Lean
$LEAN_TAG$
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Coarse fundamental with setters More...
Public Attributes | |
override double | DollarVolume => DollarVolumeSetter |
Gets the day's dollar volume for this symbol More... | |
override long | Volume => VolumeSetter |
Gets the day's total volume More... | |
override bool | HasFundamentalData => HasFundamentalDataSetter |
Returns whether the symbol has fundamental data for the given date More... | |
override decimal | PriceFactor => PriceFactorSetter |
Gets the price factor for the given date More... | |
override decimal | SplitFactor => SplitFactorSetter |
Gets the split factor for the given date More... | |
Public Attributes inherited from QuantConnect.Data.UniverseSelection.CoarseFundamental | |
string | Market => Symbol.ID.Market |
Gets the market for this symbol More... | |
decimal | PriceScaleFactor => PriceFactor * SplitFactor |
Gets the combined factor used to create adjusted prices from raw prices More... | |
decimal | AdjustedPrice => Price * PriceScaleFactor |
Gets the split and dividend adjusted price More... | |
override decimal | Price => Value |
Gets the raw price More... | |
Public Attributes inherited from QuantConnect.Data.BaseData | |
virtual decimal | Price => Value |
As this is a backtesting platform we'll provide an alias of value as price. More... | |
Properties | |
long | VolumeSetter [get] |
Property to set the volume of the Coarse Fundamental More... | |
double | DollarVolumeSetter [get] |
Property to set the dollar volume of the Coarse Fundamental More... | |
decimal | PriceFactorSetter = 1 [get, set] |
Property to set the price factor of the Coarse Fundamental More... | |
decimal | SplitFactorSetter = 1 [get, set] |
Property to set the split factor of the Coarse Fundamental More... | |
bool | HasFundamentalDataSetter [get, set] |
Property to indicate if the Coarse Fundamental has fundamental data More... | |
Properties inherited from QuantConnect.Data.UniverseSelection.CoarseFundamental | |
virtual double | DollarVolume [get] |
Gets the day's dollar volume for this symbol More... | |
virtual long | Volume [get] |
Gets the day's total volume More... | |
virtual bool | HasFundamentalData [get] |
Returns whether the symbol has fundamental data for the given date More... | |
virtual decimal | PriceFactor = 1 [get] |
Gets the price factor for the given date More... | |
virtual decimal | SplitFactor = 1 [get] |
Gets the split factor for the given date More... | |
override DateTime | EndTime [get, set] |
The end time of this data. More... | |
Properties inherited from QuantConnect.Data.BaseData | |
MarketDataType | DataType = MarketDataType.Base [get, set] |
Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC. More... | |
bool | IsFillForward [get] |
True if this is a fill forward piece of data More... | |
DateTime | Time [get, set] |
Current time marker of this data packet. More... | |
virtual DateTime | EndTime [get, set] |
The end time of this data. Some data covers spans (trade bars) and as such we want to know the entire time span covered More... | |
Symbol | Symbol = Symbol.Empty [get, set] |
Symbol representation for underlying Security More... | |
virtual decimal | Value [get, set] |
Value representation of this data packet. All data requires a representative value for this moment in time. For streams of data this is the price now, for OHLC packets this is the closing price. More... | |
Properties inherited from QuantConnect.Data.IBaseData | |
MarketDataType | DataType [get, set] |
Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC. More... | |
DateTime | Time [get, set] |
Time keeper of data – all data is timeseries based. More... | |
DateTime | EndTime [get, set] |
End time of data More... | |
decimal | Value [get, set] |
All timeseries data is a time-value pair: More... | |
decimal | Price [get] |
Alias of Value. More... | |
Properties inherited from QuantConnect.Data.ISymbolProvider | |
Symbol | Symbol [get, set] |
Gets the Symbol More... | |
Additional Inherited Members | |
Public Member Functions inherited from QuantConnect.Data.UniverseSelection.CoarseFundamental | |
CoarseFundamental () | |
Initializes a new instance of the CoarseFundamental class More... | |
override SubscriptionDataSource | GetSource (SubscriptionDataConfig config, DateTime date, bool isLiveMode) |
Return the URL string source of the file. This will be converted to a stream More... | |
override BaseData | Reader (SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode) |
Reader converts each line of the data source into BaseData objects. Each data type creates its own factory method, and returns a new instance of the object each time it is called. More... | |
Public Member Functions inherited from QuantConnect.Data.BaseData | |
BaseData () | |
Constructor for initialising the dase data class More... | |
virtual BaseData | Reader (SubscriptionDataConfig config, StreamReader stream, DateTime date, bool isLiveMode) |
Reader converts each line of the data source into BaseData objects. Each data type creates its own factory method, and returns a new instance of the object each time it is called. The returned object is assumed to be time stamped in the config.ExchangeTimeZone. More... | |
virtual bool | RequiresMapping () |
Indicates if there is support for mapping More... | |
virtual bool | IsSparseData () |
Indicates that the data set is expected to be sparse More... | |
virtual bool | ShouldCacheToSecurity () |
