QuantConnect.Data.Auxiliary.MappingContractFactorProvider Class Reference
Mapping related factor provider. Factors based on price differences on mapping dates More...
Inheritance diagram for QuantConnect.Data.Auxiliary.MappingContractFactorProvider:
Public Member Functions | |
| MappingContractFactorProvider (string permtick, IEnumerable< MappingContractFactorRow > data, DateTime? factorFileMinimumDate=null) | |
| Creates a new instance More... | |
| override decimal | GetPriceFactor (DateTime searchDate, DataNormalizationMode dataNormalizationMode, DataMappingMode? dataMappingMode=null, uint contractOffset=0) |
| Gets the price scale factor for the specified search date More... | |
 Public Member Functions inherited from QuantConnect.Data.Auxiliary.FactorFile< MappingContractFactorRow > | |
| IEnumerable< string > | GetFileFormat () |
| Writes this factor file data to an enumerable of csv lines More... | |
| void | WriteToFile (Symbol symbol) |
| Write the factor file to the correct place in the default Data folder More... | |
| IEnumerator< IFactorRow > | GetEnumerator () |
| Returns an enumerator that iterates through the collection. More... | |
Additional Inherited Members | |
| Public Attributes inherited from QuantConnect.Data.Auxiliary.FactorFile< MappingContractFactorRow > | |
| DateTime | MostRecentFactorChange |
| Gets the most recent factor change in the factor file More... | |
| Protected Member Functions inherited from QuantConnect.Data.Auxiliary.FactorFile< MappingContractFactorRow > | |
| FactorFile (string permtick, IEnumerable< T > data, DateTime? factorFileMinimumDate=null) | |
| Initializes a new instance of the FactorFile class. More... | |
| Protected Attributes inherited from QuantConnect.Data.Auxiliary.FactorFile< MappingContractFactorRow > | |
| readonly List< DateTime > | _reversedFactorFileDates |
| Keeping a reversed version is more performant that reversing it each time we need it More... | |
| Properties inherited from QuantConnect.Data.Auxiliary.FactorFile< MappingContractFactorRow > | |
| SortedList< DateTime, List< T > > | SortedFactorFileData [get, set] |
| The factor file data rows sorted by date More... | |
| DateTime? | FactorFileMinimumDate [get, set] |
| The minimum tradeable date for the symbol More... | |
| string | Permtick [get] |
| Gets the symbol this factor file represents More... | |
Detailed Description
Mapping related factor provider. Factors based on price differences on mapping dates
Definition at line 26 of file MappingContractFactorProvider.cs.
Constructor & Destructor Documentation
◆ MappingContractFactorProvider()
| QuantConnect.Data.Auxiliary.MappingContractFactorProvider.MappingContractFactorProvider | ( | string | permtick, |
| IEnumerable< MappingContractFactorRow > | data, | ||
| DateTime? | factorFileMinimumDate = null |
||
| ) |
Creates a new instance
Definition at line 31 of file MappingContractFactorProvider.cs.
Member Function Documentation
◆ GetPriceFactor()
|
virtual |
Gets the price scale factor for the specified search date
Implements QuantConnect.Data.Auxiliary.FactorFile< MappingContractFactorRow >.
Definition at line 39 of file MappingContractFactorProvider.cs.
The documentation for this class was generated from the following file:
- Common/Data/Auxiliary/MappingContractFactorProvider.cs
