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Protected Member Functions | Static Protected Member Functions | Properties | List of all members
QuantConnect.Lean.Engine.DataFeeds.BacktestingChainProvider Class Reference

Base backtesting cache provider which will source symbols from local zip files More...

Inheritance diagram for QuantConnect.Lean.Engine.DataFeeds.BacktestingChainProvider:
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Protected Member Functions

 BacktestingChainProvider (IDataCacheProvider dataCacheProvider)
 Creates a new instance More...
 
IEnumerable< Symbol > GetSymbols (Symbol canonicalSymbol, DateTime date)
 Get the contract symbols associated with the given canonical symbol and date More...
 

Static Protected Member Functions

static bool IsContractExpired (Symbol symbol, DateTime date)
 Helper method to determine if a contract is expired for the requested date More...
 

Properties

IDataCacheProvider DataCacheProvider [get]
 The data cache instance to use More...
 

Detailed Description

Base backtesting cache provider which will source symbols from local zip files

Definition at line 31 of file BacktestingChainProvider.cs.

Constructor & Destructor Documentation

◆ BacktestingChainProvider()

QuantConnect.Lean.Engine.DataFeeds.BacktestingChainProvider.BacktestingChainProvider ( IDataCacheProvider  dataCacheProvider)
protected

Creates a new instance

Definition at line 46 of file BacktestingChainProvider.cs.

Member Function Documentation

◆ GetSymbols()

IEnumerable<Symbol> QuantConnect.Lean.Engine.DataFeeds.BacktestingChainProvider.GetSymbols ( Symbol  canonicalSymbol,
DateTime  date 
)
protected

Get the contract symbols associated with the given canonical symbol and date

Parameters
canonicalSymbolThe canonical symbol
dateThe date to search for

Definition at line 56 of file BacktestingChainProvider.cs.

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◆ IsContractExpired()

static bool QuantConnect.Lean.Engine.DataFeeds.BacktestingChainProvider.IsContractExpired ( Symbol  symbol,
DateTime  date 
)
staticprotected

Helper method to determine if a contract is expired for the requested date

Definition at line 142 of file BacktestingChainProvider.cs.

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Property Documentation

◆ DataCacheProvider

IDataCacheProvider QuantConnect.Lean.Engine.DataFeeds.BacktestingChainProvider.DataCacheProvider
getprotected

The data cache instance to use

Definition at line 41 of file BacktestingChainProvider.cs.

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