QuantConnect.Lean.Engine.DataFeeds.CachingFutureChainProvider Class Reference

An implementation of IFutureChainProvider that will cache by date future contracts returned by another future chain provider. More...

Inheritance diagram for QuantConnect.Lean.Engine.DataFeeds.CachingFutureChainProvider:

Public Member Functions
	CachingFutureChainProvider (IFutureChainProvider futureChainProvider)
	Initializes a new instance of the CachingFutureChainProvider class More...
IEnumerable< Symbol >	GetFutureContractList (Symbol symbol, DateTime date)
	Gets the list of future contracts for a given underlying symbol More...

Detailed Description

An implementation of IFutureChainProvider that will cache by date future contracts returned by another future chain provider.

Definition at line 27 of file CachingFutureChainProvider.cs.

Constructor & Destructor Documentation

CachingFutureChainProvider()

QuantConnect.Lean.Engine.DataFeeds.CachingFutureChainProvider.CachingFutureChainProvider

(

IFutureChainProvider

futureChainProvider

)

Initializes a new instance of the CachingFutureChainProvider class

Parameters

futureChainProvider

Definition at line 36 of file CachingFutureChainProvider.cs.

Member Function Documentation

GetFutureContractList()

IEnumerable<Symbol> QuantConnect.Lean.Engine.DataFeeds.CachingFutureChainProvider.GetFutureContractList	(	Symbol	symbol,
		DateTime	date
	)

Gets the list of future contracts for a given underlying symbol

Parameters

symbol	The underlying symbol
date	The date for which to request the future chain (only used in backtesting)

Returns

The list of future contracts

Implements QuantConnect.Interfaces.IFutureChainProvider.

Definition at line 47 of file CachingFutureChainProvider.cs.

---

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

• Engine/DataFeeds/CachingFutureChainProvider.cs