Provide the base symbol generator implementation More...

Inheritance diagram for QuantConnect.ToolBox.RandomDataGenerator.BaseSymbolGenerator:

Public Member Functions
IEnumerable< Symbol >	GenerateRandomSymbols ()
	Generates specified number of symbols More...

Symbol	NextSymbol (SecurityType securityType, string market, string ticker=null)
	Generates random symbol, used further down for asset More...

string	NextUpperCaseString (int minLength, int maxLength)
	Generates a random string within the specified lengths. More...

abstract int	GetAvailableSymbolCount ()
	Returns the number of symbols with the specified parameters can be generated. Returns int.MaxValue if there is no limit for the given parameters. More...

Static Public Member Functions
static BaseSymbolGenerator	Create (RandomDataGeneratorSettings settings, IRandomValueGenerator random)
	Creates a ad-hoc symbol generator depending on settings More...

Protected Member Functions
	BaseSymbolGenerator (RandomDataGeneratorSettings settings, IRandomValueGenerator random)
	Base constructor implementation for Symbol generator More...

abstract IEnumerable< Symbol >	GenerateAsset (string ticker=null)
	Generates a random asset More...

string	NextTickerFromSymbolPropertiesDatabase (SecurityType securityType, string market)
	Return a Ticker matching an entry in the Symbol properties database More...

DateTime	GetRandomExpiration (SecurityExchangeHours marketHours, DateTime minExpiry, DateTime maxExpiry)
	Generates random expiration date on a friday within specified time range More...

Properties
IRandomValueGenerator	Random `[get]`
	IRandomValueGenerator instance producing random values for use in random data generation More...

RandomDataGeneratorSettings	Settings `[get]`
	Settings of current random data generation run More...

MarketHoursDatabase	MarketHoursDatabase `[get]`
	Exchange hours and raw data times zones in various markets More...

SymbolPropertiesDatabase	SymbolPropertiesDatabase `[get]`
	Access to specific properties for various symbols More...

Detailed Description

Provide the base symbol generator implementation

Definition at line 27 of file BaseSymbolGenerator.cs.

Constructor & Destructor Documentation

◆ BaseSymbolGenerator()

QuantConnect.ToolBox.RandomDataGenerator.BaseSymbolGenerator.BaseSymbolGenerator	(	RandomDataGeneratorSettings	settings,
		IRandomValueGenerator	random
	)

protected

Base constructor implementation for Symbol generator

Parameters

settings	random data generation run settings
random	produces random values for use in random data generation

Definition at line 59 of file BaseSymbolGenerator.cs.

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Member Function Documentation

◆ Create()

static BaseSymbolGenerator QuantConnect.ToolBox.RandomDataGenerator.BaseSymbolGenerator.Create	(	RandomDataGeneratorSettings	settings,
		IRandomValueGenerator	random
	)

static

Creates a ad-hoc symbol generator depending on settings

Parameters

settings	random data generator settings
random	produces random values for use in random data generation

Returns: New symbol generator

Definition at line 74 of file BaseSymbolGenerator.cs.

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◆ GenerateRandomSymbols()

IEnumerable<Symbol> QuantConnect.ToolBox.RandomDataGenerator.BaseSymbolGenerator.GenerateRandomSymbols ( )

Generates specified number of symbols

Returns: Set of random symbols

Definition at line 103 of file BaseSymbolGenerator.cs.

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◆ GenerateAsset()

abstract IEnumerable<Symbol> QuantConnect.ToolBox.RandomDataGenerator.BaseSymbolGenerator.GenerateAsset ( string ticker = null )

protectedpure virtual

Generates a random asset

Parameters

ticker Optionally can provide a ticker that should be used

Returns: Random asset

Implemented in QuantConnect.ToolBox.RandomDataGenerator.OptionSymbolGenerator, QuantConnect.ToolBox.RandomDataGenerator.DefaultSymbolGenerator, and QuantConnect.ToolBox.RandomDataGenerator.FutureSymbolGenerator.

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◆ NextSymbol()

Symbol QuantConnect.ToolBox.RandomDataGenerator.BaseSymbolGenerator.NextSymbol	(	SecurityType	securityType,
		string	market,
		string	ticker = `null`
	)

Generates random symbol, used further down for asset

Parameters

securityType	security type
market	market
ticker	Optionally can provide a ticker to use

Returns: Random symbol

Definition at line 138 of file BaseSymbolGenerator.cs.

