QuantConnect.Data.Market.OptionChains Class Reference
Collection of OptionChain keyed by canonical option symbol More...
Inheritance diagram for QuantConnect.Data.Market.OptionChains:
Public Member Functions | |
| OptionChains () | |
| Creates a new instance of the OptionChains dictionary More... | |
| OptionChains (DateTime time) | |
| Creates a new instance of the OptionChains dictionary More... | |
 Public Member Functions inherited from QuantConnect.Data.Market.DataDictionary< OptionChain > | |
| 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... | |
| 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 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... | |
| override bool | Remove (Symbol key) |
| Removes the element with the specified key from the System.Collections.Generic.IDictionary<TKey, TValue>. More... | |
| bool | ContainsKey (Symbol key) |
| Determines whether the System.Collections.Generic.IDictionary<TKey, TValue> contains an element with the specified key. 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 Attributes | |
| PyObject | DataFrame => _dataframe.Value |
| The data frame representation of the option chains More... | |
Properties | |
| new OptionChain | this[string ticker] [get, set] |
| Gets or sets the OptionChain with the specified ticker. More... | |
| new OptionChain | this[Symbol symbol] [get, set] |
| Gets or sets the OptionChain with the specified Symbol. More... | |
| Properties inherited from QuantConnect.Data.Market.DataDictionary< OptionChain > | |
| 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... | |
Additional Inherited Members | |
| Protected Attributes inherited from QuantConnect.Data.Market.DataDictionary< OptionChain > | |
| override IEnumerable< Symbol > | GetKeys |
| 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 |
| Gets an T:System.Collections.Generic.ICollection`1 containing the values in the T:System.Collections.Generic.IDictionary`2. More... | |
Detailed Description
Collection of OptionChain keyed by canonical option symbol
Definition at line 27 of file OptionChains.cs.
Constructor & Destructor Documentation
◆ OptionChains() [1/2]
| QuantConnect.Data.Market.OptionChains.OptionChains | ( | ) |
Creates a new instance of the OptionChains dictionary
Definition at line 36 of file OptionChains.cs.
◆ OptionChains() [2/2]
| QuantConnect.Data.Market.OptionChains.OptionChains | ( | DateTime | time | ) |
Creates a new instance of the OptionChains dictionary
Definition at line 44 of file OptionChains.cs.
Member Data Documentation
◆ DataFrame
| PyObject QuantConnect.Data.Market.OptionChains.DataFrame => _dataframe.Value |
The data frame representation of the option chains
Definition at line 53 of file OptionChains.cs.
Property Documentation
◆ this[string ticker]
|
getset |
Gets or sets the OptionChain with the specified ticker.
- Returns
- The OptionChain with the specified ticker.
- Parameters
-
ticker The ticker of the element to get or set.
Wraps the base implementation to enable indexing in python algorithms due to pythonnet limitations
Definition at line 63 of file OptionChains.cs.
◆ this[Symbol symbol]
|
getset |
Gets or sets the OptionChain with the specified Symbol.
- Returns
- The OptionChain with the specified Symbol.
- Parameters
-
symbol The Symbol of the element to get or set.
Wraps the base implementation to enable indexing in python algorithms due to pythonnet limitations
Definition at line 73 of file OptionChains.cs.
The documentation for this class was generated from the following file:
- Common/Data/Market/OptionChains.cs
