Defines a single row in a factor_factor file. This is a csv file ordered as {date, price factor, split factor, reference price} More...

Inheritance diagram for QuantConnect.Data.Auxiliary.CorporateFactorRow:

[legend]

Public Member Functions
	CorporateFactorRow (DateTime date, decimal priceFactor, decimal splitFactor, decimal referencePrice=0)
	Initializes a new instance of the CorporateFactorRow class More...

CorporateFactorRow	Apply (Dividend dividend, SecurityExchangeHours exchangeHours)
	Applies the dividend to this factor file row. This dividend date must be on or before the factor file row date More...

CorporateFactorRow	Apply (Split split, SecurityExchangeHours exchangeHours)
	Applies the split to this factor file row. This split date must be on or before the factor file row date More...

Dividend	GetDividend (CorporateFactorRow nextCorporateFactorRow, Symbol symbol, SecurityExchangeHours exchangeHours, int decimalPlaces=2)
	Creates a new dividend from this factor file row and the one chronologically in front of it This dividend may have a distribution of zero if this row doesn't represent a dividend More...

Split	GetSplit (CorporateFactorRow nextCorporateFactorRow, Symbol symbol, SecurityExchangeHours exchangeHours)
	Creates a new split from this factor file row and the one chronologically in front of it This split may have a split factor of one if this row doesn't represent a split More...

string	GetFileFormat (string source=null)
	Writes factor file row into it's file format More...

override string	ToString ()
	Returns a string that represents the current object. More...

Static Public Member Functions
static List< CorporateFactorRow >	Parse (IEnumerable< string > lines, out DateTime? factorFileMinimumDate)
	Parses the lines as factor files rows while properly handling inf entries More...

Properties
DateTime	Date `[get]`
	Gets the date associated with this data More...

decimal	PriceFactor `[get, set]`
	Gets the price factor associated with this data More...

decimal	SplitFactor `[get, set]`
	Gets the split factor associated with the date More...

decimal	PriceScaleFactor `[get]`
	Gets the combined factor used to create adjusted prices from raw prices More...

decimal	ReferencePrice `[get]`
	Gets the raw closing value from the trading date before the updated factor takes effect More...

Properties inherited from QuantConnect.Data.Auxiliary.IFactorRow
DateTime	Date `[get]`
	Gets the date associated with this data More...

Detailed Description

Defines a single row in a factor_factor file. This is a csv file ordered as {date, price factor, split factor, reference price}

Definition at line 30 of file CorporateFactorRow.cs.

Constructor & Destructor Documentation

◆ CorporateFactorRow()

QuantConnect.Data.Auxiliary.CorporateFactorRow.CorporateFactorRow	(	DateTime	date,
		decimal	priceFactor,
		decimal	splitFactor,
		decimal	referencePrice = `0`
	)

Initializes a new instance of the CorporateFactorRow class

Definition at line 86 of file CorporateFactorRow.cs.

Here is the caller graph for this function:

Member Function Documentation

◆ Parse()

static List<CorporateFactorRow> QuantConnect.Data.Auxiliary.CorporateFactorRow.Parse	(	IEnumerable< string >	lines,
		out DateTime?	factorFileMinimumDate
	)

static

Parses the lines as factor files rows while properly handling inf entries

Parameters

lines	The lines from the factor file to be parsed
factorFileMinimumDate	The minimum date from the factor file

Returns: An enumerable of factor file rows

Definition at line 100 of file CorporateFactorRow.cs.

Here is the caller graph for this function:

◆ Apply() [1/2]

CorporateFactorRow QuantConnect.Data.Auxiliary.CorporateFactorRow.Apply	(	Dividend	dividend,
		SecurityExchangeHours	exchangeHours
	)

Applies the dividend to this factor file row. This dividend date must be on or before the factor file row date

Parameters

dividend	The dividend to apply with reference price and distribution specified
exchangeHours	Exchange hours used for resolving the previous trading day

Returns: A new factor file row that applies the dividend to this row's factors

Definition at line 142 of file CorporateFactorRow.cs.

