Provides a collection for managing insights. This type provides collection access semantics as well as dictionary access semantics through TryGetValue, ContainsKey, and this[symbol] More...

Inheritance diagram for QuantConnect.Algorithm.Framework.Alphas.InsightCollection:

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Public Member Functions
void	Add (Insight item)
	Adds an item to the T:System.Collections.Generic.ICollection`1. More...

void	AddRange (IEnumerable< Insight > insights)
	Adds each item in the specified enumerable of insights to this collection More...

bool	Contains (Insight item)
	Determines whether the T:System.Collections.Generic.ICollection`1 contains a specific value. More...

bool	ContainsKey (Symbol symbol)
	Determines whether insights exist in this collection for the specified symbol More...

bool	Remove (Insight item)
	Removes the first occurrence of a specific object from the T:System.Collections.Generic.ICollection`1. More...

bool	TryGetValue (Symbol symbol, out List< Insight > insights)
	Attempts to get the list of insights with the specified symbol key More...

IEnumerator< Insight >	GetEnumerator ()
	Returns an enumerator that iterates through the collection. More...

void	Clear (Symbol[] symbols)
	Removes the symbol and its insights More...

DateTime?	GetNextExpiryTime ()
	Gets the next expiry time UTC More...

ICollection< Insight >	GetActiveInsights (DateTime utcTime)
	Gets the last generated active insight More...

bool	HasActiveInsights (Symbol symbol, DateTime utcTime)
	Returns true if there are active insights for a given symbol and time More...

ICollection< Insight >	RemoveExpiredInsights (DateTime utcTime)
	Remove all expired insights from the collection and retuns them More...

void	RemoveInsights (Func< Insight, bool > filter)
	Will remove insights from the complete insight collection More...

List< Insight >	GetInsights (Func< Insight, bool > filter=null)
	Will return insights from the complete insight collection More...

List< Insight >	GetInsights (PyObject filter)
	Will return insights from the complete insight collection More...

Properties
int	Count `[get]`
	The open insight count More...

int	TotalCount `[get]`
	The total insight count More...

List< Insight >????	this[Symbol symbol] `[get, set]`
	Dictionary accessor returns a list of insights for the specified symbol More...

Detailed Description

Provides a collection for managing insights. This type provides collection access semantics as well as dictionary access semantics through TryGetValue, ContainsKey, and this[symbol]

Definition at line 28 of file InsightCollection.cs.

Member Function Documentation

◆ Add()

void QuantConnect.Algorithm.Framework.Alphas.InsightCollection.Add ( Insight item )

Adds an item to the T:System.Collections.Generic.ICollection`1.

Parameters

item	The object to add to the T:System.Collections.Generic.ICollection`1.

Exceptions

T:System.NotSupportedException The T:System.Collections.Generic.ICollection`1 is read-only.

Definition at line 66 of file InsightCollection.cs.

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◆ AddRange()

void QuantConnect.Algorithm.Framework.Alphas.InsightCollection.AddRange ( IEnumerable< Insight > insights )

Adds each item in the specified enumerable of insights to this collection

Parameters

insights The insights to add to this collection

Definition at line 87 of file InsightCollection.cs.

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◆ Contains()

bool QuantConnect.Algorithm.Framework.Alphas.InsightCollection.Contains ( Insight item )

Determines whether the T:System.Collections.Generic.ICollection`1 contains a specific value.

Returns: true if item is found in the T:System.Collections.Generic.ICollection`1; otherwise, false.

Parameters

item	The object to locate in the T:System.Collections.Generic.ICollection`1.

Definition at line 98 of file InsightCollection.cs.

◆ ContainsKey()

bool QuantConnect.Algorithm.Framework.Alphas.InsightCollection.ContainsKey ( Symbol symbol )

Determines whether insights exist in this collection for the specified symbol

Parameters

symbol The symbol key

Returns: True if there are insights for the symbol in this collection

Definition at line 112 of file InsightCollection.cs.

◆ Remove()

bool QuantConnect.Algorithm.Framework.Alphas.InsightCollection.Remove ( Insight item )

Removes the first occurrence of a specific object from the T:System.Collections.Generic.ICollection`1.

Returns: true if item was successfully removed from the T:System.Collections.Generic.ICollection`1; otherwise, false. This method also returns false if item is not found in the original T:System.Collections.Generic.ICollection`1.

Parameters

item	The object to remove from the T:System.Collections.Generic.ICollection`1.

Exceptions

T:System.NotSupportedException The T:System.Collections.Generic.ICollection`1 is read-only.

Definition at line 125 of file InsightCollection.cs.

