Provides methods for reading factor file zips More...

Static Public Member Functions
static string	GetRelativeFactorFilePath (string market, SecurityType securityType)
	Constructs the factor file path for the specified market and security type More...

static string	GetFactorFileZipFileName (string market, DateTime date, SecurityType securityType)
	Gets the factor file zip filename for the specified date More...

static IEnumerable< KeyValuePair< Symbol, IFactorProvider > >	ReadFactorFileZip (Stream file, MapFileResolver mapFileResolver, string market, SecurityType securityType)
	Reads the zip bytes as text and parses as FactorFileRows to create FactorFiles More...

Detailed Description

Provides methods for reading factor file zips

Definition at line 27 of file FactorFileZipHelper.cs.

Member Function Documentation

static string QuantConnect.Data.Auxiliary.FactorFileZipHelper.GetRelativeFactorFilePath	(	string	market,
		SecurityType	securityType
	)

static

Constructs the factor file path for the specified market and security type

Parameters

market	The market this symbol belongs to
securityType	The security type

Definition at line 35 of file FactorFileZipHelper.cs.

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static string QuantConnect.Data.Auxiliary.FactorFileZipHelper.GetFactorFileZipFileName	(	string	market,
		DateTime	date,
		SecurityType	securityType
	)

static

Gets the factor file zip filename for the specified date

Definition at line 43 of file FactorFileZipHelper.cs.

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static IEnumerable<KeyValuePair<Symbol, IFactorProvider> > QuantConnect.Data.Auxiliary.FactorFileZipHelper.ReadFactorFileZip	(	Stream	file,
		MapFileResolver	mapFileResolver,
		string	market,
		SecurityType	securityType
	)

static

Reads the zip bytes as text and parses as FactorFileRows to create FactorFiles

Definition at line 51 of file FactorFileZipHelper.cs.

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