Provides a base class for types holding base data instances keyed by symbol More...

Inheritance diagram for QuantConnect.Data.Market.DataDictionary< T >:

Public Member Functions
	DataDictionary ()
	Initializes a new instance of the QuantConnect.Data.Market.DataDictionary<T> class. More...

	DataDictionary (IEnumerable< T > data, Func< T, Symbol > keySelector)
	Initializes a new instance of the QuantConnect.Data.Market.DataDictionary<T> class using the specified data as a data source More...

	DataDictionary (DateTime time)
	Initializes a new instance of the QuantConnect.Data.Market.DataDictionary<T> class. More...

IEnumerator< KeyValuePair< Symbol, T > >	GetEnumerator ()
	Returns an enumerator that iterates through the collection. More...

void	Add (KeyValuePair< Symbol, T > item)
	Adds an item to the T:System.Collections.Generic.ICollection`1. More...

override void	Clear ()
	Removes all items from the T:System.Collections.Generic.ICollection`1. More...

bool	Contains (KeyValuePair< Symbol, T > item)
	Determines whether the T:System.Collections.Generic.ICollection`1 contains a specific value. More...

void	CopyTo (KeyValuePair< Symbol, T >[] array, int arrayIndex)
	Copies the elements of the T:System.Collections.Generic.ICollection`1 to an T:System.Array, starting at a particular T:System.Array index. More...

bool	Remove (KeyValuePair< Symbol, T > item)
	Removes the first occurrence of a specific object from the T:System.Collections.Generic.ICollection`1. More...

bool	ContainsKey (Symbol key)
	Determines whether the System.Collections.Generic.IDictionary<TKey, TValue> contains an element with the specified key. More...

void	Add (Symbol key, T value)
	Adds an element with the provided key and value to the System.Collections.Generic.IDictionary<TKey, TValue>. More...

override bool	Remove (Symbol key)
	Removes the element with the specified key from the System.Collections.Generic.IDictionary<TKey, TValue>. More...

override bool	TryGetValue (Symbol key, out T value)
	Gets the value associated with the specified key. More...

virtual T	GetValue (Symbol key)
	Gets the value associated with the specified key. More...

Public Member Functions inherited from QuantConnect.ExtendedDictionary< T >
void	clear ()
	Removes all keys and values from the IExtendedDictionary<TKey, TValue>. More...

PyDict	copy ()
	Creates a shallow copy of the IExtendedDictionary<TKey, TValue>. More...

PyDict	fromkeys (Symbol[] sequence)
	Creates a new dictionary from the given sequence of elements. More...

PyDict	fromkeys (Symbol[] sequence, T value)
	Creates a new dictionary from the given sequence of elements with a value provided by the user. More...

T	get (Symbol symbol)
	Returns the value for the specified Symbol if Symbol is in dictionary. More...

T	get (Symbol symbol, T value)
	Returns the value for the specified Symbol if Symbol is in dictionary. More...

PyList	items ()
	Returns a view object that displays a list of dictionary's (Symbol, value) tuple pairs. More...

PyTuple	popitem ()
	Returns and removes an arbitrary element (Symbol, value) pair from the dictionary. More...

T	setdefault (Symbol symbol)
	Returns the value of a Symbol (if the Symbol is in dictionary). If not, it inserts Symbol with a value to the dictionary. More...

T	setdefault (Symbol symbol, T default_value)
	Returns the value of a Symbol (if the Symbol is in dictionary). If not, it inserts Symbol with a value to the dictionary. More...

T	pop (Symbol symbol)
	Removes and returns an element from a dictionary having the given Symbol. More...

T	pop (Symbol symbol, T default_value)
	Removes and returns an element from a dictionary having the given Symbol. More...

void	update (PyObject other)
	Updates the dictionary with the elements from the another dictionary object or from an iterable of Symbol/value pairs. The update() method adds element(s) to the dictionary if the Symbol is not in the dictionary.If the Symbol is in the dictionary, it updates the Symbol with the new value. More...

