Enumerable security management class for grouping security objects into an array and providing any common properties. More...

Inheritance diagram for QuantConnect.Securities.SecurityManager:

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Public Member Functions
	SecurityManager (ITimeKeeper timeKeeper)
	Initialise the algorithm security manager with two empty dictionaries More...

void	Add (Symbol symbol, Security security)
	Add a new security with this symbol to the collection. More...

void	Add (Security security)
	Add a new security with this symbol to the collection. More...

void	Add (KeyValuePair< Symbol, Security > pair)
	Add a symbol-security by its key value pair. More...

override void	Clear ()
	Clear the securities array to delete all the portfolio and asset information. More...

bool	Contains (KeyValuePair< Symbol, Security > pair)
	Check if this collection contains this key value pair. More...

bool	ContainsKey (Symbol symbol)
	Check if this collection contains this symbol. More...

void	CopyTo (KeyValuePair< Symbol, Security >[] array, int number)
	Copy from the internal array to an external array. More...

bool	Remove (KeyValuePair< Symbol, Security > pair)
	Remove a key value of of symbol-securities from the collections. More...

override bool	Remove (Symbol symbol)
	Remove this symbol security: Dictionary interface implementation. More...

override bool	TryGetValue (Symbol symbol, out Security security)
	Try and get this security object with matching symbol and return true on success. More...

void	SetSecurityService (SecurityService securityService)
	Sets the Security Service to be used More...

Security	CreateSecurity (Symbol symbol, List< SubscriptionDataConfig > subscriptionDataConfigList, decimal leverage=0, bool addToSymbolCache=true, Security underlying=null)
	Creates a new security More...

Security	CreateSecurity (Symbol symbol, SubscriptionDataConfig subscriptionDataConfig, decimal leverage=0, bool addToSymbolCache=true, Security underlying=null)
	Creates a new security More...

Security	CreateBenchmarkSecurity (Symbol symbol)
	Creates a new benchmark security More...

void	SetLiveMode (bool isLiveMode)
	Set live mode state of the algorithm More...

Public Member Functions inherited from QuantConnect.ExtendedDictionary< Security >
abstract bool	TryGetValue (Symbol symbol, out T value)
	Gets the value associated with the specified Symbol. More...

void	clear ()
	Removes all keys and values from the IExtendedDictionary<TKey, TValue>. More...

PyDict	copy ()
	Creates a shallow copy of the IExtendedDictionary<TKey, TValue>. More...

PyDict	fromkeys (Symbol[] sequence)
	Creates a new dictionary from the given sequence of elements. More...

PyDict	fromkeys (Symbol[] sequence, T value)
	Creates a new dictionary from the given sequence of elements with a value provided by the user. More...

T	get (Symbol symbol)
	Returns the value for the specified Symbol if Symbol is in dictionary. More...

T	get (Symbol symbol, T value)
	Returns the value for the specified Symbol if Symbol is in dictionary. More...

PyList	items ()
	Returns a view object that displays a list of dictionary's (Symbol, value) tuple pairs. More...

PyTuple	popitem ()
	Returns and removes an arbitrary element (Symbol, value) pair from the dictionary. More...

T	setdefault (Symbol symbol)
	Returns the value of a Symbol (if the Symbol is in dictionary). If not, it inserts Symbol with a value to the dictionary. More...

T	setdefault (Symbol symbol, T default_value)
	Returns the value of a Symbol (if the Symbol is in dictionary). If not, it inserts Symbol with a value to the dictionary. More...

T	pop (Symbol symbol)
	Removes and returns an element from a dictionary having the given Symbol. More...

T	pop (Symbol symbol, T default_value)
	Removes and returns an element from a dictionary having the given Symbol. More...

void	update (PyObject other)
	Updates the dictionary with the elements from the another dictionary object or from an iterable of Symbol/value pairs. The update() method adds element(s) to the dictionary if the Symbol is not in the dictionary.If the Symbol is in the dictionary, it updates the Symbol with the new value. More...

PyList	keys ()
	Returns a view object that displays a list of all the Symbol objects in the dictionary More...

