Option exchange class - information and helper tools for option exchange properties More...

Inheritance diagram for QuantConnect.Securities.Option.OptionExchange:

Public Member Functions
	OptionExchange (SecurityExchangeHours exchangeHours)
	Initializes a new instance of the OptionExchange class using the specified exchange hours to determine open/close times More...

Public Member Functions inherited from QuantConnect.Securities.SecurityExchange
	SecurityExchange (SecurityExchangeHours exchangeHours)
	Initializes a new instance of the SecurityExchange class using the specified exchange hours to determine open/close times More...

void	SetLocalDateTimeFrontierProvider (LocalTimeKeeper timeProvider)
	Set the current datetime in terms of the exchange's local time zone More...

bool	DateIsOpen (DateTime dateToCheck, bool extendedMarketHours=false)
	Check if the date is open. More...

bool	DateTimeIsOpen (DateTime dateTime)
	Check if this DateTime is open. More...

bool	IsOpenDuringBar (DateTime barStartTime, DateTime barEndTime, bool isExtendedMarketHours)
	Determines if the exchange was open at any time between start and stop More...

bool	IsClosingSoon (int minutesToClose)
	Determines if the exchange is going to close in the next provided minutes More...

void	SetMarketHours (IEnumerable< MarketHoursSegment > marketHoursSegments, params DayOfWeek[] days)
	Sets the regular market hours for the specified days If no days are specified then all days will be updated. More...

Properties
override int	TradingDaysPerYear `[get]`
	Number of trading days per year for this security, 252. More...

Properties inherited from QuantConnect.Securities.SecurityExchange
SecurityExchangeHours	Hours `[get]`
	Gets the SecurityExchangeHours for this exchange More...

Additional Inherited Members
Public Attributes inherited from QuantConnect.Securities.SecurityExchange
DateTimeZone	TimeZone => Hours.TimeZone
	Gets the time zone for this exchange More...

virtual int	TradingDaysPerYear => 365
	Number of trading days per year for this security. By default the market is open 365 days per year. More...

DateTime	LocalTime => _timeProvider.LocalTime
	Time from the most recent data More...

bool	ExchangeOpen => Hours.IsOpen(LocalTime, false)
	Boolean property for quickly testing if the exchange is open. More...

bool	ClosingSoon => IsClosingSoon(minutesToClose:10)
	Boolean property for quickly testing if the exchange is 10 minutes away from closing. More...

Detailed Description

Option exchange class - information and helper tools for option exchange properties

Definition at line 22 of file OptionExchange.cs.

Constructor & Destructor Documentation

QuantConnect.Securities.Option.OptionExchange.OptionExchange ( SecurityExchangeHours exchangeHours )

Initializes a new instance of the OptionExchange class using the specified exchange hours to determine open/close times

Parameters

exchangeHours Contains the weekly exchange schedule plus holidays

Definition at line 38 of file OptionExchange.cs.

override int QuantConnect.Securities.Option.OptionExchange.TradingDaysPerYear

get

Number of trading days per year for this security, 252.

Used for performance statistics to calculate sharpe ratio accurately

Definition at line 29 of file OptionExchange.cs.

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