Helper methods used to determine different configurations properties for a given set of SubscriptionDataConfig More...

Static Public Member Functions
static Resolution	GetHighestResolution (this IEnumerable< SubscriptionDataConfig > subscriptionDataConfigs)
	Extension method used to obtain the highest Resolution for a given set of SubscriptionDataConfig More...

static bool	IsFillForward (this IEnumerable< SubscriptionDataConfig > subscriptionDataConfigs)
	Extension method used to determine if FillForward is enabled for a given set of SubscriptionDataConfig More...

static bool	IsExtendedMarketHours (this IEnumerable< SubscriptionDataConfig > subscriptionDataConfigs)
	Extension method used to determine if ExtendedMarketHours is enabled for a given set of SubscriptionDataConfig More...

static bool	IsCustomData (this IEnumerable< SubscriptionDataConfig > subscriptionDataConfigs)
	Extension method used to determine if it is custom data for a given set of SubscriptionDataConfig More...

static DataNormalizationMode	DataNormalizationMode (this IEnumerable< SubscriptionDataConfig > subscriptionDataConfigs)
	Extension method used to determine what QuantConnect.DataNormalizationMode to use for a given set of SubscriptionDataConfig More...

static void	SetDataNormalizationMode (this IEnumerable< SubscriptionDataConfig > subscriptionDataConfigs, DataNormalizationMode mode)
	Sets the data normalization mode to be used by this set of SubscriptionDataConfig More...

static bool	TickerShouldBeMapped (this SubscriptionDataConfig config)
	Will determine if mapping should be used for this subscription configuration More...

static bool	PricesShouldBeScaled (this SubscriptionDataConfig config, bool liveMode=false)
	Will determine if price scaling should be used for this subscription configuration More...

static bool	EmitSplitsAndDividends (this SubscriptionDataConfig config)
	Will determine if splits and dividends should be used for this subscription configuration More...

static BaseData	GetBaseDataInstance (this SubscriptionDataConfig config)
	Initializes a new instance of the BaseData type defined in config with the symbol properly set More...

Detailed Description

Helper methods used to determine different configurations properties for a given set of SubscriptionDataConfig

Definition at line 26 of file SubscriptionDataConfigExtensions.cs.

Member Function Documentation

◆ GetHighestResolution()

static Resolution QuantConnect.Data.SubscriptionDataConfigExtensions.GetHighestResolution ( this IEnumerable< SubscriptionDataConfig > subscriptionDataConfigs )

static

Extension method used to obtain the highest Resolution for a given set of SubscriptionDataConfig

Parameters

subscriptionDataConfigs

Returns: The highest resolution, Resolution.Daily if there are no subscriptions

Definition at line 35 of file SubscriptionDataConfigExtensions.cs.

◆ IsFillForward()

static bool QuantConnect.Data.SubscriptionDataConfigExtensions.IsFillForward ( this IEnumerable< SubscriptionDataConfig > subscriptionDataConfigs )

static

Extension method used to determine if FillForward is enabled for a given set of SubscriptionDataConfig

Parameters

subscriptionDataConfigs

Returns: True, at least one subscription has it enabled

Definition at line 50 of file SubscriptionDataConfigExtensions.cs.

◆ IsExtendedMarketHours()

static bool QuantConnect.Data.SubscriptionDataConfigExtensions.IsExtendedMarketHours ( this IEnumerable< SubscriptionDataConfig > subscriptionDataConfigs )

static

Extension method used to determine if ExtendedMarketHours is enabled for a given set of SubscriptionDataConfig

Parameters

subscriptionDataConfigs

Returns: True, at least one subscription has it enabled

Definition at line 62 of file SubscriptionDataConfigExtensions.cs.

◆ IsCustomData()

static bool QuantConnect.Data.SubscriptionDataConfigExtensions.IsCustomData ( this IEnumerable< SubscriptionDataConfig > subscriptionDataConfigs )

static

Extension method used to determine if it is custom data for a given set of SubscriptionDataConfig

Parameters

subscriptionDataConfigs

Returns: True, at least one subscription is custom data

Definition at line 74 of file SubscriptionDataConfigExtensions.cs.

◆ DataNormalizationMode()

static DataNormalizationMode QuantConnect.Data.SubscriptionDataConfigExtensions.DataNormalizationMode ( this IEnumerable< SubscriptionDataConfig > subscriptionDataConfigs )

static

Extension method used to determine what QuantConnect.DataNormalizationMode to use for a given set of SubscriptionDataConfig

Parameters

subscriptionDataConfigs

Returns: The first DataNormalizationMode, DataNormalizationMode.Adjusted if there are no subscriptions

Definition at line 87 of file SubscriptionDataConfigExtensions.cs.

◆ SetDataNormalizationMode()

static void QuantConnect.Data.SubscriptionDataConfigExtensions.SetDataNormalizationMode	(	this IEnumerable< SubscriptionDataConfig >	subscriptionDataConfigs,
		DataNormalizationMode	mode
	)

static

Sets the data normalization mode to be used by this set of SubscriptionDataConfig

Definition at line 100 of file SubscriptionDataConfigExtensions.cs.

◆ TickerShouldBeMapped()

static bool QuantConnect.Data.SubscriptionDataConfigExtensions.TickerShouldBeMapped ( this SubscriptionDataConfig config )

static

Will determine if mapping should be used for this subscription configuration

Parameters

config The subscription data configuration we are processing

One of the objectives of this method is to normalize the 'use mapping' check and void code duplication and related issues

Returns: True if ticker should be mapped

Definition at line 117 of file SubscriptionDataConfigExtensions.cs.

◆ PricesShouldBeScaled()

static bool QuantConnect.Data.SubscriptionDataConfigExtensions.PricesShouldBeScaled	(	this SubscriptionDataConfig	config,
		bool	liveMode = `false`
	)

static

Will determine if price scaling should be used for this subscription configuration

Parameters

config The subscription data configuration we are processing

One of the objectives of this method is to normalize the 'use price scale' check and void code duplication and related issues

Parameters

liveMode True, is this is a live mode data stream

Returns: True if ticker prices should be scaled

Definition at line 132 of file SubscriptionDataConfigExtensions.cs.

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◆ EmitSplitsAndDividends()

static bool QuantConnect.Data.SubscriptionDataConfigExtensions.EmitSplitsAndDividends ( this SubscriptionDataConfig config )

static

Will determine if splits and dividends should be used for this subscription configuration

Parameters

config The subscription data configuration we are processing

Different than PricesShouldBeScaled because prices could be scale and no split and dividends really exist, like in the continuous futures case

Returns: True if this configuration requires split and divided handling

Definition at line 158 of file SubscriptionDataConfigExtensions.cs.

◆ GetBaseDataInstance()

static BaseData QuantConnect.Data.SubscriptionDataConfigExtensions.GetBaseDataInstance ( this SubscriptionDataConfig config )

static

Initializes a new instance of the BaseData type defined in config with the symbol properly set

Definition at line 166 of file SubscriptionDataConfigExtensions.cs.

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

Common/Data/SubscriptionDataConfigExtensions.cs

Static Public Member Functions

Detailed Description

Member Function Documentation

◆ GetHighestResolution()

◆ IsFillForward()

◆ IsExtendedMarketHours()

◆ IsCustomData()

◆ DataNormalizationMode()

◆ SetDataNormalizationMode()

◆ TickerShouldBeMapped()

◆ PricesShouldBeScaled()

◆ EmitSplitsAndDividends()

◆ GetBaseDataInstance()