Generates a new random future Symbol. The generates future contract Symbol will have an expiry between the specified time range. More...

Inheritance diagram for QuantConnect.ToolBox.RandomDataGenerator.FutureSymbolGenerator:

Public Member Functions
	FutureSymbolGenerator (RandomDataGeneratorSettings settings, IRandomValueGenerator random)

override int	GetAvailableSymbolCount ()
	There is no limit for the future symbols. More...

Public Member Functions inherited from QuantConnect.ToolBox.RandomDataGenerator.BaseSymbolGenerator
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...

Protected Member Functions
override IEnumerable< Symbol >	GenerateAsset (string ticker=null)
	Generates a new random future Symbol. The generates future contract Symbol will have an expiry between the specified minExpiry and maxExpiry. More...

Protected Member Functions inherited from QuantConnect.ToolBox.RandomDataGenerator.BaseSymbolGenerator
	BaseSymbolGenerator (RandomDataGeneratorSettings settings, IRandomValueGenerator random)
	Base constructor implementation for Symbol generator 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...

Additional Inherited Members
Static Public Member Functions inherited from QuantConnect.ToolBox.RandomDataGenerator.BaseSymbolGenerator
static BaseSymbolGenerator	Create (RandomDataGeneratorSettings settings, IRandomValueGenerator random)
	Creates a ad-hoc symbol generator depending on settings More...

Properties inherited from QuantConnect.ToolBox.RandomDataGenerator.BaseSymbolGenerator
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

Generates a new random future Symbol. The generates future contract Symbol will have an expiry between the specified time range.

Definition at line 25 of file FutureSymbolGenerator.cs.

Member Function Documentation

override IEnumerable<Symbol> QuantConnect.ToolBox.RandomDataGenerator.FutureSymbolGenerator.GenerateAsset ( string ticker = null )

protectedvirtual

Generates a new random future Symbol. The generates future contract Symbol will have an expiry between the specified minExpiry and maxExpiry.

Parameters

ticker Optionally can provide a ticker that should be used

Returns: A new future contract Symbol with the specified expiration parameters

Definition at line 45 of file FutureSymbolGenerator.cs.

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override int QuantConnect.ToolBox.RandomDataGenerator.FutureSymbolGenerator.GetAvailableSymbolCount ( )

virtual

There is no limit for the future symbols.

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