PyList	values ()
	Returns a view object that displays a list of all the values in the dictionary. More...

Protected Member Functions
virtual void	OnCollectionChanged (NotifyCollectionChangedEventArgs changedEventArgs)
	Event invocator for the CollectionChanged event More...

Protected Attributes
override IEnumerable< Symbol >	GetKeys => Keys
	Gets an System.Collections.Generic.ICollection<T> containing the Symbol objects of the System.Collections.Generic.IDictionary<TKey, TValue>. More...

override IEnumerable< Security >	GetValues => Values
	Gets an System.Collections.Generic.ICollection<T> containing the values in the System.Collections.Generic.IDictionary<TKey, TValue>. More...

Properties
DateTime	UtcTime `[get]`
	Gets the most recent time this manager was updated More...

int	Count `[get]`
	Count of the number of securities in the collection. More...

override bool	IsReadOnly `[get]`
	Flag indicating if the internal array is read only. More...

ICollection< Symbol >	Keys `[get]`
	List of the symbol-keys in the collection of securities. More...

ICollection< Security >	Values `[get]`
	Get a list of the security objects for this collection. More...

ICollection< Security >	Total `[get]`
	Get a list of the complete security objects for this collection, including non active or delisted securities More...

override Security	this[Symbol symbol] `[get, set]`
	Indexer method for the security manager to access the securities objects by their symbol. More...

Properties inherited from QuantConnect.ExtendedDictionary< Security >
abstract IEnumerable< Symbol >	GetKeys `[get]`
	Gets an T:System.Collections.Generic.ICollection`1 containing the Symbol objects of the T:System.Collections.Generic.IDictionary`2. More...

abstract IEnumerable< T >	GetValues `[get]`
	Gets an T:System.Collections.Generic.ICollection`1 containing the values in the T:System.Collections.Generic.IDictionary`2. More...

virtual T	this[Symbol symbol] `[get, set]`
	Indexer method for the base dictioanry to access the objects by their symbol. More...

virtual T	this[string ticker] `[get, set]`
	Indexer method for the base dictioanry to access the objects by their symbol. More...

Events
NotifyCollectionChangedEventHandler	CollectionChanged
	Event fired when a security is added or removed from this collection More...

Additional Inherited Members
Public Attributes inherited from QuantConnect.ExtendedDictionary< Security >
virtual bool	IsReadOnly
	Gets a value indicating whether the IDictionary object is read-only. More...

Detailed Description

Enumerable security management class for grouping security objects into an array and providing any common properties.

Implements IDictionary for the index searching of securities by symbol

Definition at line 30 of file SecurityManager.cs.

Constructor & Destructor Documentation

◆ SecurityManager()

QuantConnect.Securities.SecurityManager.SecurityManager ( ITimeKeeper timeKeeper )

Initialise the algorithm security manager with two empty dictionaries

Parameters

timeKeeper

Definition at line 60 of file SecurityManager.cs.

Member Function Documentation

◆ Add() [1/3]

void QuantConnect.Securities.SecurityManager.Add	(	Symbol	symbol,
		Security	security
	)

Add a new security with this symbol to the collection.

IDictionary implementation

Parameters

symbol	symbol for security we're trading
security	security object

See also: Add(Security)

Definition at line 74 of file SecurityManager.cs.

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◆ Add() [2/3]

void QuantConnect.Securities.SecurityManager.Add ( Security security )

Add a new security with this symbol to the collection.

Parameters

security security object

Definition at line 97 of file SecurityManager.cs.

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◆ Add() [3/3]

void QuantConnect.Securities.SecurityManager.Add ( KeyValuePair< Symbol, Security > pair )

Add a symbol-security by its key value pair.

IDictionary implementation

Parameters

pair

Definition at line 107 of file SecurityManager.cs.

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◆ Clear()

override void QuantConnect.Securities.SecurityManager.Clear ( )

virtual

Clear the securities array to delete all the portfolio and asset information.

IDictionary implementation

Reimplemented from QuantConnect.ExtendedDictionary< Security >.

