Base backtesting cache provider which will source symbols from local zip files More...

Inheritance diagram for QuantConnect.Lean.Engine.DataFeeds.BacktestingChainProvider:

Public Member Functions
void	Initialize (ChainProviderInitializeParameters parameters)
	Initializes a new instance of the BacktestingChainProvider class More...

Protected Member Functions
	BacktestingChainProvider ()
	Initializes a new instance of the BacktestingChainProvider class More...

IEnumerable< Symbol >	GetSymbols (Symbol canonicalSymbol, DateTime date)
	Get the contract symbols associated with the given canonical symbol and date More...

Static Protected Member Functions
static bool	IsContractExpired (Symbol symbol, DateTime date)
	Helper method to determine if a contract is expired for the requested date More...

Properties
IMapFileProvider	MapFileProvider `[get]`
	The map file provider instance to use More...

IHistoryProvider	HistoryProvider `[get]`
	The history provider instance to use More...

Detailed Description

Base backtesting cache provider which will source symbols from local zip files

Definition at line 30 of file BacktestingChainProvider.cs.

Constructor & Destructor Documentation

◆ BacktestingChainProvider()

QuantConnect.Lean.Engine.DataFeeds.BacktestingChainProvider.BacktestingChainProvider ( )

protected

Initializes a new instance of the BacktestingChainProvider class

Definition at line 45 of file BacktestingChainProvider.cs.

Member Function Documentation

◆ Initialize()

void QuantConnect.Lean.Engine.DataFeeds.BacktestingChainProvider.Initialize ( ChainProviderInitializeParameters parameters )

Initializes a new instance of the BacktestingChainProvider class

Parameters

parameters The initialization parameters

Definition at line 55 of file BacktestingChainProvider.cs.

◆ GetSymbols()

IEnumerable<Symbol> QuantConnect.Lean.Engine.DataFeeds.BacktestingChainProvider.GetSymbols	(	Symbol	canonicalSymbol,
		DateTime	date
	)

protected

Get the contract symbols associated with the given canonical symbol and date

Parameters

canonicalSymbol	The canonical symbol
date	The date to search for

Definition at line 66 of file BacktestingChainProvider.cs.

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◆ IsContractExpired()

static bool QuantConnect.Lean.Engine.DataFeeds.BacktestingChainProvider.IsContractExpired	(	Symbol	symbol,
		DateTime	date
	)

staticprotected

Helper method to determine if a contract is expired for the requested date

Definition at line 114 of file BacktestingChainProvider.cs.

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Property Documentation

◆ MapFileProvider

IMapFileProvider QuantConnect.Lean.Engine.DataFeeds.BacktestingChainProvider.MapFileProvider

getprotected

The map file provider instance to use

Definition at line 35 of file BacktestingChainProvider.cs.

◆ HistoryProvider

IHistoryProvider QuantConnect.Lean.Engine.DataFeeds.BacktestingChainProvider.HistoryProvider

getprotected

The history provider instance to use

Definition at line 40 of file BacktestingChainProvider.cs.

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

Engine/DataFeeds/BacktestingChainProvider.cs

Public Member Functions

Protected Member Functions

Static Protected Member Functions

Properties