PyList	keys ()
	Returns a view object that displays a list of all the Symbol objects in the dictionary More...

PyList	values ()
	Returns a view object that displays a list of all the values in the dictionary. More...

Public Member Functions inherited from QuantConnect.Interfaces.IExtendedDictionary< Symbol, T >
void	clear ()
	Removes all keys and values from the IExtendedDictionary<TKey, TValue>. More...

PyDict	copy ()
	Creates a shallow copy of the IExtendedDictionary<TKey, TValue>. More...

PyDict	fromkeys (TKey[] sequence)
	Creates a new dictionary from the given sequence of elements. More...

PyDict	fromkeys (TKey[] sequence, TValue value)
	Creates a new dictionary from the given sequence of elements with a value provided by the user. More...

TValue	get (TKey key)
	Returns the value for the specified key if key is in dictionary. More...

TValue	get (TKey key, TValue value)
	Returns the value for the specified key if key is in dictionary. More...

PyList	items ()
	Returns a view object that displays a list of dictionary's (key, value) tuple pairs. More...

PyList	keys ()
	Returns a view object that displays a list of all the keys in the dictionary More...

PyTuple	popitem ()
	Returns and removes an arbitrary element (key, value) pair from the dictionary. More...

TValue	setdefault (TKey key)
	Returns the value of a key (if the key is in dictionary). If not, it inserts key with a value to the dictionary. More...

TValue	setdefault (TKey key, TValue default_value)
	Returns the value of a key (if the key is in dictionary). If not, it inserts key with a value to the dictionary. More...

TValue	pop (TKey key)
	Removes and returns an element from a dictionary having the given key. More...

TValue	pop (TKey key, TValue default_value)
	Removes and returns an element from a dictionary having the given key. More...

void	update (PyObject other)
	Updates the dictionary with the elements from the another dictionary object or from an iterable of key/value pairs. The update() method adds element(s) to the dictionary if the key is not in the dictionary.If the key is in the dictionary, it updates the key with the new value. More...

PyList	values ()
	Returns a view object that displays a list of all the values in the dictionary. More...

Protected Attributes
override IEnumerable< Symbol >	GetKeys => Keys
	Gets an T:System.Collections.Generic.ICollection`1 containing the Symbol objects of the T:System.Collections.Generic.IDictionary`2. More...

override IEnumerable< T >	GetValues => Values
	Gets an T:System.Collections.Generic.ICollection`1 containing the values in the T:System.Collections.Generic.IDictionary`2. More...

Properties
DateTime	Time `[get, set]`
	Gets or sets the time associated with this collection of data More...

int	Count `[get]`
	Gets the number of elements contained in the T:System.Collections.Generic.ICollection`1. More...

override bool	IsReadOnly `[get]`
	Gets a value indicating whether the T:System.Collections.Generic.ICollection`1 is read-only. More...

override T	this[Symbol symbol] `[get, set]`
	Gets or sets the element with the specified key. More...

ICollection< Symbol >	Keys `[get]`
	Gets an T:System.Collections.Generic.ICollection`1 containing the keys of the T:System.Collections.Generic.IDictionary`2. More...

ICollection< T >	Values `[get]`
	Gets an T:System.Collections.Generic.ICollection`1 containing the values in the T:System.Collections.Generic.IDictionary`2. More...

Properties inherited from QuantConnect.ExtendedDictionary< T >
abstract IEnumerable< Symbol >	GetKeys `[get]`
	Gets an T:System.Collections.Generic.ICollection`1 containing the Symbol objects of the T:System.Collections.Generic.IDictionary`2. More...

abstract IEnumerable< T >	GetValues `[get]`
	Gets an T:System.Collections.Generic.ICollection`1 containing the values in the T:System.Collections.Generic.IDictionary`2. More...

virtual T	this[Symbol symbol] `[get, set]`
	Indexer method for the base dictioanry to access the objects by their symbol. More...

virtual T	this[string ticker] `[get, set]`
	Indexer method for the base dictioanry to access the objects by their symbol. More...

