QuantConnect.Lean.Engine.DataFeeds.Queues.FakeDataQueue Class Reference

This is an implementation of IDataQueueHandler used for testing. FakeHistoryProvider More...

Inheritance diagram for QuantConnect.Lean.Engine.DataFeeds.Queues.FakeDataQueue:

Public Member Functions
	FakeDataQueue ()
	Initializes a new instance of the FakeDataQueue class to randomly emit data for each symbol More...
	FakeDataQueue (IDataAggregator dataAggregator, int dataPointsPerSecondPerSymbol=500000)
	Initializes a new instance of the FakeDataQueue class to randomly emit data for each symbol More...
IEnumerator< BaseData >	Subscribe (SubscriptionDataConfig dataConfig, EventHandler newDataAvailableHandler)
	Subscribe to the specified configuration More...
void	SetJob (LiveNodePacket job)
	Sets the job we're subscribing for More...
void	Unsubscribe (SubscriptionDataConfig dataConfig)
	Removes the specified configuration More...
void	Dispose ()
	Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources. More...
IEnumerable< Symbol >	LookupSymbols (Symbol symbol, bool includeExpired, string securityCurrency=null)
	Method returns a collection of Symbols that are available at the data source. More...
bool	CanPerformSelection ()
	Returns whether selection can take place or not. More...

Public Attributes
bool	IsConnected => true
	Returns whether the data provider is connected More...

Properties
virtual ITimeProvider	TimeProvider = RealTimeProvider.Instance [get]
	Continuous UTC time provider More...
Properties inherited from QuantConnect.Interfaces.IDataQueueHandler
bool	IsConnected [get]
	Returns whether the data provider is connected More...

Detailed Description

This is an implementation of IDataQueueHandler used for testing. FakeHistoryProvider

Definition at line 34 of file FakeDataQueue.cs.

Constructor & Destructor Documentation

FakeDataQueue() [1/2]

QuantConnect.Lean.Engine.DataFeeds.Queues.FakeDataQueue.FakeDataQueue

(

)

Initializes a new instance of the FakeDataQueue class to randomly emit data for each symbol

Definition at line 57 of file FakeDataQueue.cs.

FakeDataQueue() [2/2]

QuantConnect.Lean.Engine.DataFeeds.Queues.FakeDataQueue.FakeDataQueue	(	IDataAggregator	dataAggregator,
		int	dataPointsPerSecondPerSymbol = 500000
	)

Initializes a new instance of the FakeDataQueue class to randomly emit data for each symbol

Definition at line 66 of file FakeDataQueue.cs.

Here is the call graph for this function:

Member Function Documentation

Subscribe()

IEnumerator<BaseData> QuantConnect.Lean.Engine.DataFeeds.Queues.FakeDataQueue.Subscribe	(	SubscriptionDataConfig	dataConfig,
		EventHandler	newDataAvailableHandler
	)

Subscribe to the specified configuration

Parameters

dataConfig	defines the parameters to subscribe to a data feed
newDataAvailableHandler	handler to be fired on new data available

Returns

The new enumerator for this subscription request

Implements QuantConnect.Interfaces.IDataQueueHandler.

Definition at line 113 of file FakeDataQueue.cs.

SetJob()

void QuantConnect.Lean.Engine.DataFeeds.Queues.FakeDataQueue.SetJob

(

LiveNodePacket

job

)

Sets the job we're subscribing for

Parameters

job	Job we're subscribing for

Implements QuantConnect.Interfaces.IDataQueueHandler.

Definition at line 125 of file FakeDataQueue.cs.

Unsubscribe()

void QuantConnect.Lean.Engine.DataFeeds.Queues.FakeDataQueue.Unsubscribe

(

SubscriptionDataConfig

dataConfig

)

Removes the specified configuration

Parameters

dataConfig

Subscription config to be removed

Implements QuantConnect.Interfaces.IDataQueueHandler.

Definition at line 133 of file FakeDataQueue.cs.

Dispose()

void QuantConnect.Lean.Engine.DataFeeds.Queues.FakeDataQueue.Dispose

(

)

Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.

Definition at line 148 of file FakeDataQueue.cs.

LookupSymbols()

IEnumerable<Symbol> QuantConnect.Lean.Engine.DataFeeds.Queues.FakeDataQueue.LookupSymbols	(	Symbol	symbol,
		bool	includeExpired,
		string	securityCurrency = null
	)

Method returns a collection of Symbols that are available at the data source.

Parameters

symbol	Symbol to lookup
includeExpired	Include expired contracts
securityCurrency	Expected security currency(if any)

Returns

Enumerable of Symbols, that are associated with the provided Symbol

Implements QuantConnect.Interfaces.IDataQueueUniverseProvider.

Definition at line 224 of file FakeDataQueue.cs.

CanPerformSelection()

bool QuantConnect.Lean.Engine.DataFeeds.Queues.FakeDataQueue.CanPerformSelection

(

)

Returns whether selection can take place or not.

This is useful to avoid a selection taking place during invalid times, for example IB reset times or when not connected, because if allowed selection would fail since IB isn't running and would kill the algorithm

Returns

True if selection can take place

Implements QuantConnect.Interfaces.IDataQueueUniverseProvider.

Definition at line 241 of file FakeDataQueue.cs.

Member Data Documentation

IsConnected

bool QuantConnect.Lean.Engine.DataFeeds.Queues.FakeDataQueue.IsConnected => true

Returns whether the data provider is connected

Returns

true if the data provider is connected

Definition at line 143 of file FakeDataQueue.cs.

Property Documentation

TimeProvider

virtual ITimeProvider QuantConnect.Lean.Engine.DataFeeds.Queues.FakeDataQueue.TimeProvider = RealTimeProvider.Instance

getprotected

Continuous UTC time provider

Definition at line 51 of file FakeDataQueue.cs.

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

• Engine/DataFeeds/Queues/FakeDataQueue.cs