Utility methods for decomposing and comparing currency pairs More...

Public Types
enum	Match { Match.NoMatch, Match.ExactMatch, Match.InverseMatch }
	Represents the relation between two currency pairs More...

Static Public Member Functions
static bool	TryDecomposeCurrencyPair (Symbol currencyPair, out string baseCurrency, out string quoteCurrency)
	Tries to decomposes the specified currency pair into a base and quote currency provided as out parameters More...

static void	DecomposeCurrencyPair (Symbol currencyPair, out string baseCurrency, out string quoteCurrency, string defaultQuoteCurrency=Currencies.USD)
	Decomposes the specified currency pair into a base and quote currency provided as out parameters More...

static bool	IsForexDecomposable (string currencyPair)
	Checks whether a symbol is decomposable into a base and a quote currency More...

static bool	IsDecomposable (Symbol currencyPair)
	Checks whether a symbol is decomposable into a base and a quote currency More...

static string	CurrencyPairDual (this Symbol currencyPair, string knownSymbol)
	You have currencyPair AB and one known symbol (A or B). This function returns the other symbol (B or A). More...

static string	CurrencyPairDual (string baseCurrency, string quoteCurrency, string knownSymbol)
	You have currencyPair AB and one known symbol (A or B). This function returns the other symbol (B or A). More...

static Match	ComparePair (this Symbol pairA, string baseCurrencyB, string quoteCurrencyB)
	Returns how two currency pairs are related to each other More...

static bool	IsValidSecurityType (SecurityType? securityType, bool throwException)

Detailed Description

Utility methods for decomposing and comparing currency pairs

Definition at line 27 of file CurrencyPairUtil.cs.

Member Enumeration Documentation

◆ Match

enum QuantConnect.Util.CurrencyPairUtil.Match

strong

Represents the relation between two currency pairs

Enumerator
NoMatch	The two currency pairs don't match each other normally nor when one is reversed
ExactMatch	The two currency pairs match each other exactly
InverseMatch	The two currency pairs are the inverse of each other

Definition at line 178 of file CurrencyPairUtil.cs.

Member Function Documentation

◆ TryDecomposeCurrencyPair()

static bool QuantConnect.Util.CurrencyPairUtil.TryDecomposeCurrencyPair	(	Symbol	currencyPair,
		out string	baseCurrency,
		out string	quoteCurrency
	)

static

Tries to decomposes the specified currency pair into a base and quote currency provided as out parameters

Parameters

currencyPair	The input currency pair to be decomposed
baseCurrency	The output base currency
quoteCurrency	The output quote currency

Returns: True if was able to decompose the currency pair

Definition at line 39 of file CurrencyPairUtil.cs.

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◆ DecomposeCurrencyPair()

static void QuantConnect.Util.CurrencyPairUtil.DecomposeCurrencyPair	(	Symbol	currencyPair,
		out string	baseCurrency,
		out string	quoteCurrency,
		string	defaultQuoteCurrency = `Currencies.USD`
	)

static

Decomposes the specified currency pair into a base and quote currency provided as out parameters

Parameters

currencyPair	The input currency pair to be decomposed
baseCurrency	The output base currency
quoteCurrency	The output quote currency
defaultQuoteCurrency	Optionally can provide a default quote currency

Definition at line 69 of file CurrencyPairUtil.cs.

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◆ IsForexDecomposable()

static bool QuantConnect.Util.CurrencyPairUtil.IsForexDecomposable ( string currencyPair )

static

Checks whether a symbol is decomposable into a base and a quote currency

Parameters

currencyPair The pair to check for

Returns: True if the pair can be decomposed into base and quote currencies, false if not

Definition at line 101 of file CurrencyPairUtil.cs.

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◆ IsDecomposable()

static bool QuantConnect.Util.CurrencyPairUtil.IsDecomposable ( Symbol currencyPair )

static

Checks whether a symbol is decomposable into a base and a quote currency

Parameters

currencyPair The pair to check for

Returns: True if the pair can be decomposed into base and quote currencies, false if not

Definition at line 111 of file CurrencyPairUtil.cs.

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◆ CurrencyPairDual() [1/2]

static string QuantConnect.Util.CurrencyPairUtil.CurrencyPairDual	(	this Symbol	currencyPair,
		string	knownSymbol
	)

static

You have currencyPair AB and one known symbol (A or B). This function returns the other symbol (B or A).

Parameters

currencyPair	Currency pair AB
knownSymbol	Known part of the currencyPair (either A or B)

Returns: The other part of currencyPair (either B or A), or null if known symbol is not part of currencyPair

Definition at line 143 of file CurrencyPairUtil.cs.

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◆ CurrencyPairDual() [2/2]

static string QuantConnect.Util.CurrencyPairUtil.CurrencyPairDual	(	string	baseCurrency,
		string	quoteCurrency,
		string	knownSymbol
	)

static

You have currencyPair AB and one known symbol (A or B). This function returns the other symbol (B or A).

Parameters

baseCurrency	The base currency of the currency pair
quoteCurrency	The quote currency of the currency pair
knownSymbol	Known part of the currencyPair (either A or B)

Returns: The other part of currencyPair (either B or A), or null if known symbol is not part of the currency pair

Definition at line 160 of file CurrencyPairUtil.cs.

◆ ComparePair()

static Match QuantConnect.Util.CurrencyPairUtil.ComparePair	(	this Symbol	pairA,
		string	baseCurrencyB,
		string	quoteCurrencyB
	)

static

Returns how two currency pairs are related to each other

Parameters

pairA	The first pair
baseCurrencyB	The base currency of the second pair
quoteCurrencyB	The quote currency of the second pair

Returns: The Match member that represents the relation between the two pairs

Definition at line 203 of file CurrencyPairUtil.cs.

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

Common/Util/CurrencyPairUtil.cs

Public Types

Static Public Member Functions

Detailed Description

Member Enumeration Documentation

◆ Match

Member Function Documentation

◆ TryDecomposeCurrencyPair()

◆ DecomposeCurrencyPair()

◆ IsForexDecomposable()

◆ IsDecomposable()

◆ CurrencyPairDual() [1/2]

◆ CurrencyPairDual() [2/2]

◆ ComparePair()