Additional Inherited Members
Public Attributes inherited from QuantConnect.ExtendedDictionary< T >
virtual bool	IsReadOnly => true
	Gets a value indicating whether the IDictionary object is read-only. More...

Detailed Description

Provides a base class for types holding base data instances keyed by symbol

Definition at line 25 of file DataDictionary.cs.

Constructor & Destructor Documentation

◆ DataDictionary() [1/3]

QuantConnect.Data.Market.DataDictionary< T >.DataDictionary ( )

Initializes a new instance of the QuantConnect.Data.Market.DataDictionary<T> class.

Definition at line 33 of file DataDictionary.cs.

◆ DataDictionary() [2/3]

QuantConnect.Data.Market.DataDictionary< T >.DataDictionary	(	IEnumerable< T >	data,
		Func< T, Symbol >	keySelector
	)

Initializes a new instance of the QuantConnect.Data.Market.DataDictionary<T> class using the specified data as a data source

Parameters

data	The data source for this data dictionary
keySelector	Delegate used to select a key from the value

Definition at line 43 of file DataDictionary.cs.

◆ DataDictionary() [3/3]

QuantConnect.Data.Market.DataDictionary< T >.DataDictionary ( DateTime time )

Initializes a new instance of the QuantConnect.Data.Market.DataDictionary<T> class.

Parameters

time	The time this data was emitted.

Definition at line 55 of file DataDictionary.cs.

Member Function Documentation

◆ GetEnumerator()

IEnumerator<KeyValuePair<Symbol, T> > QuantConnect.Data.Market.DataDictionary< T >.GetEnumerator ( )

Returns an enumerator that iterates through the collection.

Returns: A T:System.Collections.Generic.IEnumerator`1 that can be used to iterate through the collection.

Definition at line 74 of file DataDictionary.cs.

◆ Add() [1/2]

void QuantConnect.Data.Market.DataDictionary< T >.Add ( KeyValuePair< Symbol, T > item )

Adds an item to the T:System.Collections.Generic.ICollection`1.

Parameters

item	The object to add to the T:System.Collections.Generic.ICollection`1.

Exceptions

T:System.NotSupportedException The T:System.Collections.Generic.ICollection`1 is read-only.

Definition at line 94 of file DataDictionary.cs.

◆ Clear()

override void QuantConnect.Data.Market.DataDictionary< T >.Clear ( )

virtual

Removes all items from the T:System.Collections.Generic.ICollection`1.

Exceptions

T:System.NotSupportedException The T:System.Collections.Generic.ICollection`1 is read-only.

Reimplemented from QuantConnect.ExtendedDictionary< T >.

Definition at line 103 of file DataDictionary.cs.

◆ Contains()

bool QuantConnect.Data.Market.DataDictionary< T >.Contains ( KeyValuePair< Symbol, T > item )

Determines whether the T:System.Collections.Generic.ICollection`1 contains a specific value.

Returns: true if item is found in the T:System.Collections.Generic.ICollection`1; otherwise, false.

Parameters

item	The object to locate in the T:System.Collections.Generic.ICollection`1.

Definition at line 115 of file DataDictionary.cs.

◆ CopyTo()

void QuantConnect.Data.Market.DataDictionary< T >.CopyTo	(	KeyValuePair< Symbol, T >[]	array,
		int	arrayIndex
	)

Copies the elements of the T:System.Collections.Generic.ICollection`1 to an T:System.Array, starting at a particular T:System.Array index.

Parameters

array	The one-dimensional T:System.Array that is the destination of the elements copied from T:System.Collections.Generic.ICollection`1. The T:System.Array must have zero-based indexing.
arrayIndex	The zero-based index in array at which copying begins.

Exceptions

T:System.ArgumentNullException	array is null.
T:System.ArgumentOutOfRangeException	arrayIndex is less than 0.
T:System.ArgumentException	The number of elements in the source T:System.Collections.Generic.ICollection`1 is greater than the available space from arrayIndex to the end of the destination array .

