QuantConnect.Research.FutureHistory Class Reference
Class to manage information from History Request of Futures More...
Inheritance diagram for QuantConnect.Research.FutureHistory:
Public Member Functions | |
| FutureHistory (IEnumerable< Slice > data) | |
| Create a new instance of FutureHistory. More... | |
| PyObject | GetAllData () |
| Gets all data from the History Request that are written in a pandas.DataFrame More... | |
| PyObject | GetExpiryDates () |
| Gets all expity dates in the future history More... | |
 Public Member Functions inherited from QuantConnect.Data.DataHistory< Slice > | |
| DataHistory (IEnumerable< T > data, Lazy< PyObject > dataframe) | |
| Creates a new instance More... | |
| override string | ToString () |
| Default to string implementation More... | |
| IEnumerator< T > | GetEnumerator () |
| Returns an enumerator for the data More... | |
Additional Inherited Members | |
| Public Attributes inherited from QuantConnect.Data.DataHistory< Slice > | |
| int | Count |
| The current data point count More... | |
| PyObject | DataFrame |
| This data pandas data frame More... | |
| Properties inherited from QuantConnect.Data.DataHistory< Slice > | |
| IEnumerable< T > | Data [get] |
| The data we hold More... | |
Detailed Description
Class to manage information from History Request of Futures
Definition at line 28 of file FutureHistory.cs.
Constructor & Destructor Documentation
◆ FutureHistory()
| QuantConnect.Research.FutureHistory.FutureHistory | ( | IEnumerable< Slice > | data | ) |
Create a new instance of FutureHistory.
- Parameters
-
data
Definition at line 34 of file FutureHistory.cs.
Member Function Documentation
◆ GetAllData()
| PyObject QuantConnect.Research.FutureHistory.GetAllData | ( | ) |
Gets all data from the History Request that are written in a pandas.DataFrame
◆ GetExpiryDates()
| PyObject QuantConnect.Research.FutureHistory.GetExpiryDates | ( | ) |
The documentation for this class was generated from the following file:
- Research/FutureHistory.cs
