C# (CSharp) QuantConnect.ToolBox ConsolidatorDataProcessorの例

コード例 #1

ファイル: IDataProcessor.cs プロジェクト: xuover/Lean

 private static PipeDataProcessor AddResolution(string dataDirectory, TickType tickType, PipeDataProcessor root, Resolution resolution, bool sourceIsTick)
 {
     var second = new CsvDataProcessor(dataDirectory, resolution, tickType);
     var secondRoot = new PipeDataProcessor(second);
     var aggregator = new ConsolidatorDataProcessor(secondRoot, data => CreateConsolidator(resolution, tickType, data, sourceIsTick));
     root.PipeTo(aggregator);
     return secondRoot;
 }

コード例 #2

ファイル: IDataProcessor.cs プロジェクト: kaffeebrauer/Lean

 private static PipeDataProcessor AddResolution(string dataDirectory, TickType tickType, PipeDataProcessor root, Resolution resolution, bool sourceIsTick)
 {
     var second = new CsvDataProcessor(dataDirectory, resolution, tickType);
     var secondRoot = new PipeDataProcessor(second);
     var aggregator = new ConsolidatorDataProcessor(secondRoot, data => CreateConsolidator(resolution, tickType, data, sourceIsTick));
     root.PipeTo(aggregator);
     return secondRoot;
 }