QuantConnect.Data.Auxiliary.MappingExtensions Class Reference

Mapping extensions helper methods More...

Static Public Member Functions
static MapFile	ResolveMapFile (this IMapFileProvider mapFileProvider, SubscriptionDataConfig dataConfig)
	Helper method to resolve the mapping file to use. More...
static MapFile	ResolveMapFile (this MapFileResolver mapFileResolver, Symbol symbol, string dataType=null)
	Helper method to resolve the mapping file to use. More...
static IEnumerable< TickerDateRange >	RetrieveSymbolHistoricalDefinitionsInDateRange (this IMapFileProvider mapFileProvider, Symbol symbol, DateTime startDateTime, DateTime endDateTime)
	Some historical provider supports ancient data. In fact, the ticker could be restructured to new one. More...
static IEnumerable< SymbolDateRange >	RetrieveAllMappedSymbolInDateRange (this IMapFileProvider mapFileProvider, Symbol symbol)
	Retrieves all Symbol from map files based on specific Symbol. More...

Detailed Description

Mapping extensions helper methods

Definition at line 27 of file MappingExtensions.cs.

Member Function Documentation

ResolveMapFile() [1/2]

static MapFile QuantConnect.Data.Auxiliary.MappingExtensions.ResolveMapFile ( this IMapFileProvider  mapFileProvider, SubscriptionDataConfig  dataConfig  )

static

Helper method to resolve the mapping file to use.

This method is aware of the data type being added for SecurityType.Base to the SecurityIdentifier.Symbol value

Parameters

mapFileProvider	The map file provider
dataConfig	The configuration to fetch the map file for

Returns

The mapping file to use

Definition at line 37 of file MappingExtensions.cs.

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ResolveMapFile() [2/2]

static MapFile QuantConnect.Data.Auxiliary.MappingExtensions.ResolveMapFile ( this MapFileResolver  mapFileResolver, Symbol  symbol, string  dataType = null  )

static

Helper method to resolve the mapping file to use.

This method is aware of the data type being added for SecurityType.Base to the SecurityIdentifier.Symbol value

Parameters

mapFileResolver	The map file resolver
symbol	The symbol that we want to map
dataType	The string data type name if any

Returns

The mapping file to use

Definition at line 56 of file MappingExtensions.cs.

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RetrieveSymbolHistoricalDefinitionsInDateRange()

static IEnumerable<TickerDateRange> QuantConnect.Data.Auxiliary.MappingExtensions.RetrieveSymbolHistoricalDefinitionsInDateRange ( this IMapFileProvider  mapFileProvider, Symbol  symbol, DateTime  startDateTime, DateTime  endDateTime  )

static

Some historical provider supports ancient data. In fact, the ticker could be restructured to new one.

Parameters

mapFileProvider	Provides instances of MapFileResolver at run time
symbol	Represents a unique security identifier
startDateTime	The date since we began our search for the historical name of the symbol.
endDateTime	The end date and time of the historical data range.

Returns

An enumerable collection of tuples containing symbol ticker, start date and time, and end date and time representing the historical definitions of the symbol within the specified time range.

Exceptions

ArgumentNullException

Thrown when mapFileProvider is null.

For instances, get "GOOGL" since 2013 to 2018: It returns: { ("GOOG", 2013, 2014), ("GOOGL", 2014, 2018) }

GOOGLE: IPO: August 19, 2004 Name = GOOG then it was restructured: from "GOOG" to "GOOGL" on April 2, 2014

Definition at line 102 of file MappingExtensions.cs.

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RetrieveAllMappedSymbolInDateRange()

static IEnumerable<SymbolDateRange> QuantConnect.Data.Auxiliary.MappingExtensions.RetrieveAllMappedSymbolInDateRange ( this IMapFileProvider  mapFileProvider, Symbol  symbol  )

static

Retrieves all Symbol from map files based on specific Symbol.

Parameters

mapFileProvider	The provider for map files containing ticker data.
symbol	The symbol to get MapFileResolver and generate new Symbol.

Returns

An enumerable collection of SymbolDateRange

Exceptions

ArgumentException

Throw if mapFileProvider is null.

Definition at line 145 of file MappingExtensions.cs.

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

• Common/Data/Auxiliary/MappingExtensions.cs