Definition at line 116 of file SecurityManager.cs.

◆ Contains()

bool QuantConnect.Securities.SecurityManager.Contains ( KeyValuePair< Symbol, Security > pair )

Check if this collection contains this key value pair.

Parameters

pair	Search key-value pair

IDictionary implementation

Returns: Bool true if contains this key-value pair

Definition at line 134 of file SecurityManager.cs.

◆ ContainsKey()

bool QuantConnect.Securities.SecurityManager.ContainsKey ( Symbol symbol )

Check if this collection contains this symbol.

Parameters

symbol Symbol we're checking for.

IDictionary implementation

Returns: Bool true if contains this symbol pair

Definition at line 148 of file SecurityManager.cs.

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◆ CopyTo()

void QuantConnect.Securities.SecurityManager.CopyTo	(	KeyValuePair< Symbol, Security >[]	array,
		int	number
	)

Copy from the internal array to an external array.

Parameters

array	Array we're outputting to
number	Starting index of array

IDictionary implementation

Definition at line 162 of file SecurityManager.cs.

◆ Remove() [1/2]

bool QuantConnect.Securities.SecurityManager.Remove ( KeyValuePair< Symbol, Security > pair )

Remove a key value of of symbol-securities from the collections.

IDictionary implementation

Parameters

pair	Key Value pair of symbol-security to remove

Returns: Boolean true on success

Definition at line 200 of file SecurityManager.cs.

◆ Remove() [2/2]

override bool QuantConnect.Securities.SecurityManager.Remove ( Symbol symbol )

virtual

Remove this symbol security: Dictionary interface implementation.

Parameters

symbol Symbol we're searching for

Returns: true success

Reimplemented from QuantConnect.ExtendedDictionary< Security >.

Definition at line 210 of file SecurityManager.cs.

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◆ TryGetValue()

override bool QuantConnect.Securities.SecurityManager.TryGetValue	(	Symbol	symbol,
		out Security	security
	)

Try and get this security object with matching symbol and return true on success.

Parameters

symbol	String search symbol
security	Output Security object

IDictionary implementation

Returns: True on successfully locating the security object

Definition at line 253 of file SecurityManager.cs.

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◆ OnCollectionChanged()

virtual void QuantConnect.Securities.SecurityManager.OnCollectionChanged ( NotifyCollectionChangedEventArgs changedEventArgs )

protectedvirtual

Event invocator for the CollectionChanged event

Parameters

changedEventArgs Event arguments for the CollectionChanged event

Definition at line 391 of file SecurityManager.cs.

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◆ SetSecurityService()

void QuantConnect.Securities.SecurityManager.SetSecurityService ( SecurityService securityService )

Sets the Security Service to be used

Definition at line 402 of file SecurityManager.cs.

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◆ CreateSecurity() [1/2]

Security QuantConnect.Securities.SecurityManager.CreateSecurity	(	Symbol	symbol,
		List< SubscriptionDataConfig >	subscriptionDataConfigList,
		decimal	leverage = `0`,
		bool	addToSymbolCache = `true`,
		Security	underlying = `null`
	)

Creates a new security

Following the obsoletion of Security.Subscriptions, both overloads will be merged removing SubscriptionDataConfig arguments

Definition at line 412 of file SecurityManager.cs.

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◆ CreateSecurity() [2/2]

Security QuantConnect.Securities.SecurityManager.CreateSecurity	(	Symbol	symbol,
		SubscriptionDataConfig	subscriptionDataConfig,
		decimal	leverage = `0`,
		bool	addToSymbolCache = `true`,
		Security	underlying = `null`
	)

Creates a new security

Following the obsoletion of Security.Subscriptions, both overloads will be merged removing SubscriptionDataConfig arguments

Definition at line 428 of file SecurityManager.cs.

◆ CreateBenchmarkSecurity()

Security QuantConnect.Securities.SecurityManager.CreateBenchmarkSecurity ( Symbol symbol )

Creates a new benchmark security

Definition at line 442 of file SecurityManager.cs.

