QuantConnect.ToolBox Namespace Reference

Classes
class	Bz2StreamProvider
class	ConsolidatorDataProcessor
	Provides an implementation of IDataProcessor that consolidates the data stream and forwards the consolidated data to other processors More...
class	CsvDataProcessor
	Provides an implementation of IDataProcessor that writes the incoming stream of data to a csv file. More...
class	DataProcessor
	Provides methods for creating data processor stacks More...
class	ExchangeInfoUpdater
	Base tool for pulling data from a remote source and updating existing csv file. More...
class	FactorFileGenerator
	Generates a factor file from a list of splits and dividends for a specified equity More...
class	FileStreamProvider
	Provides an implementation of IStreamProvider that just returns a file stream More...
class	FilteredDataProcessor
	Provides an implementation of IDataProcessor that filters the incoming stream of data before passing it along to the wrapped processor More...
class	GzipStreamProvider
interface	IDataProcessor
	Specifies a piece of processing that should be performed against a source file More...
class	IdentityTickAggregator
	Use IdentityDataConsolidator<T> to yield ticks unmodified into the consolidated data collection More...
interface	IExchangeInfoDownloader
	Exchange Info Downloader Interface for pulling data from a remote source. More...
interface	IStreamParser
	Represents a type capable of accepting a stream and parsing it into an enumerable of data More...
interface	IStreamProvider
	Defines how to open/close a source file More...
class	LazyStreamWriter
	This class wraps a StreamWriter so that the StreamWriter is only instantiated until WriteLine() is called. This ensures that the file the StreamWriter is writing to is only created if something is written to it. A StreamWriter will create a empty file as soon as it is instantiated. More...
class	LeanDataReader
	This class reads data directly from disk and returns the data without the data entering the Lean data enumeration stack More...
class	LeanInstrument
	Represents a single instrument as listed in the file instruments.txt More...
class	LeanParser
	Provides an implementation of IStreamParser that reads files in the lean format More...
class	OpenInterestTickAggregator
	Use OpenInterestConsolidator to consolidate open interest ticks into a specified resolution More...
class	PipeDataProcessor
	Provides an implementation of IDataProcessor that simply forwards all received data to other attached processors More...
class	Program
class	QuoteTickAggregator
	Use TickQuoteBarConsolidator to consolidate quote ticks into a specified resolution More...
class	RawFileProcessor
	Processing harness used to read files in, parse them, and process them. More...
class	StreamProvider
	Provides factor method for creating an IStreamProvider from a file name More...
class	TemporaryPathProvider
	Helper method that provides and cleans given temporary paths More...
class	TickAggregator
	Class that uses consolidators to aggregate tick data data More...
class	TradeTickAggregator
	Use TickQuoteBarConsolidator to consolidate trade ticks into a specified resolution More...
class	ZipStreamProvider
	Provides an implementation of IStreamProvider that opens zip files More...