Coarse fundamental with setters More...

Inheritance diagram for QuantConnect.Data.UniverseSelection.CoarseFundamentalDataProvider.CoarseFundamentalSource:

Public Attributes
override double	DollarVolume => DollarVolumeSetter
	Gets the day's dollar volume for this symbol More...

override long	Volume => VolumeSetter
	Gets the day's total volume More...

override bool	HasFundamentalData => HasFundamentalDataSetter
	Returns whether the symbol has fundamental data for the given date More...

override decimal	PriceFactor => PriceFactorSetter
	Gets the price factor for the given date More...

override decimal	SplitFactor => SplitFactorSetter
	Gets the split factor for the given date More...

Public Attributes inherited from QuantConnect.Data.UniverseSelection.CoarseFundamental
string	Market => Symbol.ID.Market
	Gets the market for this symbol More...

decimal	PriceScaleFactor => PriceFactor * SplitFactor
	Gets the combined factor used to create adjusted prices from raw prices More...

decimal	AdjustedPrice => Price * PriceScaleFactor
	Gets the split and dividend adjusted price More...

override decimal	Price => Value
	Gets the raw price More...

Public Attributes inherited from QuantConnect.Data.BaseData
virtual decimal	Price => Value
	As this is a backtesting platform we'll provide an alias of value as price. More...

Properties
long	VolumeSetter `[get]`
	Property to set the volume of the Coarse Fundamental More...

double	DollarVolumeSetter `[get]`
	Property to set the dollar volume of the Coarse Fundamental More...

decimal	PriceFactorSetter = 1 `[get, set]`
	Property to set the price factor of the Coarse Fundamental More...

decimal	SplitFactorSetter = 1 `[get, set]`
	Property to set the split factor of the Coarse Fundamental More...

bool	HasFundamentalDataSetter `[get, set]`
	Property to indicate if the Coarse Fundamental has fundamental data More...

Properties inherited from QuantConnect.Data.UniverseSelection.CoarseFundamental
virtual double	DollarVolume `[get]`
	Gets the day's dollar volume for this symbol More...

virtual long	Volume `[get]`
	Gets the day's total volume More...

virtual bool	HasFundamentalData `[get]`
	Returns whether the symbol has fundamental data for the given date More...

virtual decimal	PriceFactor = 1 `[get]`
	Gets the price factor for the given date More...

virtual decimal	SplitFactor = 1 `[get]`
	Gets the split factor for the given date More...

override DateTime	EndTime `[get, set]`
	The end time of this data. More...

Properties inherited from QuantConnect.Data.BaseData
MarketDataType	DataType = MarketDataType.Base `[get, set]`
	Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC. More...

bool	IsFillForward `[get]`
	True if this is a fill forward piece of data More...

DateTime	Time `[get, set]`
	Current time marker of this data packet. More...

virtual DateTime	EndTime `[get, set]`
	The end time of this data. Some data covers spans (trade bars) and as such we want to know the entire time span covered More...

Symbol	Symbol = Symbol.Empty `[get, set]`
	Symbol representation for underlying Security More...

virtual decimal	Value `[get, set]`
	Value representation of this data packet. All data requires a representative value for this moment in time. For streams of data this is the price now, for OHLC packets this is the closing price. More...

Properties inherited from QuantConnect.Data.IBaseData
MarketDataType	DataType `[get, set]`
	Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC. More...

DateTime	Time `[get, set]`
	Time keeper of data – all data is timeseries based. More...

DateTime	EndTime `[get, set]`
	End time of data More...

decimal	Value `[get, set]`
	All timeseries data is a time-value pair: More...

decimal	Price `[get]`
	Alias of Value. More...

Properties inherited from QuantConnect.Data.ISymbolProvider
Symbol	Symbol `[get, set]`
	Gets the Symbol More...

Additional Inherited Members
Public Member Functions inherited from QuantConnect.Data.UniverseSelection.CoarseFundamental
	CoarseFundamental ()
	Initializes a new instance of the CoarseFundamental class More...

override SubscriptionDataSource	GetSource (SubscriptionDataConfig config, DateTime date, bool isLiveMode)
	Return the URL string source of the file. This will be converted to a stream More...

override BaseData	Reader (SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode)
	Reader converts each line of the data source into BaseData objects. Each data type creates its own factory method, and returns a new instance of the object each time it is called. More...

