QuantConnect.Securities.Equity.EquityCache Class Reference
Equity cache override. More...
Inheritance diagram for QuantConnect.Securities.Equity.EquityCache:
Public Member Functions | |
| EquityCache () | |
| Start a new Cache for the set Index Code More... | |
 Public Member Functions inherited from QuantConnect.Securities.SecurityCache | |
| void | AddDataList (IReadOnlyList< BaseData > data, Type dataType, bool? containsFillForwardData=null) |
| Add a list of market data points to the local security cache for the current market price. More... | |
| void | AddData (BaseData data) |
| Add a new market data point to the local security cache for the current market price. Rules: Don't cache fill forward data. Always return the last observation. If two consecutive data has the same time stamp and one is Quotebars and the other Tradebar, prioritize the Quotebar. More... | |
| void | StoreData (IReadOnlyList< BaseData > data, Type dataType) |
| Stores the specified data list in the cache WITHOUT updating any of the cache properties, such as Price More... | |
| BaseData | GetData () |
| Get last data packet received for this security if any else null More... | |
| T | GetData< T > () |
| Get last data packet received for this security of the specified type More... | |
| IEnumerable< T > | GetAll< T > () |
| Gets all data points of the specified type from the most recent time step that produced data for that type More... | |
| void | Reset () |
| Reset cache storage and free memory More... | |
| bool | HasData (Type type) |
| Gets whether or not this dynamic data instance has data stored for the specified type More... | |
| bool | TryGetValue (Type type, out IReadOnlyList< BaseData > data) |
| Gets whether or not this dynamic data instance has data stored for the specified type More... | |
Additional Inherited Members | |
| Static Public Member Functions inherited from QuantConnect.Securities.SecurityCache | |
| static void | ShareTypeCacheInstance (SecurityCache sourceToShare, SecurityCache targetToModify) |
| Helper method that modifies the target security cache instance to use the type cache of the source More... | |
| Protected Member Functions inherited from QuantConnect.Securities.SecurityCache | |
| virtual void | ProcessDataPoint (BaseData data, bool cacheByType) |
| Will consume the given data point updating the cache state and it's properties More... | |
| Properties inherited from QuantConnect.Securities.SecurityCache | |
| decimal | Price [get] |
| Gets the most recent price submitted to this cache More... | |
| decimal | Open [get] |
| Gets the most recent open submitted to this cache More... | |
| decimal | High [get] |
| Gets the most recent high submitted to this cache More... | |
| decimal | Low [get] |
| Gets the most recent low submitted to this cache More... | |
| decimal | Close [get] |
| Gets the most recent close submitted to this cache More... | |
| decimal | BidPrice [get] |
| Gets the most recent bid submitted to this cache More... | |
| decimal | AskPrice [get] |
| Gets the most recent ask submitted to this cache More... | |
| decimal | BidSize [get] |
| Gets the most recent bid size submitted to this cache More... | |
| decimal | AskSize [get] |
| Gets the most recent ask size submitted to this cache More... | |
| decimal | Volume [get] |
| Gets the most recent volume submitted to this cache More... | |
| long | OpenInterest [get] |
| Gets the most recent open interest submitted to this cache More... | |
| Dictionary< string, object > | Properties [get] |
| Collection of keyed custom properties More... | |
Detailed Description
Equity cache override.
Scheduled for obsolesence
- See also
- SecurityCache
Definition at line 23 of file EquityCache.cs.
Constructor & Destructor Documentation
◆ EquityCache()
| QuantConnect.Securities.Equity.EquityCache.EquityCache | ( | ) |
Start a new Cache for the set Index Code
Definition at line 28 of file EquityCache.cs.
The documentation for this class was generated from the following file:
- Common/Securities/Equity/EquityCache.cs