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◆ TryGetValue()

bool QuantConnect.Algorithm.Framework.Alphas.InsightCollection.TryGetValue	(	Symbol	symbol,
		out List< Insight >	insights
	)

Attempts to get the list of insights with the specified symbol key

Parameters

symbol	The symbol key
insights	The insights for the specified symbol, or null if not found

Returns: True if insights for the specified symbol were found, false otherwise

Definition at line 187 of file InsightCollection.cs.

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◆ GetEnumerator()

IEnumerator<Insight> QuantConnect.Algorithm.Framework.Alphas.InsightCollection.GetEnumerator ( )

Returns an enumerator that iterates through the collection.

Returns: A T:System.Collections.Generic.IEnumerator`1 that can be used to iterate through the collection.

Definition at line 204 of file InsightCollection.cs.

◆ Clear()

void QuantConnect.Algorithm.Framework.Alphas.InsightCollection.Clear ( Symbol[] symbols )

Removes the symbol and its insights

Parameters

symbols List of symbols that will be removed

Definition at line 224 of file InsightCollection.cs.

◆ GetNextExpiryTime()

DateTime? QuantConnect.Algorithm.Framework.Alphas.InsightCollection.GetNextExpiryTime ( )

Gets the next expiry time UTC

Definition at line 241 of file InsightCollection.cs.

◆ GetActiveInsights()

ICollection<Insight> QuantConnect.Algorithm.Framework.Alphas.InsightCollection.GetActiveInsights ( DateTime utcTime )

Gets the last generated active insight

Returns: Collection of insights that are active

Definition at line 259 of file InsightCollection.cs.

◆ HasActiveInsights()

bool QuantConnect.Algorithm.Framework.Alphas.InsightCollection.HasActiveInsights	(	Symbol	symbol,
		DateTime	utcTime
	)

Returns true if there are active insights for a given symbol and time

Parameters

symbol	The symbol key
utcTime	Time that determines whether the insight has expired

Returns

Definition at line 284 of file InsightCollection.cs.

◆ RemoveExpiredInsights()

ICollection<Insight> QuantConnect.Algorithm.Framework.Alphas.InsightCollection.RemoveExpiredInsights ( DateTime utcTime )

Remove all expired insights from the collection and retuns them

Parameters

utcTime Time that determines whether the insight has expired

Returns: Expired insights that were removed

Definition at line 301 of file InsightCollection.cs.

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◆ RemoveInsights()

void QuantConnect.Algorithm.Framework.Alphas.InsightCollection.RemoveInsights ( Func< Insight, bool > filter )

Will remove insights from the complete insight collection

Parameters

filter The function that will determine which insight to remove

Definition at line 328 of file InsightCollection.cs.

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◆ GetInsights() [1/2]

List<Insight> QuantConnect.Algorithm.Framework.Alphas.InsightCollection.GetInsights ( Func< Insight, bool > filter = null )

Will return insights from the complete insight collection

Parameters

filter The function that will determine which insight to return

Returns: A new list containing the selected insights

Definition at line 362 of file InsightCollection.cs.

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◆ GetInsights() [2/2]

List<Insight> QuantConnect.Algorithm.Framework.Alphas.InsightCollection.GetInsights ( PyObject filter )

Will return insights from the complete insight collection

Parameters

filter The function that will determine which insight to return

Returns: A new list containing the selected insights

Definition at line 379 of file InsightCollection.cs.

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Property Documentation

◆ Count

int QuantConnect.Algorithm.Framework.Alphas.InsightCollection.Count

get

The open insight count

Definition at line 39 of file InsightCollection.cs.

◆ TotalCount

int QuantConnect.Algorithm.Framework.Alphas.InsightCollection.TotalCount

get

The total insight count

Definition at line 53 of file InsightCollection.cs.

◆ this[Symbol symbol]

List<Insight>???? QuantConnect.Algorithm.Framework.Alphas.InsightCollection.this[Symbol symbol]

getset

Dictionary accessor returns a list of insights for the specified symbol

Parameters

symbol The symbol key

Returns: List of insights for the symbol

Definition at line 154 of file InsightCollection.cs.

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

Common/Algorithm/Framework/Alphas/InsightCollection.cs

Public Member Functions

Properties

Detailed Description

Member Function Documentation

◆ Add()

◆ AddRange()

◆ Contains()

◆ ContainsKey()

◆ Remove()

◆ TryGetValue()

◆ GetEnumerator()

◆ Clear()

◆ GetNextExpiryTime()

◆ GetActiveInsights()

◆ HasActiveInsights()

◆ RemoveExpiredInsights()

◆ RemoveInsights()

◆ GetInsights() [1/2]

◆ GetInsights() [2/2]

Property Documentation

◆ Count

◆ TotalCount

◆ this[Symbol symbol]