Provides historical data to an algorithm at runtime More...
Public Member Functions | |
| void | Initialize (HistoryProviderInitializeParameters parameters) |
| Initializes this history provider to work for the specified job More... | |
| IEnumerable< Slice > | GetHistory (IEnumerable< HistoryRequest > requests, DateTimeZone sliceTimeZone) |
| Gets the history for the requested securities More... | |
Properties | |
| int | DataPointCount [get] |
| Gets the total number of data points emitted by this history provider More... | |
Additional Inherited Members | |
 Events inherited from QuantConnect.Interfaces.IDataProviderEvents | |
| EventHandler< InvalidConfigurationDetectedEventArgs > | InvalidConfigurationDetected |
| Event fired when an invalid configuration has been detected More... | |
| EventHandler< NumericalPrecisionLimitedEventArgs > | NumericalPrecisionLimited |
| Event fired when the numerical precision in the factor file has been limited More... | |
| EventHandler< DownloadFailedEventArgs > | DownloadFailed |
| Event fired when there was an error downloading a remote file More... | |
| EventHandler< ReaderErrorDetectedEventArgs > | ReaderErrorDetected |
| Event fired when there was an error reading the data More... | |
| EventHandler< StartDateLimitedEventArgs > | StartDateLimited |
| Event fired when the start date has been limited More... | |
Detailed Description
Provides historical data to an algorithm at runtime
Definition at line 28 of file IHistoryProvider.cs.
Member Function Documentation
◆ Initialize()
| void QuantConnect.Interfaces.IHistoryProvider.Initialize | ( | HistoryProviderInitializeParameters | parameters | ) |
Initializes this history provider to work for the specified job
- Parameters
-
parameters The initialization parameters
Implemented in QuantConnect.Lean.Engine.HistoricalData.HistoryProviderManager, QuantConnect.Data.HistoryProviderBase, QuantConnect.Lean.Engine.HistoricalData.SubscriptionDataReaderHistoryProvider, QuantConnect.Lean.Engine.HistoricalData.SineHistoryProvider, QuantConnect.Lean.Engine.HistoricalData.BrokerageHistoryProvider, and QuantConnect.Lean.Engine.HistoricalData.FakeHistoryProvider.
◆ GetHistory()
| IEnumerable<Slice> QuantConnect.Interfaces.IHistoryProvider.GetHistory | ( | IEnumerable< HistoryRequest > | requests, |
| DateTimeZone | sliceTimeZone | ||
| ) |
Gets the history for the requested securities
- Parameters
-
requests The historical data requests sliceTimeZone The time zone used when time stamping the slice instances
- Returns
- An enumerable of the slices of data covering the span specified in each request
Implemented in QuantConnect.Lean.Engine.HistoricalData.HistoryProviderManager, QuantConnect.Lean.Engine.HistoricalData.SubscriptionDataReaderHistoryProvider, QuantConnect.Data.HistoryProviderBase, QuantConnect.Lean.Engine.HistoricalData.BrokerageHistoryProvider, QuantConnect.Lean.Engine.HistoricalData.SineHistoryProvider, and QuantConnect.Lean.Engine.HistoricalData.FakeHistoryProvider.
Property Documentation
◆ DataPointCount
|
get |
Gets the total number of data points emitted by this history provider
Definition at line 33 of file IHistoryProvider.cs.
The documentation for this interface was generated from the following file:
- Common/Interfaces/IHistoryProvider.cs
