QuantConnect.Data.Market.BaseChains< T, TContract, TContractsCollection > Class Template Reference
Collection of BaseChain<T, TContractsCollection> keyed by canonical option symbol More...
Inheritance diagram for QuantConnect.Data.Market.BaseChains< T, TContract, TContractsCollection >:
Public Attributes | |
| PyObject | DataFrame => _dataframe.Value |
| The data frame representation of the option chains More... | |
 Public Attributes inherited from QuantConnect.ExtendedDictionary< T > | |
| virtual bool | IsReadOnly => true |
| Gets a value indicating whether the IDictionary object is read-only. More... | |
Protected Member Functions | |
| BaseChains () | |
| Creates a new instance of the BaseChains<T, TContract, TContractsCollection> dictionary More... | |
| BaseChains (bool flatten) | |
| Creates a new instance of the BaseChains<T, TContract, TContractsCollection> dictionary More... | |
| BaseChains (DateTime time, bool flatten) | |
| Creates a new instance of the BaseChains<T, TContract, TContractsCollection> dictionary More... | |
Additional Inherited Members | |
| Public Member Functions inherited from QuantConnect.Data.Market.DataDictionary< T > | |
| DataDictionary () | |
| Initializes a new instance of the QuantConnect.Data.Market.DataDictionary<T> class. More... | |
| DataDictionary (IEnumerable< T > data, Func< T, Symbol > keySelector) | |
| Initializes a new instance of the QuantConnect.Data.Market.DataDictionary<T> class using the specified data as a data source More... | |
| DataDictionary (DateTime time) | |
| Initializes a new instance of the QuantConnect.Data.Market.DataDictionary<T> class. More... | |
| IEnumerator< KeyValuePair< Symbol, T > > | GetEnumerator () |
| Returns an enumerator that iterates through the collection. More... | |
| void | Add (KeyValuePair< Symbol, T > item) |
| Adds an item to the T:System.Collections.Generic.ICollection`1. More... | |
| override void | Clear () |
| Removes all items from the T:System.Collections.Generic.ICollection`1. More... | |
| bool | Contains (KeyValuePair< Symbol, T > item) |
| Determines whether the T:System.Collections.Generic.ICollection`1 contains a specific value. More... | |
| void | CopyTo (KeyValuePair< Symbol, T >[] array, int arrayIndex) |
| Copies the elements of the T:System.Collections.Generic.ICollection`1 to an T:System.Array, starting at a particular T:System.Array index. More... | |
| bool | Remove (KeyValuePair< Symbol, T > item) |
| Removes the first occurrence of a specific object from the T:System.Collections.Generic.ICollection`1. More... | |
| bool | ContainsKey (Symbol key) |
| Determines whether the System.Collections.Generic.IDictionary<TKey, TValue> contains an element with the specified key. More... | |
| void | Add (Symbol key, T value) |
| Adds an element with the provided key and value to the System.Collections.Generic.IDictionary<TKey, TValue>. More... | |
| override bool | Remove (Symbol key) |
| Removes the element with the specified key from the System.Collections.Generic.IDictionary<TKey, TValue>. More... | |
| override bool | TryGetValue (Symbol key, out T value) |
| Gets the value associated with the specified key. More... | |
| virtual T | GetValue (Symbol key) |
| Gets the value associated with the specified key. More... | |
| Public Member Functions inherited from QuantConnect.ExtendedDictionary< T > | |
| void | clear () |
| Removes all keys and values from the IExtendedDictionary<TKey, TValue>. More... | |
| PyDict | copy () |
| Creates a shallow copy of the IExtendedDictionary<TKey, TValue>. More... | |
| PyDict | fromkeys (Symbol[] sequence) |
| Creates a new dictionary from the given sequence of elements. More... | |
| PyDict | fromkeys (Symbol[] sequence, T value) |
| Creates a new dictionary from the given sequence of elements with a value provided by the user. More... | |
| T | get (Symbol symbol) |
| Returns the value for the specified Symbol if Symbol is in dictionary. More... | |
| T | get (Symbol symbol, T value) |
| Returns the value for the specified Symbol if Symbol is in dictionary. More... | |
| PyList | items () |
| Returns a view object that displays a list of dictionary's (Symbol, value) tuple pairs. More... | |
| PyTuple | popitem () |
| Returns and removes an arbitrary element (Symbol, value) pair from the dictionary. More... | |
| T | setdefault (Symbol symbol) |
| Returns the value of a Symbol (if the Symbol is in dictionary). If not, it inserts Symbol with a value to the dictionary. More... | |
| T | setdefault (Symbol symbol, T default_value) |
| Returns the value of a Symbol (if the Symbol is in dictionary). If not, it inserts Symbol with a value to the dictionary. More... | |
| T | pop (Symbol symbol) |
| Removes and returns an element from a dictionary having the given Symbol. More... | |
| T | pop (Symbol symbol, T default_value) |
| Removes and returns an element from a dictionary having the given Symbol. More... | |
| void | update (PyObject other) |
| Updates the dictionary with the elements from the another dictionary object or from an iterable of Symbol/value pairs. The update() method adds element(s) to the dictionary if the Symbol is not in the dictionary.If the Symbol is in the dictionary, it updates the Symbol with the new value. More... | |
| PyList | keys () |
| Returns a view object that displays a list of all the Symbol objects in the dictionary More... | |
| PyList | values () |
| Returns a view object that displays a list of all the values in the dictionary. More... | |
| Public Member Functions inherited from QuantConnect.Interfaces.IExtendedDictionary< Symbol, T > | |
| void | clear () |
