Collection of factors for continuous contracts and their back months contracts for a specific mapping mode DataMappingMode and date More...
Public Member Functions | |
| MappingContractFactorRow () | |
| Empty constructor for json converter More... | |
| string | GetFileFormat (string source=null) |
| Writes factor file row into it's file format More... | |
Static Public Member Functions | |
| static List< MappingContractFactorRow > | Parse (IEnumerable< string > lines, out DateTime? factorFileMinimumDate) |
| Parses the lines as factor files rows while properly handling inf entries More... | |
Properties | |
| DateTime | Date [get, set] |
| Gets the date associated with this data More... | |
| IReadOnlyList< decimal > | BackwardsRatioScale = new List<decimal>() [get, set] |
| Backwards ratio price scaling factors for the front month [index 0] and it's 'i' back months [index 0 + i] DataNormalizationMode.BackwardsRatio More... | |
| IReadOnlyList< decimal > | BackwardsPanamaCanalScale = new List<decimal>() [get, set] |
| Backwards Panama Canal price scaling factors for the front month [index 0] and it's 'i' back months [index 0 + i] DataNormalizationMode.BackwardsPanamaCanal More... | |
| IReadOnlyList< decimal > | ForwardPanamaCanalScale = new List<decimal>() [get, set] |
| Forward Panama Canal price scaling factors for the front month [index 0] and it's 'i' back months [index 0 + i] DataNormalizationMode.ForwardPanamaCanal More... | |
| DataMappingMode? | DataMappingMode [get, set] |
| Allows the consumer to specify a desired mapping mode More... | |
 Properties inherited from QuantConnect.Data.Auxiliary.IFactorRow | |
| DateTime | Date [get] |
| Gets the date associated with this data More... | |
Detailed Description
Collection of factors for continuous contracts and their back months contracts for a specific mapping mode DataMappingMode and date
Definition at line 27 of file MappingContractFactorRow.cs.
Constructor & Destructor Documentation
◆ MappingContractFactorRow()
| QuantConnect.Data.Auxiliary.MappingContractFactorRow.MappingContractFactorRow | ( | ) |
Empty constructor for json converter
Definition at line 60 of file MappingContractFactorRow.cs.
Member Function Documentation
◆ GetFileFormat()
| string QuantConnect.Data.Auxiliary.MappingContractFactorRow.GetFileFormat | ( | string | source = null | ) |
Writes factor file row into it's file format
Json formatted
Implements QuantConnect.Data.Auxiliary.IFactorRow.
Definition at line 68 of file MappingContractFactorRow.cs.
◆ Parse()
|
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 79 of file MappingContractFactorRow.cs.
Property Documentation
◆ Date
|
getset |
Gets the date associated with this data
Definition at line 32 of file MappingContractFactorRow.cs.
◆ BackwardsRatioScale
|
getset |
Backwards ratio price scaling factors for the front month [index 0] and it's 'i' back months [index 0 + i] DataNormalizationMode.BackwardsRatio
Definition at line 38 of file MappingContractFactorRow.cs.
◆ BackwardsPanamaCanalScale
|
getset |
Backwards Panama Canal price scaling factors for the front month [index 0] and it's 'i' back months [index 0 + i] DataNormalizationMode.BackwardsPanamaCanal
Definition at line 44 of file MappingContractFactorRow.cs.
◆ ForwardPanamaCanalScale
|
getset |
Forward Panama Canal price scaling factors for the front month [index 0] and it's 'i' back months [index 0 + i] DataNormalizationMode.ForwardPanamaCanal
Definition at line 50 of file MappingContractFactorRow.cs.
◆ DataMappingMode
|
getset |
Allows the consumer to specify a desired mapping mode
Definition at line 55 of file MappingContractFactorRow.cs.
The documentation for this class was generated from the following file:
- Common/Data/Auxiliary/MappingContractFactorRow.cs
