Default file provider functionality that retrieves data from disc to be used in an algorithm More...

Inheritance diagram for QuantConnect.Lean.Engine.DataFeeds.DefaultDataProvider:

Public Member Functions
virtual Stream	Fetch (string key)
	Retrieves data from disc to be used in an algorithm More...

void	Dispose ()
	The stream created by this type is passed up the stack to the IStreamReader The stream is closed when the StreamReader that wraps this stream is disposed More...

Protected Member Functions
virtual void	OnNewDataRequest (DataProviderNewDataRequestEventArgs e)
	Event invocator for the NewDataRequest event More...

Events
EventHandler< DataProviderNewDataRequestEventArgs >	NewDataRequest
	Event raised each time data fetch is finished (successfully or not) More...

Events inherited from QuantConnect.Interfaces.IDataProvider
EventHandler< DataProviderNewDataRequestEventArgs >	NewDataRequest
	Event raised each time data fetch is finished (successfully or not) More...

Detailed Description

Default file provider functionality that retrieves data from disc to be used in an algorithm

Definition at line 25 of file DefaultDataProvider.cs.

Member Function Documentation

◆ Fetch()

virtual Stream QuantConnect.Lean.Engine.DataFeeds.DefaultDataProvider.Fetch ( string key )

virtual

Retrieves data from disc to be used in an algorithm

Parameters

key	A string representing where the data is stored

Returns: A Stream of the data requested

Implements QuantConnect.Interfaces.IDataProvider.

Reimplemented in QuantConnect.Lean.Engine.DataFeeds.ApiDataProvider, and QuantConnect.Lean.Engine.DataFeeds.DownloaderDataProvider.

Definition at line 37 of file DefaultDataProvider.cs.

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◆ Dispose()

void QuantConnect.Lean.Engine.DataFeeds.DefaultDataProvider.Dispose ( )

The stream created by this type is passed up the stack to the IStreamReader The stream is closed when the StreamReader that wraps this stream is disposed

Definition at line 64 of file DefaultDataProvider.cs.

◆ OnNewDataRequest()

virtual void QuantConnect.Lean.Engine.DataFeeds.DefaultDataProvider.OnNewDataRequest ( DataProviderNewDataRequestEventArgs e )

protectedvirtual

Event invocator for the NewDataRequest event

Definition at line 72 of file DefaultDataProvider.cs.

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Event Documentation

◆ NewDataRequest

EventHandler<DataProviderNewDataRequestEventArgs> QuantConnect.Lean.Engine.DataFeeds.DefaultDataProvider.NewDataRequest

Event raised each time data fetch is finished (successfully or not)

Definition at line 30 of file DefaultDataProvider.cs.

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

Engine/DataFeeds/DefaultDataProvider.cs

Public Member Functions

Protected Member Functions