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◆ NextTickerFromSymbolPropertiesDatabase()

string QuantConnect.ToolBox.RandomDataGenerator.BaseSymbolGenerator.NextTickerFromSymbolPropertiesDatabase	(	SecurityType	securityType,
		string	market
	)

protected

Return a Ticker matching an entry in the Symbol properties database

Parameters

securityType	security type
market

Returns: Random Ticker matching an entry in the Symbol properties database

Definition at line 182 of file BaseSymbolGenerator.cs.

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◆ GetRandomExpiration()

DateTime QuantConnect.ToolBox.RandomDataGenerator.BaseSymbolGenerator.GetRandomExpiration	(	SecurityExchangeHours	marketHours,
		DateTime	minExpiry,
		DateTime	maxExpiry
	)

protected

Generates random expiration date on a friday within specified time range

Parameters

marketHours	market hours
minExpiry	minimum expiration date
maxExpiry	maximum expiration date

Returns: Random date on a friday within specified time range

Definition at line 210 of file BaseSymbolGenerator.cs.

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◆ NextUpperCaseString()

string QuantConnect.ToolBox.RandomDataGenerator.BaseSymbolGenerator.NextUpperCaseString	(	int	minLength,
		int	maxLength
	)

Generates a random string within the specified lengths.

Parameters

minLength	The minimum length, inclusive
maxLength	The maximum length, inclusive

Returns: A new upper case string within the specified lengths

Definition at line 231 of file BaseSymbolGenerator.cs.

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◆ GetAvailableSymbolCount()

abstract int QuantConnect.ToolBox.RandomDataGenerator.BaseSymbolGenerator.GetAvailableSymbolCount ( )

pure virtual

Returns the number of symbols with the specified parameters can be generated. Returns int.MaxValue if there is no limit for the given parameters.

Returns: The number of available symbols for the given parameters, or int.MaxValue if no limit

Implemented in QuantConnect.ToolBox.RandomDataGenerator.OptionSymbolGenerator, QuantConnect.ToolBox.RandomDataGenerator.FutureSymbolGenerator, and QuantConnect.ToolBox.RandomDataGenerator.DefaultSymbolGenerator.

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Property Documentation

◆ Random

IRandomValueGenerator QuantConnect.ToolBox.RandomDataGenerator.BaseSymbolGenerator.Random

getprotected

IRandomValueGenerator instance producing random values for use in random data generation

Definition at line 33 of file BaseSymbolGenerator.cs.

◆ Settings

RandomDataGeneratorSettings QuantConnect.ToolBox.RandomDataGenerator.BaseSymbolGenerator.Settings

getprotected

Settings of current random data generation run

Definition at line 38 of file BaseSymbolGenerator.cs.

◆ MarketHoursDatabase

MarketHoursDatabase QuantConnect.ToolBox.RandomDataGenerator.BaseSymbolGenerator.MarketHoursDatabase

getprotected

Exchange hours and raw data times zones in various markets

Definition at line 43 of file BaseSymbolGenerator.cs.

◆ SymbolPropertiesDatabase

SymbolPropertiesDatabase QuantConnect.ToolBox.RandomDataGenerator.BaseSymbolGenerator.SymbolPropertiesDatabase

getprotected

Access to specific properties for various symbols

Definition at line 48 of file BaseSymbolGenerator.cs.

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

ToolBox/RandomDataGenerator/BaseSymbolGenerator.cs

Public Member Functions

Static Public Member Functions

Protected Member Functions

Properties

Detailed Description

Constructor & Destructor Documentation

◆ BaseSymbolGenerator()

Member Function Documentation

◆ Create()

◆ GenerateRandomSymbols()

◆ GenerateAsset()

◆ NextSymbol()

◆ NextTickerFromSymbolPropertiesDatabase()

◆ GetRandomExpiration()

◆ NextUpperCaseString()

◆ GetAvailableSymbolCount()

Property Documentation

◆ Random

◆ Settings

◆ MarketHoursDatabase

◆ SymbolPropertiesDatabase