Definition at line 124 of file DataDictionary.cs.

◆ Remove() [1/2]

bool QuantConnect.Data.Market.DataDictionary< T >.Remove ( KeyValuePair< Symbol, T > item )

Removes the first occurrence of a specific object from the T:System.Collections.Generic.ICollection`1.

Returns: true if item was successfully removed from the T:System.Collections.Generic.ICollection`1; otherwise, false. This method also returns false if item is not found in the original T:System.Collections.Generic.ICollection`1.

Parameters

item	The object to remove from the T:System.Collections.Generic.ICollection`1.

Exceptions

T:System.NotSupportedException The T:System.Collections.Generic.ICollection`1 is read-only.

Definition at line 136 of file DataDictionary.cs.

◆ ContainsKey()

bool QuantConnect.Data.Market.DataDictionary< T >.ContainsKey ( Symbol key )

Determines whether the System.Collections.Generic.IDictionary<TKey, TValue> contains an element with the specified key.

Returns: true if the System.Collections.Generic.IDictionary<TKey, TValue> contains an element with the key; otherwise, false.

Parameters

key	The key to locate in the System.Collections.Generic.IDictionary<TKey, TValue>.

Exceptions

System.ArgumentNullException key is null.

Definition at line 170 of file DataDictionary.cs.

◆ Add() [2/2]

void QuantConnect.Data.Market.DataDictionary< T >.Add	(	Symbol	key,
		T	value
	)

Adds an element with the provided key and value to the System.Collections.Generic.IDictionary<TKey, TValue>.

Parameters

key	The object to use as the key of the element to add.
value	The object to use as the value of the element to add.

Exceptions

System.ArgumentNullException	key is null.
T:System.ArgumentException	An element with the same key already exists in the T:System.Collections.Generic.IDictionary`2.
T:System.NotSupportedException	The T:System.Collections.Generic.IDictionary`2 is read-only.

Definition at line 179 of file DataDictionary.cs.

◆ Remove() [2/2]

override bool QuantConnect.Data.Market.DataDictionary< T >.Remove ( Symbol key )

virtual

Removes the element with the specified key from the System.Collections.Generic.IDictionary<TKey, TValue>.

Returns: true if the element is successfully removed; otherwise, false. This method also returns false if key was not found in the original System.Collections.Generic.IDictionary<TKey, TValue>.

Parameters

key	The key of the element to remove.

Exceptions

System.ArgumentNullException	key is null.
System.NotSupportedException	The System.Collections.Generic.IDictionary<TKey, TValue> is read-only.

Reimplemented from QuantConnect.ExtendedDictionary< T >.

Definition at line 191 of file DataDictionary.cs.

◆ TryGetValue()

override bool QuantConnect.Data.Market.DataDictionary< T >.TryGetValue	(	Symbol	key,
		out T	value
	)

virtual

Gets the value associated with the specified key.

Returns: true if the object that implements System.Collections.Generic.IDictionary<TKey, TValue> contains an element with the specified key; otherwise, false.

Parameters

key	The key whose value to get.
value	When this method returns, the value associated with the specified key, if the key is found; otherwise, the default value for the type of the value parameter. This parameter is passed uninitialized.

Exceptions

T:System.ArgumentNullException key is null.

Implements QuantConnect.ExtendedDictionary< T >.

Definition at line 203 of file DataDictionary.cs.

Here is the caller graph for this function:

◆ GetValue()

virtual T QuantConnect.Data.Market.DataDictionary< T >.GetValue ( Symbol key )

virtual

Gets the value associated with the specified key.

Parameters

key	The key whose value to get.

Returns: The value associated with the specified key, if the key is found; otherwise, the default value for the type of the T parameter.

Definition at line 280 of file DataDictionary.cs.