Indicates whether this contains data that should be stored in the security cache More... | |
virtual Resolution | DefaultResolution () |
Gets the default resolution for this data and security type More... | |
virtual List< Resolution > | SupportedResolutions () |
Gets the supported resolution for this data and security type More... | |
virtual DateTimeZone | DataTimeZone () |
Specifies the data time zone for this data type. This is useful for custom data types More... | |
void | UpdateTrade (decimal lastTrade, decimal tradeSize) |
Updates this base data with a new trade More... | |
void | UpdateQuote (decimal bidPrice, decimal bidSize, decimal askPrice, decimal askSize) |
Updates this base data with new quote information More... | |
void | UpdateBid (decimal bidPrice, decimal bidSize) |
Updates this base data with the new quote bid information More... | |
void | UpdateAsk (decimal askPrice, decimal askSize) |
Updates this base data with the new quote ask information More... | |
virtual void | Update (decimal lastTrade, decimal bidPrice, decimal askPrice, decimal volume, decimal bidSize, decimal askSize) |
Update routine to build a bar/tick from a data update. More... | |
virtual BaseData | Clone (bool fillForward) |
Return a new instance clone of this object, used in fill forward More... | |
virtual BaseData | Clone () |
Return a new instance clone of this object, used in fill forward More... | |
override string | ToString () |
Formats a string with the symbol and value. More... | |
virtual BaseData | Reader (SubscriptionDataConfig config, string line, DateTime date, DataFeedEndpoint dataFeed) |
Reader converts each line of the data source into BaseData objects. Each data type creates its own factory method, and returns a new instance of the object each time it is called. More... | |
virtual string | GetSource (SubscriptionDataConfig config, DateTime date, DataFeedEndpoint datafeed) |
Return the URL string source of the file. This will be converted to a stream More... | |
Static Public Member Functions inherited from QuantConnect.Data.UniverseSelection.CoarseFundamental | |
static string | ToRow (CoarseFundamental coarse) |
Converts a given fundamental data point into row format More... | |
Static Public Member Functions inherited from QuantConnect.Data.BaseData | |
static IEnumerable< BaseData > | DeserializeMessage (string serialized) |
Deserialize the message from the data server More... | |
Static Protected Attributes inherited from QuantConnect.Data.BaseData | |
static readonly List< Resolution > | AllResolutions |
A list of all Resolution More... | |
static readonly List< Resolution > | DailyResolution = new List<Resolution> { Resolution.Daily } |
A list of Resolution.Daily More... | |
static readonly List< Resolution > | MinuteResolution = new List<Resolution> { Resolution.Minute } |
A list of Resolution.Minute More... | |
static readonly List< Resolution > | HighResolution = new List<Resolution> { Resolution.Minute, Resolution.Second, Resolution.Tick } |
A list of high Resolution, including minute, second, and tick. More... | |
static readonly List< Resolution > | OptionResolutions = new List<Resolution> { Resolution.Daily, Resolution.Hour, Resolution.Minute } |
A list of resolutions support by Options More... | |
Coarse fundamental with setters
Definition at line 145 of file CoarseFundamentalDataProvider.cs.
override double QuantConnect.Data.UniverseSelection.CoarseFundamentalDataProvider.CoarseFundamentalSource.DollarVolume => DollarVolumeSetter |
Gets the day's dollar volume for this symbol
Definition at line 175 of file CoarseFundamentalDataProvider.cs.
override long QuantConnect.Data.UniverseSelection.CoarseFundamentalDataProvider.CoarseFundamentalSource.Volume => VolumeSetter |
Gets the day's total volume
Definition at line 180 of file CoarseFundamentalDataProvider.cs.
override bool QuantConnect.Data.UniverseSelection.CoarseFundamentalDataProvider.CoarseFundamentalSource.HasFundamentalData => HasFundamentalDataSetter |
Returns whether the symbol has fundamental data for the given date
Definition at line 185 of file CoarseFundamentalDataProvider.cs.
override decimal QuantConnect.Data.UniverseSelection.CoarseFundamentalDataProvider.CoarseFundamentalSource.PriceFactor => PriceFactorSetter |
Gets the price factor for the given date
Definition at line 190 of file CoarseFundamentalDataProvider.cs.
override decimal QuantConnect.Data.UniverseSelection.CoarseFundamentalDataProvider.CoarseFundamentalSource.SplitFactor => SplitFactorSetter |
Gets the split factor for the given date
Definition at line 195 of file CoarseFundamentalDataProvider.cs.
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get |
Property to set the volume of the Coarse Fundamental
Definition at line 150 of file CoarseFundamentalDataProvider.cs.
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get |
Property to set the dollar volume of the Coarse Fundamental
Definition at line 155 of file CoarseFundamentalDataProvider.cs.
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getset |
Property to set the price factor of the Coarse Fundamental
Definition at line 160 of file CoarseFundamentalDataProvider.cs.
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getset |
Property to set the split factor of the Coarse Fundamental
Definition at line 165 of file CoarseFundamentalDataProvider.cs.
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getset |
Property to indicate if the Coarse Fundamental has fundamental data
Definition at line 170 of file CoarseFundamentalDataProvider.cs.