QuantConnect.Data.Auxiliary.MapFile Class Reference

Represents an entire map file for a specified symbol More...

Inheritance diagram for QuantConnect.Data.Auxiliary.MapFile:

Public Member Functions
	MapFile (string permtick, IEnumerable< MapFileRow > data)
	Initializes a new instance of the MapFile class. More...
string	GetMappedSymbol (DateTime searchDate, string defaultReturnValue="", DataMappingMode? dataMappingMode=null)
	Memory overload search method for finding the mapped symbol for this date. More...
bool	HasData (DateTime date)
	Determines if there's data for the requested date More...
IEnumerable< string >	ToCsvLines ()
	Reads and writes each MapFileRow More...
void	WriteToCsv (string market, SecurityType securityType)
	Writes the map file to a CSV file More...
IEnumerator< MapFileRow >	GetEnumerator ()
	Returns an enumerator that iterates through the collection. More...

Static Public Member Functions
static string	GetRelativeMapFilePath (string market, SecurityType securityType)
	Constructs the map file path for the specified market and symbol More...
static IEnumerable< MapFile >	GetMapFiles (string mapFileDirectory, string market, SecurityType securityType, IDataProvider dataProvider)
	Reads all the map files in the specified directory More...

Properties
string	Permtick [get]
	Gets the entity's unique symbol, i.e OIH.1 More...
DateTime	DelistingDate [get]
	Gets the last date in the map file which is indicative of a delisting event More...
DateTime	FirstDate [get]
	Gets the first date in this map file More...
string	FirstTicker [get]
	Gets the first ticker for the security represented by this map file More...

Detailed Description

Represents an entire map file for a specified symbol

Definition at line 32 of file MapFile.cs.

Constructor & Destructor Documentation

MapFile()

QuantConnect.Data.Auxiliary.MapFile.MapFile	(	string	permtick,
		IEnumerable< MapFileRow >	data
	)

Initializes a new instance of the MapFile class.

Definition at line 59 of file MapFile.cs.

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Member Function Documentation

GetMappedSymbol()

string QuantConnect.Data.Auxiliary.MapFile.GetMappedSymbol	(	DateTime	searchDate,
		string	defaultReturnValue = "",
		DataMappingMode?	dataMappingMode = null
	)

Memory overload search method for finding the mapped symbol for this date.

Parameters

searchDate	date for symbol we need to find.
defaultReturnValue	Default return value if search was got no result.
dataMappingMode	The mapping mode to use if any.

Returns

Symbol on this date.

Definition at line 106 of file MapFile.cs.

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HasData()

bool QuantConnect.Data.Auxiliary.MapFile.HasData

(

DateTime

date

)

Determines if there's data for the requested date

Definition at line 126 of file MapFile.cs.

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ToCsvLines()

IEnumerable<string> QuantConnect.Data.Auxiliary.MapFile.ToCsvLines

(

)

Reads and writes each MapFileRow

Returns

Enumerable of csv lines

Definition at line 146 of file MapFile.cs.

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WriteToCsv()

void QuantConnect.Data.Auxiliary.MapFile.WriteToCsv	(	string	market,
		SecurityType	securityType
	)

Writes the map file to a CSV file

Parameters

market	The market to save the MapFile to
securityType	The map file security type

Definition at line 156 of file MapFile.cs.

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GetRelativeMapFilePath()

static string QuantConnect.Data.Auxiliary.MapFile.GetRelativeMapFilePath ( string  market, SecurityType  securityType  )

static

Constructs the map file path for the specified market and symbol

Parameters

market	The market this symbol belongs to
securityType	The map file security type

Returns

The file path to the requested map file

Definition at line 176 of file MapFile.cs.

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GetEnumerator()

IEnumerator<MapFileRow> QuantConnect.Data.Auxiliary.MapFile.GetEnumerator

(

)

Returns an enumerator that iterates through the collection.

Returns

A T:System.Collections.Generic.IEnumerator`1 that can be used to iterate through the collection.

<filterpriority>1</filterpriority>

Definition at line 190 of file MapFile.cs.

GetMapFiles()

static IEnumerable<MapFile> QuantConnect.Data.Auxiliary.MapFile.GetMapFiles ( string  mapFileDirectory, string  market, SecurityType  securityType, IDataProvider  dataProvider  )

static

Reads all the map files in the specified directory

Parameters

mapFileDirectory	The map file directory path
market	The map file market
securityType	The map file security type
dataProvider	The data provider instance to use

Returns

An enumerable of all map files

Definition at line 217 of file MapFile.cs.

Property Documentation

Permtick

string QuantConnect.Data.Auxiliary.MapFile.Permtick

get

Gets the entity's unique symbol, i.e OIH.1

Definition at line 39 of file MapFile.cs.

DelistingDate

DateTime QuantConnect.Data.Auxiliary.MapFile.DelistingDate

get

Gets the last date in the map file which is indicative of a delisting event

Definition at line 44 of file MapFile.cs.

FirstDate

DateTime QuantConnect.Data.Auxiliary.MapFile.FirstDate

get

Gets the first date in this map file

Definition at line 49 of file MapFile.cs.

FirstTicker

string QuantConnect.Data.Auxiliary.MapFile.FirstTicker

get

Gets the first ticker for the security represented by this map file

Definition at line 54 of file MapFile.cs.

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

• Common/Data/Auxiliary/MapFile.cs