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QuantConnect.Data.DividendYieldProvider Class Reference

Estimated annualized continuous dividend yield at given date More...

Inheritance diagram for QuantConnect.Data.DividendYieldProvider:
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Public Member Functions

 DividendYieldProvider (Symbol symbol)
 Instantiates a DividendYieldProvider with the specified Symbol More...
 
decimal GetDividendYield (DateTime date)
 Get dividend yield by a given date of a given symbol More...
 

Static Public Member Functions

static Dictionary< DateTime, decimal > FromCorporateFactorRow (IEnumerable< CorporateFactorRow > corporateFactors, Symbol symbol)
 Returns a dictionary of historical dividend yield from collection of corporate factor rows More...
 

Static Public Attributes

static readonly decimal DefaultDividendYieldRate = 0.0m
 Default no dividend payout More...
 

Protected Member Functions

virtual Dictionary< DateTime, decimal > LoadDividendYieldProvider (Symbol symbol)
 Generate the daily historical dividend yield More...
 

Static Protected Attributes

static Dictionary< Symbol, Dictionary< DateTime, decimal > > _dividendYieldRateProvider
 
static Task _cacheClearTask
 

Properties

virtual TimeSpan CacheRefreshPeriod [get]
 The cached refresh period for the dividend yield rate More...
 

Detailed Description

Estimated annualized continuous dividend yield at given date

Definition at line 30 of file DividendYieldProvider.cs.

Constructor & Destructor Documentation

◆ DividendYieldProvider()

QuantConnect.Data.DividendYieldProvider.DividendYieldProvider ( Symbol  symbol)

Instantiates a DividendYieldProvider with the specified Symbol

Definition at line 66 of file DividendYieldProvider.cs.

Member Function Documentation

◆ GetDividendYield()

decimal QuantConnect.Data.DividendYieldProvider.GetDividendYield ( DateTime  date)

Get dividend yield by a given date of a given symbol

Parameters
dateThe date
Returns
Dividend yield on the given date of the given symbol

Implements QuantConnect.Data.IDividendYieldModel.

Definition at line 101 of file DividendYieldProvider.cs.

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◆ LoadDividendYieldProvider()

virtual Dictionary<DateTime, decimal> QuantConnect.Data.DividendYieldProvider.LoadDividendYieldProvider ( Symbol  symbol)
protectedvirtual

Generate the daily historical dividend yield

Exposed for testing

Definition at line 137 of file DividendYieldProvider.cs.

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◆ FromCorporateFactorRow()

static Dictionary<DateTime, decimal> QuantConnect.Data.DividendYieldProvider.FromCorporateFactorRow ( IEnumerable< CorporateFactorRow corporateFactors,
Symbol  symbol 
)
static

Returns a dictionary of historical dividend yield from collection of corporate factor rows

Parameters
corporateFactorsThe corporate factor rows containing factor data
symbolThe target symbol
Returns
Dictionary of historical annualized continuous dividend yield data

Definition at line 175 of file DividendYieldProvider.cs.

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Member Data Documentation

◆ DefaultDividendYieldRate

readonly decimal QuantConnect.Data.DividendYieldProvider.DefaultDividendYieldRate = 0.0m
static

Default no dividend payout

Definition at line 43 of file DividendYieldProvider.cs.

Property Documentation

◆ CacheRefreshPeriod

virtual TimeSpan QuantConnect.Data.DividendYieldProvider.CacheRefreshPeriod
getprotected

The cached refresh period for the dividend yield rate

Exposed for testing

Definition at line 50 of file DividendYieldProvider.cs.


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