Public Member Functions inherited from QuantConnect.Data.BaseData
	BaseData ()
	Constructor for initialising the dase data class More...

virtual BaseData	Reader (SubscriptionDataConfig config, StreamReader stream, DateTime date, bool isLiveMode)
	Reader converts each line of the data source into BaseData objects. Each data type creates its own factory method, and returns a new instance of the object each time it is called. The returned object is assumed to be time stamped in the config.ExchangeTimeZone. More...

virtual bool	RequiresMapping ()
	Indicates if there is support for mapping More...

virtual bool	IsSparseData ()
	Indicates that the data set is expected to be sparse More...

virtual bool	ShouldCacheToSecurity ()
	Indicates whether this contains data that should be stored in the security cache More...

virtual Resolution	DefaultResolution ()
	Gets the default resolution for this data and security type More...

virtual List< Resolution >	SupportedResolutions ()
	Gets the supported resolution for this data and security type More...

virtual DateTimeZone	DataTimeZone ()
	Specifies the data time zone for this data type. This is useful for custom data types More...

void	UpdateTrade (decimal lastTrade, decimal tradeSize)
	Updates this base data with a new trade More...

void	UpdateQuote (decimal bidPrice, decimal bidSize, decimal askPrice, decimal askSize)
	Updates this base data with new quote information More...

void	UpdateBid (decimal bidPrice, decimal bidSize)
	Updates this base data with the new quote bid information More...

void	UpdateAsk (decimal askPrice, decimal askSize)
	Updates this base data with the new quote ask information More...

virtual void	Update (decimal lastTrade, decimal bidPrice, decimal askPrice, decimal volume, decimal bidSize, decimal askSize)
	Update routine to build a bar/tick from a data update. More...

virtual BaseData	Clone (bool fillForward)
	Return a new instance clone of this object, used in fill forward More...

virtual BaseData	Clone ()
	Return a new instance clone of this object, used in fill forward More...

override string	ToString ()
	Formats a string with the symbol and value. More...

virtual BaseData	Reader (SubscriptionDataConfig config, string line, DateTime date, DataFeedEndpoint dataFeed)
	Reader converts each line of the data source into BaseData objects. Each data type creates its own factory method, and returns a new instance of the object each time it is called. More...

virtual string	GetSource (SubscriptionDataConfig config, DateTime date, DataFeedEndpoint datafeed)
	Return the URL string source of the file. This will be converted to a stream More...

Static Public Member Functions inherited from QuantConnect.Data.UniverseSelection.CoarseFundamental
static string	ToRow (CoarseFundamental coarse)
	Converts a given fundamental data point into row format More...

Static Public Member Functions inherited from QuantConnect.Data.BaseData
static IEnumerable< BaseData >	DeserializeMessage (string serialized)
	Deserialize the message from the data server More...

Static Protected Attributes inherited from QuantConnect.Data.BaseData
static readonly List< Resolution >	AllResolutions
	A list of all Resolution More...

static readonly List< Resolution >	DailyResolution = new List<Resolution> { Resolution.Daily }
	A list of Resolution.Daily More...

static readonly List< Resolution >	MinuteResolution = new List<Resolution> { Resolution.Minute }
	A list of Resolution.Minute More...

static readonly List< Resolution >	HighResolution = new List<Resolution> { Resolution.Minute, Resolution.Second, Resolution.Tick }
	A list of high Resolution, including minute, second, and tick. More...

static readonly List< Resolution >	OptionResolutions = new List<Resolution> { Resolution.Daily, Resolution.Hour, Resolution.Minute }
	A list of resolutions support by Options More...

Detailed Description

Coarse fundamental with setters

Definition at line 145 of file CoarseFundamentalDataProvider.cs.

Member Data Documentation

◆ DollarVolume

override double QuantConnect.Data.UniverseSelection.CoarseFundamentalDataProvider.CoarseFundamentalSource.DollarVolume => DollarVolumeSetter

Gets the day's dollar volume for this symbol

Definition at line 175 of file CoarseFundamentalDataProvider.cs.

◆ Volume

override long QuantConnect.Data.UniverseSelection.CoarseFundamentalDataProvider.CoarseFundamentalSource.Volume => VolumeSetter

Gets the day's total volume

Definition at line 180 of file CoarseFundamentalDataProvider.cs.

◆ HasFundamentalData

override bool QuantConnect.Data.UniverseSelection.CoarseFundamentalDataProvider.CoarseFundamentalSource.HasFundamentalData => HasFundamentalDataSetter

Returns whether the symbol has fundamental data for the given date

Definition at line 185 of file CoarseFundamentalDataProvider.cs.