Here is the call graph for this function:

Here is the caller graph for this function:

◆ Apply() [2/2]

CorporateFactorRow QuantConnect.Data.Auxiliary.CorporateFactorRow.Apply	(	Split	split,
		SecurityExchangeHours	exchangeHours
	)

Applies the split to this factor file row. This split date must be on or before the factor file row date

Parameters

split	The split to apply with reference price and split factor specified
exchangeHours	Exchange hours used for resolving the previous trading day

Returns: A new factor file row that applies the split to this row's factors

Definition at line 180 of file CorporateFactorRow.cs.

Here is the call graph for this function:

◆ GetDividend()

Dividend QuantConnect.Data.Auxiliary.CorporateFactorRow.GetDividend	(	CorporateFactorRow	nextCorporateFactorRow,
		Symbol	symbol,
		SecurityExchangeHours	exchangeHours,
		int	decimalPlaces = `2`
	)

Creates a new dividend from this factor file row and the one chronologically in front of it This dividend may have a distribution of zero if this row doesn't represent a dividend

Parameters

nextCorporateFactorRow	The next factor file row in time
symbol	The symbol to use for the dividend
exchangeHours	Exchange hours used for resolving the previous trading day
decimalPlaces	The number of decimal places to round the dividend's distribution to, defaulting to 2

Returns: A new dividend instance

Definition at line 220 of file CorporateFactorRow.cs.

Here is the call graph for this function:

◆ GetSplit()

Split QuantConnect.Data.Auxiliary.CorporateFactorRow.GetSplit	(	CorporateFactorRow	nextCorporateFactorRow,
		Symbol	symbol,
		SecurityExchangeHours	exchangeHours
	)

Creates a new split from this factor file row and the one chronologically in front of it This split may have a split factor of one if this row doesn't represent a split

Parameters

nextCorporateFactorRow	The next factor file row in time
symbol	The symbol to use for the split
exchangeHours	Exchange hours used for resolving the previous trading day

Returns: A new split instance

Definition at line 249 of file CorporateFactorRow.cs.

Here is the call graph for this function:

◆ GetFileFormat()

string QuantConnect.Data.Auxiliary.CorporateFactorRow.GetFileFormat ( string source = null )

Writes factor file row into it's file format

CSV formatted

Implements QuantConnect.Data.Auxiliary.IFactorRow.

Definition at line 288 of file CorporateFactorRow.cs.

◆ ToString()

override string QuantConnect.Data.Auxiliary.CorporateFactorRow.ToString ( )

Returns a string that represents the current object.

Returns: A string that represents the current object.

Definition at line 305 of file CorporateFactorRow.cs.

Property Documentation

◆ Date

DateTime QuantConnect.Data.Auxiliary.CorporateFactorRow.Date

get

Gets the date associated with this data

Definition at line 38 of file CorporateFactorRow.cs.

◆ PriceFactor

decimal QuantConnect.Data.Auxiliary.CorporateFactorRow.PriceFactor

getset

Gets the price factor associated with this data

Definition at line 44 of file CorporateFactorRow.cs.

◆ SplitFactor

decimal QuantConnect.Data.Auxiliary.CorporateFactorRow.SplitFactor

getset

Gets the split factor associated with the date

Definition at line 61 of file CorporateFactorRow.cs.

◆ PriceScaleFactor

decimal QuantConnect.Data.Auxiliary.CorporateFactorRow.PriceScaleFactor

get

Gets the combined factor used to create adjusted prices from raw prices

Definition at line 76 of file CorporateFactorRow.cs.

◆ ReferencePrice

decimal QuantConnect.Data.Auxiliary.CorporateFactorRow.ReferencePrice

get

Gets the raw closing value from the trading date before the updated factor takes effect

Definition at line 81 of file CorporateFactorRow.cs.

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

Common/Data/Auxiliary/CorporateFactorRow.cs

Public Member Functions

Static Public Member Functions

Properties

Detailed Description

Constructor & Destructor Documentation

◆ CorporateFactorRow()

Member Function Documentation

◆ Parse()

◆ Apply() [1/2]

◆ Apply() [2/2]

◆ GetDividend()

◆ GetSplit()

◆ GetFileFormat()

◆ ToString()

Property Documentation

◆ Date

◆ PriceFactor

◆ SplitFactor

◆ PriceScaleFactor

◆ ReferencePrice