Lean
$LEAN_TAG$
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Collection of indicator data points for a given time More...
Public Member Functions | |
override string | ToString () |
String representation More... | |
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DynamicMetaObject | GetMetaObject (Expression parameter) |
Get the metaObject required for Dynamism. More... | |
object | SetProperty (string name, object value) |
Sets the property with the specified name to the value. This is a case-insensitve search. More... | |
object | GetProperty (string name) |
Gets the property's value with the specified name. This is a case-insensitve search. More... | |
bool | HasProperty (string name) |
Gets whether or not this dynamic data instance has a property with the specified name. This is a case-insensitve search. More... | |
IDictionary< string, object > | GetStorageDictionary () |
Gets the storage dictionary Python algorithms need this information since DynamicMetaObject does not work More... | |
override BaseData | Clone () |
Return a new instance clone of this object, used in fill forward More... | |
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BaseData () | |
Constructor for initialising the dase data class More... | |
virtual 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. The returned object is assumed to be time stamped in the config.ExchangeTimeZone. 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 SubscriptionDataSource | GetSource (SubscriptionDataConfig config, DateTime date, bool isLiveMode) |
Return the URL string source of the file. This will be converted to a stream 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... | |
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 | |
static implicit | operator decimal (IndicatorDataPoints instance) |
Returns the current data value held within the instance More... | |
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static IEnumerable< BaseData > | DeserializeMessage (string serialized) |
Deserialize the message from the data server More... | |
Public Attributes | |
IndicatorDataPoint | Current => (IndicatorDataPoint)GetProperty("Current") |
The indicator value at a given point More... | |
override decimal | Value => Current.Value |
The indicator value at a given point More... | |
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virtual decimal | Price => Value |
As this is a backtesting platform we'll provide an alias of value as price. More... | |
Properties | |
IndicatorDataPoint | this[string name] [get] |
Access the historical indicator values per indicator property name More... | |
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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... | |
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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... | |
Symbol | Symbol [get, set] |
Symbol for underlying Security More... | |
decimal | Value [get, set] |
All timeseries data is a time-value pair: More... | |
decimal | Price [get] |
Alias of Value. More... | |
Additional Inherited Members | |
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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... | |
Collection of indicator data points for a given time
Definition at line 27 of file InternalIndicatorValues.cs.
override string QuantConnect.Indicators.IndicatorDataPoints.ToString | ( | ) |
String representation
Definition at line 53 of file InternalIndicatorValues.cs.
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static |
Returns the current data value held within the instance
instance | The DataPoint instance |
Definition at line 63 of file InternalIndicatorValues.cs.
IndicatorDataPoint QuantConnect.Indicators.IndicatorDataPoints.Current => (IndicatorDataPoint)GetProperty("Current") |
The indicator value at a given point
Definition at line 32 of file InternalIndicatorValues.cs.
override decimal QuantConnect.Indicators.IndicatorDataPoints.Value => Current.Value |
The indicator value at a given point
Definition at line 37 of file InternalIndicatorValues.cs.
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get |
Access the historical indicator values per indicator property name
Definition at line 43 of file InternalIndicatorValues.cs.