Lean fundamental data class More...

Inheritance diagram for QuantConnect.Data.Fundamental.Fundamental:

Public Member Functions
	Fundamental ()
	Creates a new empty instance More...

	Fundamental (DateTime time, Symbol symbol)
	Creates a new instance More...

override SubscriptionDataSource	GetSource (SubscriptionDataConfig config, DateTime date, bool isLiveMode)
	Return the URL string source of the file. This will be converted to a stream More...

override BaseData	Reader (SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode)
	Will read a new instance from the given line More...

override BaseData	Clone ()
	Will clone the current instance More...

override Resolution	DefaultResolution ()
	Gets the default resolution for this data and security type More...

Public Member Functions inherited from QuantConnect.Data.Fundamental.FineFundamental
override SubscriptionDataSource	GetSource (SubscriptionDataConfig config, DateTime date, bool isLiveMode)
	Return the URL string source of the file. This will be converted to a stream More...

override BaseData	Reader (SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode)
	Reader converts each line of the data source into BaseData objects. Each data type creates its own factory method, and returns a new instance of the object each time it is called. The returned object is assumed to be time stamped in the config.ExchangeTimeZone. More...

override BaseData	Clone ()
	Clones this fine data instance More...

override List< Resolution >	SupportedResolutions ()
	This is a daily data set More...

override Resolution	DefaultResolution ()
	This is a daily data set More...

	FineFundamental ()
	Creates a new empty instance More...

	FineFundamental (DateTime time, Symbol symbol)
	Creates a new instance for the given time and security More...

	FineFundamental (DateTime time, Symbol symbol, FundamentalInstanceProvider fundamentalInstanceProvider)
	Creates a new instance for the given time and security More...

Public Attributes
override double	DollarVolume => FundamentalService.Get<double>(Time, Symbol.ID, FundamentalProperty.DollarVolume)
	Gets the day's dollar volume for this symbol More...

override long	Volume => FundamentalService.Get<long>(Time, Symbol.ID, FundamentalProperty.Volume)
	Gets the day's total volume More...

override bool	HasFundamentalData => FundamentalService.Get<bool>(Time, Symbol.ID, FundamentalProperty.HasFundamentalData)
	Returns whether the symbol has fundamental data for the given date More...

override decimal	PriceFactor => FundamentalService.Get<decimal>(Time, Symbol.ID, FundamentalProperty.PriceFactor)
	Gets the price factor for the given date More...

override decimal	SplitFactor => FundamentalService.Get<decimal>(Time, Symbol.ID, FundamentalProperty.SplitFactor)
	Gets the split factor for the given date More...

override decimal	Value => FundamentalService.Get<decimal>(Time, Symbol.ID, FundamentalProperty.Value)
	Gets the raw price More...

Public Attributes inherited from QuantConnect.Data.Fundamental.FineFundamental
long	MarketCap => CompanyProfile.MarketCap
	Price * Total SharesOutstanding. The most current market cap for example, would be the most recent closing price x the most recent reported shares outstanding. For ADR share classes, market cap is price * (ordinary shares outstanding / adr ratio). More...

CompanyReference	CompanyReference => _fundamentalInstanceProvider.GetCompanyReference(Time)
	The instance of the CompanyReference class More...

SecurityReference	SecurityReference => _fundamentalInstanceProvider.GetSecurityReference(Time)
	The instance of the SecurityReference class More...

FinancialStatements	FinancialStatements => _fundamentalInstanceProvider.GetFinancialStatements(Time)
	The instance of the FinancialStatements class More...

EarningReports	EarningReports => _fundamentalInstanceProvider.GetEarningReports(Time)
	The instance of the EarningReports class More...

OperationRatios	OperationRatios => _fundamentalInstanceProvider.GetOperationRatios(Time)
	The instance of the OperationRatios class More...

EarningRatios	EarningRatios => _fundamentalInstanceProvider.GetEarningRatios(Time)
	The instance of the EarningRatios class More...

ValuationRatios	ValuationRatios => _fundamentalInstanceProvider.GetValuationRatios(Time)
	The instance of the ValuationRatios class More...

