Michael Handschuh
8c1867193b
Provides dynamic access to cached security data keyed by the type's name. For example, `security.Data.GetAll<Tick>()` would yield a list of ticks. Likewise, using the dynamic accessors, `((dynamic)security.Data).Tick` would return the same list. In C# you'll need to cast security.Data to a dynamic. In python, all C# objects are viewed as dynamic, so python can simply access `security.Data.Tick` directly. See #3620
49 lines
1.7 KiB
C#
49 lines
1.7 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System;
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using System.Collections.Generic;
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using QuantConnect.Data;
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using QuantConnect.Data.Market;
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namespace QuantConnect.Securities
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{
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/// <summary>
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/// Event args for <see cref="SecurityCache.DataStored"/> event
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/// </summary>
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public class SecurityCacheDataStoredEventArgs : EventArgs
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{
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/// <summary>
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/// The type of data that was stored, such as <see cref="TradeBar"/>
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/// </summary>
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public Type DataType { get; }
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/// <summary>
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/// The list of data points stored
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/// </summary>
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public IReadOnlyList<BaseData> Data { get; }
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/// <summary>
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/// Initializes a new instance of the <see cref="SecurityCacheDataStoredEventArgs"/> class
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/// </summary>
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/// <param name="dataType">The type of data</param>
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/// <param name="data">The list of data points</param>
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public SecurityCacheDataStoredEventArgs(Type dataType, IReadOnlyList<BaseData> data)
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{
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Data = data;
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DataType = dataType;
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}
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}
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} |