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◆ SetLiveMode()

void QuantConnect.Securities.SecurityManager.SetLiveMode ( bool isLiveMode )

Set live mode state of the algorithm

Parameters

isLiveMode True, live mode is enabled

Definition at line 451 of file SecurityManager.cs.

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Member Data Documentation

◆ GetKeys

override IEnumerable<Symbol> QuantConnect.Securities.SecurityManager.GetKeys => Keys

protected

Gets an System.Collections.Generic.ICollection<T> containing the Symbol objects of the System.Collections.Generic.IDictionary<TKey, TValue>.

Excludes non active or delisted securities

Returns: An System.Collections.Generic.ICollection<T> containing the Symbol objects of the object that implements System.Collections.Generic.IDictionary<TKey, TValue>.

Definition at line 268 of file SecurityManager.cs.

◆ GetValues

override IEnumerable<Security> QuantConnect.Securities.SecurityManager.GetValues => Values

protected

Gets an System.Collections.Generic.ICollection<T> containing the values in the System.Collections.Generic.IDictionary<TKey, TValue>.

Excludes non active or delisted securities

Returns: An System.Collections.Generic.ICollection<T> containing the values in the object that implements System.Collections.Generic.IDictionary<TKey, TValue>.

Definition at line 277 of file SecurityManager.cs.

Property Documentation

◆ UtcTime

DateTime QuantConnect.Securities.SecurityManager.UtcTime

get

Gets the most recent time this manager was updated

Definition at line 52 of file SecurityManager.cs.

◆ Count

int QuantConnect.Securities.SecurityManager.Count

get

Count of the number of securities in the collection.

IDictionary implementation

Definition at line 175 of file SecurityManager.cs.

◆ IsReadOnly

override bool QuantConnect.Securities.SecurityManager.IsReadOnly

get

Flag indicating if the internal array is read only.

IDictionary implementation

Definition at line 190 of file SecurityManager.cs.

◆ Keys

ICollection<Symbol> QuantConnect.Securities.SecurityManager.Keys

get

List of the symbol-keys in the collection of securities.

Excludes non active or delisted securities

Definition at line 231 of file SecurityManager.cs.

◆ Values

ICollection<Security> QuantConnect.Securities.SecurityManager.Values

get

Get a list of the security objects for this collection.

Excludes non active or delisted securities

Definition at line 284 of file SecurityManager.cs.

◆ Total

ICollection<Security> QuantConnect.Securities.SecurityManager.Total

get

Get a list of the complete security objects for this collection, including non active or delisted securities

Definition at line 303 of file SecurityManager.cs.

◆ this[Symbol symbol]

override Security QuantConnect.Securities.SecurityManager.this[Symbol symbol]

getset

Indexer method for the security manager to access the securities objects by their symbol.

IDictionary implementation

Parameters

symbol Symbol object indexer

Returns: Security

Definition at line 355 of file SecurityManager.cs.

Event Documentation

◆ CollectionChanged

NotifyCollectionChangedEventHandler QuantConnect.Securities.SecurityManager.CollectionChanged

Event fired when a security is added or removed from this collection

Definition at line 35 of file SecurityManager.cs.

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

Common/Securities/SecurityManager.cs

Public Member Functions

Protected Member Functions

Protected Attributes

Properties

Events

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ SecurityManager()

Member Function Documentation

◆ Add() [1/3]

◆ Add() [2/3]

◆ Add() [3/3]

◆ Clear()

◆ Contains()

◆ ContainsKey()

◆ CopyTo()

◆ Remove() [1/2]

◆ Remove() [2/2]

◆ TryGetValue()

◆ OnCollectionChanged()

◆ SetSecurityService()

◆ CreateSecurity() [1/2]

◆ CreateSecurity() [2/2]

◆ CreateBenchmarkSecurity()

◆ SetLiveMode()

Member Data Documentation

◆ GetKeys

◆ GetValues

Property Documentation

◆ UtcTime

◆ Count

◆ IsReadOnly

◆ Keys

◆ Values

◆ Total

◆ this[Symbol symbol]

Event Documentation

◆ CollectionChanged