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QuantConnect.Algorithm.Framework.Portfolio.ReturnsSymbolDataExtensions Class Reference

Extension methods for ReturnsSymbolData More...

Static Public Member Functions

static double[,] FormReturnsMatrix (this Dictionary< Symbol, ReturnsSymbolData > symbolData, IEnumerable< Symbol > symbols)
 Converts a dictionary of ReturnsSymbolData keyed by Symbol into a matrix More...
 

Detailed Description

Extension methods for ReturnsSymbolData

Definition at line 117 of file ReturnsSymbolData.cs.

Member Function Documentation

◆ FormReturnsMatrix()

static double [,] QuantConnect.Algorithm.Framework.Portfolio.ReturnsSymbolDataExtensions.FormReturnsMatrix ( this Dictionary< Symbol, ReturnsSymbolData symbolData,
IEnumerable< Symbol symbols 
)
static

Converts a dictionary of ReturnsSymbolData keyed by Symbol into a matrix

Parameters
symbolDataDictionary of ReturnsSymbolData keyed by Symbol to be converted into a matrix
symbolsList of Symbol to be included in the matrix

Definition at line 124 of file ReturnsSymbolData.cs.


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