| Removes all keys and values from the IExtendedDictionary<TKey, TValue>. More... | |
| PyDict | copy () |
| Creates a shallow copy of the IExtendedDictionary<TKey, TValue>. More... | |
| PyDict | fromkeys (TKey[] sequence) |
| Creates a new dictionary from the given sequence of elements. More... | |
| PyDict | fromkeys (TKey[] sequence, TValue value) |
| Creates a new dictionary from the given sequence of elements with a value provided by the user. More... | |
| TValue | get (TKey key) |
| Returns the value for the specified key if key is in dictionary. More... | |
| TValue | get (TKey key, TValue value) |
| Returns the value for the specified key if key is in dictionary. More... | |
| PyList | items () |
| Returns a view object that displays a list of dictionary's (key, value) tuple pairs. More... | |
| PyList | keys () |
| Returns a view object that displays a list of all the keys in the dictionary More... | |
| PyTuple | popitem () |
| Returns and removes an arbitrary element (key, value) pair from the dictionary. More... | |
| TValue | setdefault (TKey key) |
| Returns the value of a key (if the key is in dictionary). If not, it inserts key with a value to the dictionary. More... | |
| TValue | setdefault (TKey key, TValue default_value) |
| Returns the value of a key (if the key is in dictionary). If not, it inserts key with a value to the dictionary. More... | |
| TValue | pop (TKey key) |
| Removes and returns an element from a dictionary having the given key. More... | |
| TValue | pop (TKey key, TValue default_value) |
| Removes and returns an element from a dictionary having the given key. More... | |
| void | update (PyObject other) |
| Updates the dictionary with the elements from the another dictionary object or from an iterable of key/value pairs. The update() method adds element(s) to the dictionary if the key is not in the dictionary.If the key is in the dictionary, it updates the key with the new value. More... | |
| PyList | values () |
| Returns a view object that displays a list of all the values in the dictionary. More... | |
| Protected Attributes inherited from QuantConnect.Data.Market.DataDictionary< T > | |
| override IEnumerable< Symbol > | GetKeys => Keys |
| Gets an T:System.Collections.Generic.ICollection`1 containing the Symbol objects of the T:System.Collections.Generic.IDictionary`2. More... | |
| override IEnumerable< T > | GetValues => Values |
| Gets an T:System.Collections.Generic.ICollection`1 containing the values in the T:System.Collections.Generic.IDictionary`2. More... | |
| Properties inherited from QuantConnect.Data.Market.DataDictionary< T > | |
| DateTime | Time [get, set] |
| Gets or sets the time associated with this collection of data More... | |
| int | Count [get] |
| Gets the number of elements contained in the T:System.Collections.Generic.ICollection`1. More... | |
| override bool | IsReadOnly [get] |
| Gets a value indicating whether the T:System.Collections.Generic.ICollection`1 is read-only. More... | |
| override T | this[Symbol symbol] [get, set] |
| Gets or sets the element with the specified key. More... | |
| ICollection< Symbol > | Keys [get] |
| Gets an T:System.Collections.Generic.ICollection`1 containing the keys of the T:System.Collections.Generic.IDictionary`2. More... | |
| ICollection< T > | Values [get] |
| Gets an T:System.Collections.Generic.ICollection`1 containing the values in the T:System.Collections.Generic.IDictionary`2. More... | |
| Properties inherited from QuantConnect.ExtendedDictionary< T > | |
| abstract IEnumerable< Symbol > | GetKeys [get] |
| Gets an T:System.Collections.Generic.ICollection`1 containing the Symbol objects of the T:System.Collections.Generic.IDictionary`2. More... | |
| abstract IEnumerable< T > | GetValues [get] |
| Gets an T:System.Collections.Generic.ICollection`1 containing the values in the T:System.Collections.Generic.IDictionary`2. More... | |
| virtual T | this[Symbol symbol] [get, set] |
| Indexer method for the base dictioanry to access the objects by their symbol. More... | |
| virtual T | this[string ticker] [get, set] |
| Indexer method for the base dictioanry to access the objects by their symbol. More... | |
Detailed Description
Collection of BaseChain<T, TContractsCollection> keyed by canonical option symbol
- Type Constraints
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T : BaseChain T : TContract T : TContractsCollection TContract : BaseContract TContractsCollection : DataDictionary<TContract> TContractsCollection : new()
Definition at line 28 of file BaseChains.cs.
Constructor & Destructor Documentation
◆ BaseChains() [1/3]
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protected |
Creates a new instance of the BaseChains<T, TContract, TContractsCollection> dictionary
Definition at line 46 of file BaseChains.cs.
◆ BaseChains() [2/3]
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protected |
Creates a new instance of the BaseChains<T, TContract, TContractsCollection> dictionary
Definition at line 54 of file BaseChains.cs.
◆ BaseChains() [3/3]
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protected |
Creates a new instance of the BaseChains<T, TContract, TContractsCollection> dictionary
Definition at line 62 of file BaseChains.cs.
Member Data Documentation
◆ DataFrame
| PyObject QuantConnect.Data.Market.BaseChains< T, TContract, TContractsCollection >.DataFrame => _dataframe.Value |
The data frame representation of the option chains
Definition at line 41 of file BaseChains.cs.
The documentation for this class was generated from the following file:
- Common/Data/Market/BaseChains.cs
