C# (CSharp) QuantConnect.ToolBox ConsolidatorDataProcessor示例

示例#1

文件： IDataProcessor.cs 项目： 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;
 }

示例#2

文件： IDataProcessor.cs 项目： 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;
 }