Lean  $LEAN_TAG$
QuantConnect.Data.UniverseSelection.CoarseFundamentalDataProvider.CoarseFundamentalSource Class Reference

Coarse fundamental with setters More...

Inheritance diagram for QuantConnect.Data.UniverseSelection.CoarseFundamentalDataProvider.CoarseFundamentalSource:
[legend]

Public Attributes

long VolumeSetter
 
double DollarVolumeSetter
 
decimal PriceFactorSetter = 1
 
decimal SplitFactorSetter = 1
 
bool HasFundamentalDataSetter
 
override double DollarVolume => DollarVolumeSetter
 Gets the day's dollar volume for this symbol More...
 
override long Volume => VolumeSetter
 Gets the day's total volume More...
 
override bool HasFundamentalData => HasFundamentalDataSetter
 Returns whether the symbol has fundamental data for the given date More...
 
override decimal PriceFactor => PriceFactorSetter
 Gets the price factor for the given date More...
 
override decimal SplitFactor => SplitFactorSetter
 Gets the split factor for the given date More...
 
- Public Attributes inherited from QuantConnect.Data.UniverseSelection.CoarseFundamental
string Market => Symbol.ID.Market
 Gets the market for this symbol More...
 
decimal PriceScaleFactor => PriceFactor * SplitFactor
 Gets the combined factor used to create adjusted prices from raw prices More...
 
decimal AdjustedPrice => Price * PriceScaleFactor
 Gets the split and dividend adjusted price More...
 
override decimal Price => Value
 Gets the raw price More...
 
- Public Attributes inherited from QuantConnect.Data.BaseData
virtual decimal Price => Value
 As this is a backtesting platform we'll provide an alias of value as price. More...
 

Additional Inherited Members

- Public Member Functions inherited from QuantConnect.Data.UniverseSelection.CoarseFundamental
 CoarseFundamental ()
 Initializes a new instance of the CoarseFundamental class 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)
 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. More...
 
- Public Member Functions inherited from QuantConnect.Data.BaseData
 BaseData ()
 Constructor for initialising the dase data class More...
 
virtual BaseData Reader (SubscriptionDataConfig config, StreamReader stream, 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...
 
virtual bool RequiresMapping ()
 Indicates if there is support for mapping More...
 
virtual bool IsSparseData ()
 Indicates that the data set is expected to be sparse More...
 
virtual bool ShouldCacheToSecurity ()
 Indicates whether this contains data that should be stored in the security cache More...
 
virtual Resolution DefaultResolution ()
 Gets the default resolution for this data and security type More...
 
virtual List< ResolutionSupportedResolutions ()
 Gets the supported resolution for this data and security type More...
 
virtual DateTimeZone DataTimeZone ()
 Specifies the data time zone for this data type. This is useful for custom data types More...
 
void UpdateTrade (decimal lastTrade, decimal tradeSize)
 Updates this base data with a new trade More...
 
void UpdateQuote (decimal bidPrice, decimal bidSize, decimal askPrice, decimal askSize)
 Updates this base data with new quote information More...
 
void UpdateBid (decimal bidPrice, decimal bidSize)
 Updates this base data with the new quote bid information More...
 
void UpdateAsk (decimal askPrice, decimal askSize)
 Updates this base data with the new quote ask information More...
 
virtual void Update (decimal lastTrade, decimal bidPrice, decimal askPrice, decimal volume, decimal bidSize, decimal askSize)
 Update routine to build a bar/tick from a data update. More...
 
virtual BaseData Clone (bool fillForward)
 Return a new instance clone of this object, used in fill forward More...
 
virtual BaseData Clone ()
 Return a new instance clone of this object, used in fill forward More...
 
override string ToString ()
 Formats a string with the symbol and value. More...
 
virtual BaseData Reader (SubscriptionDataConfig config, string line, DateTime date, DataFeedEndpoint datafeed)
 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. More...
 
virtual string GetSource (SubscriptionDataConfig config, DateTime date, DataFeedEndpoint datafeed)
 Return the URL string source of the file. This will be converted to a stream More...
 
- Static Public Member Functions inherited from QuantConnect.Data.UniverseSelection.CoarseFundamental
static string ToRow (CoarseFundamental coarse)
 Converts a given fundamental data point into row format More...
 
