Collection of TradeBars to create a data type for generic data handler: More...

Inheritance diagram for QuantConnect.Data.Market.TradeBars:

Public Member Functions
	TradeBars ()
	Creates a new instance of the TradeBars dictionary More...

	TradeBars (DateTime frontier)
	Creates a new instance of the TradeBars dictionary More...

Public Member Functions inherited from QuantConnect.Data.Market.DataDictionary< TradeBar >
	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...

Properties
new TradeBar	this[string ticker] `[get, set]`
	Gets or sets the TradeBar with the specified ticker. More...

new TradeBar	this[Symbol symbol] `[get, set]`
	Gets or sets the TradeBar with the specified Symbol. More...

Properties inherited from QuantConnect.Data.Market.DataDictionary< TradeBar >
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< TradeBar >
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 TradeBars to create a data type for generic data handler:

Definition at line 23 of file TradeBars.cs.

Constructor & Destructor Documentation

◆ TradeBars() [1/2]

QuantConnect.Data.Market.TradeBars.TradeBars ( )

Creates a new instance of the TradeBars dictionary

Definition at line 28 of file TradeBars.cs.

◆ TradeBars() [2/2]

QuantConnect.Data.Market.TradeBars.TradeBars ( DateTime frontier )

Creates a new instance of the TradeBars dictionary

Parameters

frontier The time associated with the data in this dictionary

Definition at line 36 of file TradeBars.cs.

Property Documentation

◆ this[string ticker]

new TradeBar QuantConnect.Data.Market.TradeBars.this[string ticker]

getset

Gets or sets the TradeBar with the specified ticker.

Returns: The TradeBar 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 49 of file TradeBars.cs.

◆ this[Symbol symbol]

new TradeBar QuantConnect.Data.Market.TradeBars.this[Symbol symbol]

getset

Gets or sets the TradeBar with the specified Symbol.

Returns: The TradeBar 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 59 of file TradeBars.cs.

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

Common/Data/Market/TradeBars.cs

Public Member Functions

Properties

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ TradeBars() [1/2]

◆ TradeBars() [2/2]

Property Documentation

◆ this[string ticker]

◆ this[Symbol symbol]