CompanyProfile	CompanyProfile => _fundamentalInstanceProvider.GetCompanyProfile(Time)
	The instance of the CompanyProfile class More...

AssetClassification	AssetClassification => _fundamentalInstanceProvider.GetAssetClassification(Time)
	The instance of the AssetClassification class More...

Additional Inherited Members
Properties inherited from QuantConnect.Data.Fundamental.FineFundamental
override DateTime	EndTime `[get, set]`
	The end time of this data. More...

Detailed Description

Lean fundamental data class

Definition at line 25 of file Fundamental.cs.

Constructor & Destructor Documentation

◆ Fundamental() [1/2]

QuantConnect.Data.Fundamental.Fundamental.Fundamental ( )

Creates a new empty instance

Definition at line 60 of file Fundamental.cs.

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◆ Fundamental() [2/2]

QuantConnect.Data.Fundamental.Fundamental.Fundamental	(	DateTime	time,
		Symbol	symbol
	)

Creates a new instance

Parameters

time	The current time
symbol	The associated symbol

Definition at line 69 of file Fundamental.cs.

Member Function Documentation

◆ GetSource()

override SubscriptionDataSource QuantConnect.Data.Fundamental.Fundamental.GetSource	(	SubscriptionDataConfig	config,
		DateTime	date,
		bool	isLiveMode
	)

Return the URL string source of the file. This will be converted to a stream

Definition at line 77 of file Fundamental.cs.

◆ Reader()

override BaseData QuantConnect.Data.Fundamental.Fundamental.Reader	(	SubscriptionDataConfig	config,
		string	line,
		DateTime	date,
		bool	isLiveMode
	)

Will read a new instance from the given line

Parameters

config	The associated requested configuration
line	The line to parse
date	The current time
isLiveMode	True if live mode

Returns: A new instance or null

Definition at line 91 of file Fundamental.cs.

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◆ Clone()

override BaseData QuantConnect.Data.Fundamental.Fundamental.Clone ( )

Will clone the current instance

Returns: The cloned instance

Definition at line 115 of file Fundamental.cs.

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◆ DefaultResolution()

override Resolution QuantConnect.Data.Fundamental.Fundamental.DefaultResolution ( )

Gets the default resolution for this data and security type

Definition at line 123 of file Fundamental.cs.

Member Data Documentation

◆ DollarVolume

override double QuantConnect.Data.Fundamental.Fundamental.DollarVolume => FundamentalService.Get<double>(Time, Symbol.ID, FundamentalProperty.DollarVolume)

Gets the day's dollar volume for this symbol

Definition at line 30 of file Fundamental.cs.

◆ Volume

override long QuantConnect.Data.Fundamental.Fundamental.Volume => FundamentalService.Get<long>(Time, Symbol.ID, FundamentalProperty.Volume)

Gets the day's total volume

Definition at line 35 of file Fundamental.cs.

◆ HasFundamentalData

override bool QuantConnect.Data.Fundamental.Fundamental.HasFundamentalData => FundamentalService.Get<bool>(Time, Symbol.ID, FundamentalProperty.HasFundamentalData)

Returns whether the symbol has fundamental data for the given date

Definition at line 40 of file Fundamental.cs.

◆ PriceFactor

override decimal QuantConnect.Data.Fundamental.Fundamental.PriceFactor => FundamentalService.Get<decimal>(Time, Symbol.ID, FundamentalProperty.PriceFactor)

Gets the price factor for the given date

Definition at line 45 of file Fundamental.cs.

◆ SplitFactor

override decimal QuantConnect.Data.Fundamental.Fundamental.SplitFactor => FundamentalService.Get<decimal>(Time, Symbol.ID, FundamentalProperty.SplitFactor)

Gets the split factor for the given date

Definition at line 50 of file Fundamental.cs.

◆ Value

override decimal QuantConnect.Data.Fundamental.Fundamental.Value => FundamentalService.Get<decimal>(Time, Symbol.ID, FundamentalProperty.Value)

Gets the raw price

Definition at line 55 of file Fundamental.cs.

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

Common/Data/Fundamental/Fundamental.cs

Public Member Functions

Public Attributes

Additional Inherited Members