Member Data Documentation

◆ GetKeys

override IEnumerable<Symbol> QuantConnect.Data.Market.DataDictionary< T >.GetKeys => Keys

protected

Gets an T:System.Collections.Generic.ICollection`1 containing the Symbol objects of the T:System.Collections.Generic.IDictionary`2.

Returns: An T:System.Collections.Generic.ICollection`1 containing the Symbol objects of the object that implements T:System.Collections.Generic.IDictionary`2.

Definition at line 263 of file DataDictionary.cs.

◆ GetValues

override IEnumerable<T> QuantConnect.Data.Market.DataDictionary< T >.GetValues => Values

protected

Gets an T:System.Collections.Generic.ICollection`1 containing the values in the T:System.Collections.Generic.IDictionary`2.

Returns: An T:System.Collections.Generic.ICollection`1 containing the values in the object that implements T:System.Collections.Generic.IDictionary`2.

Definition at line 271 of file DataDictionary.cs.

Property Documentation

◆ Time

DateTime QuantConnect.Data.Market.DataDictionary< T >.Time

getset

Gets or sets the time associated with this collection of data

Definition at line 65 of file DataDictionary.cs.

◆ Count

int QuantConnect.Data.Market.DataDictionary< T >.Count

get

Gets the number of elements contained in the T:System.Collections.Generic.ICollection`1.

Returns: The number of elements contained in the T:System.Collections.Generic.ICollection`1.

Definition at line 148 of file DataDictionary.cs.

◆ IsReadOnly

override bool QuantConnect.Data.Market.DataDictionary< T >.IsReadOnly

get

Gets a value indicating whether the T:System.Collections.Generic.ICollection`1 is read-only.

Returns: true if the T:System.Collections.Generic.ICollection`1 is read-only; otherwise, false.

Definition at line 159 of file DataDictionary.cs.

◆ this[Symbol symbol]

override T QuantConnect.Data.Market.DataDictionary< T >.this[Symbol symbol]

getset

Gets or sets the element with the specified key.

Returns: The element with the specified key.

Parameters

symbol The key of the element to get or set.

Exceptions

System.ArgumentNullException	symbol is null.
System.Collections.Generic.KeyNotFoundException	The property is retrieved and symbol is not found.
System.NotSupportedException	The property is set and the System.Collections.Generic.IDictionary<TKey, TValue> is read-only.

Definition at line 219 of file DataDictionary.cs.

◆ Keys

ICollection<Symbol> QuantConnect.Data.Market.DataDictionary< T >.Keys

get

Gets an T:System.Collections.Generic.ICollection`1 containing the keys of the T:System.Collections.Generic.IDictionary`2.

Returns: An T:System.Collections.Generic.ICollection`1 containing the keys of the object that implements T:System.Collections.Generic.IDictionary`2.

Definition at line 242 of file DataDictionary.cs.

◆ Values

ICollection<T> QuantConnect.Data.Market.DataDictionary< T >.Values

get

Gets an T:System.Collections.Generic.ICollection`1 containing the values in the T:System.Collections.Generic.IDictionary`2.

Returns: An T:System.Collections.Generic.ICollection`1 containing the values in the object that implements T:System.Collections.Generic.IDictionary`2.

Definition at line 253 of file DataDictionary.cs.

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

Common/Data/Market/DataDictionary.cs

Public Member Functions

Protected Attributes

Properties

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ DataDictionary() [1/3]

◆ DataDictionary() [2/3]

◆ DataDictionary() [3/3]

Member Function Documentation

◆ GetEnumerator()

◆ Add() [1/2]

◆ Clear()

◆ Contains()

◆ CopyTo()

◆ Remove() [1/2]

◆ ContainsKey()

◆ Add() [2/2]

◆ Remove() [2/2]

◆ TryGetValue()

◆ GetValue()

Member Data Documentation

◆ GetKeys

◆ GetValues

Property Documentation

◆ Time

◆ Count

◆ IsReadOnly

◆ this[Symbol symbol]

◆ Keys

◆ Values