- Static Public Member Functions inherited from QuantConnect.Data.BaseData
static IEnumerable< BaseDataDeserializeMessage (string serialized)
 Deserialize the message from the data server More...
 
- Static Protected Attributes inherited from QuantConnect.Data.BaseData
static readonly List< ResolutionAllResolutions
 A list of all Resolution More...
 
static readonly List< ResolutionDailyResolution = new List<Resolution> { Resolution.Daily }
 A list of Resolution.Daily More...
 
static readonly List< ResolutionMinuteResolution = new List<Resolution> { Resolution.Minute }
 A list of Resolution.Minute More...
 
static readonly List< ResolutionHighResolution = new List<Resolution> { Resolution.Minute, Resolution.Second, Resolution.Tick }
 A list of high Resolution, including minute, second, and tick. More...
 
static readonly List< ResolutionOptionResolutions = new List<Resolution> { Resolution.Daily, Resolution.Hour, Resolution.Minute }
 A list of resolutions support by Options More...
 
- Properties inherited from QuantConnect.Data.UniverseSelection.CoarseFundamental
virtual double DollarVolume [get]
 Gets the day's dollar volume for this symbol More...
 
virtual long Volume [get]
 Gets the day's total volume More...
 
virtual bool HasFundamentalData [get]
 Returns whether the symbol has fundamental data for the given date More...
 
virtual decimal PriceFactor = 1 [get]
 Gets the price factor for the given date More...
 
virtual decimal SplitFactor = 1 [get]
 Gets the split factor for the given date More...
 
override DateTime EndTime [get, set]
 The end time of this data. More...
 
- Properties inherited from QuantConnect.Data.BaseData
MarketDataType DataType = MarketDataType.Base [get, set]
 Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC. More...
 
bool IsFillForward [get]
 True if this is a fill forward piece of data More...
 
DateTime Time [get, set]
 Current time marker of this data packet. More...
 
virtual DateTime EndTime [get, set]
 The end time of this data. Some data covers spans (trade bars) and as such we want to know the entire time span covered More...
 
Symbol Symbol = Symbol.Empty [get, set]
 Symbol representation for underlying Security More...
 
virtual decimal Value [get, set]
 Value representation of this data packet. All data requires a representative value for this moment in time. For streams of data this is the price now, for OHLC packets this is the closing price. More...
 
- Properties inherited from QuantConnect.Data.IBaseData
MarketDataType DataType [get, set]
 Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC. More...
 
DateTime Time [get, set]
 Time keeper of data – all data is timeseries based. More...
 
DateTime EndTime [get, set]
 End time of data More...
 
Symbol Symbol [get, set]
 Symbol for underlying Security More...
 
decimal Value [get, set]
 All timeseries data is a time-value pair: More...
 
decimal Price [get]
 Alias of Value. More...
 

Detailed Description

Coarse fundamental with setters

Definition at line 142 of file CoarseFundamentalDataProvider.cs.

Member Data Documentation

◆ DollarVolume

override double QuantConnect.Data.UniverseSelection.CoarseFundamentalDataProvider.CoarseFundamentalSource.DollarVolume => DollarVolumeSetter

Gets the day's dollar volume for this symbol

Definition at line 153 of file CoarseFundamentalDataProvider.cs.

◆ Volume

override long QuantConnect.Data.UniverseSelection.CoarseFundamentalDataProvider.CoarseFundamentalSource.Volume => VolumeSetter

Gets the day's total volume

Definition at line 158 of file CoarseFundamentalDataProvider.cs.

◆ HasFundamentalData

override bool QuantConnect.Data.UniverseSelection.CoarseFundamentalDataProvider.CoarseFundamentalSource.HasFundamentalData => HasFundamentalDataSetter

Returns whether the symbol has fundamental data for the given date

Definition at line 163 of file CoarseFundamentalDataProvider.cs.

◆ PriceFactor

override decimal QuantConnect.Data.UniverseSelection.CoarseFundamentalDataProvider.CoarseFundamentalSource.PriceFactor => PriceFactorSetter

Gets the price factor for the given date

Definition at line 168 of file CoarseFundamentalDataProvider.cs.

◆ SplitFactor

override decimal QuantConnect.Data.UniverseSelection.CoarseFundamentalDataProvider.CoarseFundamentalSource.SplitFactor => SplitFactorSetter

Gets the split factor for the given date

Definition at line 173 of file CoarseFundamentalDataProvider.cs.


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