDataTypes [get] |
Gets the available data types More... | |
AlgorithmSubscriptionManager interface will manage the subscriptions for the SubscriptionManager
Definition at line 25 of file IAlgorithmSubscriptionManager.cs.
int QuantConnect.Interfaces.IAlgorithmSubscriptionManager.SubscriptionManagerCount | ( | ) |
Returns the amount of data config subscriptions processed for the SubscriptionManager
Implemented in QuantConnect.Lean.Engine.DataFeeds.DataManager.
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get |
Gets all the current data config subscriptions that are being processed for the SubscriptionManager
Definition at line 30 of file IAlgorithmSubscriptionManager.cs.