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QuantConnect.ToolBox.FactorFileGenerator Class Reference

Generates a factor file from a list of splits and dividends for a specified equity More...

Public Member Functions

 FactorFileGenerator (Symbol symbol, string pathForDailyEquityData)
 Constructor for the FactorFileGenerator More...
 
CorporateFactorProvider CreateFactorFile (List< BaseData > dividendSplitList)
 Create FactorFile instance More...
 

Properties

Symbol Symbol [get, set]
 The symbol for which the factor file is being generated More...
 

Detailed Description

Generates a factor file from a list of splits and dividends for a specified equity

Definition at line 31 of file FactorFileGenerator.cs.

Constructor & Destructor Documentation

◆ FactorFileGenerator()

QuantConnect.ToolBox.FactorFileGenerator.FactorFileGenerator ( Symbol  symbol,
string  pathForDailyEquityData 
)

Constructor for the FactorFileGenerator

Parameters
symbolThe equity for which the factor file respresents
pathForDailyEquityDataThe path to the daily data for the specified equity

Definition at line 53 of file FactorFileGenerator.cs.

Member Function Documentation

◆ CreateFactorFile()

CorporateFactorProvider QuantConnect.ToolBox.FactorFileGenerator.CreateFactorFile ( List< BaseData dividendSplitList)

Create FactorFile instance

Parameters
dividendSplitListList of Dividends and Splits
Returns
FactorFile instance

Definition at line 65 of file FactorFileGenerator.cs.

Property Documentation

◆ Symbol

Symbol QuantConnect.ToolBox.FactorFileGenerator.Symbol
getset

The symbol for which the factor file is being generated

Definition at line 46 of file FactorFileGenerator.cs.


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