QuantConnect.Securities.BaseSecurityDatabase< T, TEntry > Class Template Reference

Base class for security databases, including market hours and symbol properties. More...

Public Member Functions
bool	ContainsKey (string market, string symbol, SecurityType securityType)
	Check whether an entry exists for the specified market/symbol/security-type More...
bool	ContainsKey (string market, Symbol symbol, SecurityType securityType)
	Check whether an entry exists for the specified market/symbol/security-type More...

Static Public Member Functions
static void	Reset ()
	Resets the database, forcing a reload when reused. Called in tests where multiple algorithms are run sequentially, and we need to guarantee that every test starts with the same environment. More...
static string	GetDatabaseSymbolKey (Symbol symbol)
	Gets the correct string symbol to use as a database key More...

Protected Member Functions
	BaseSecurityDatabase (Dictionary< SecurityDatabaseKey, TEntry > entries, Func< T > fromDataFolder, Action< TEntry, TEntry > updateEntry)
	Initializes a new instance of the BaseSecurityDatabase<T, TEntry> class More...
bool	ContainsKey (SecurityDatabaseKey key)
	Determines if the database contains the specified key More...

Static Protected Attributes
static readonly object	DataFolderDatabaseLock = new object()
	Lock object for the data folder database More...

Properties
static T	DataFolderDatabase [get, set]
	The database instance loaded from the data folder More...
Dictionary< SecurityDatabaseKey, TEntry >	Entries [get, set]
	The database entries More...
HashSet< SecurityDatabaseKey >	CustomEntries [get]
	Custom entries set by the user. More...

Detailed Description

Base class for security databases, including market hours and symbol properties.

Type Constraints

T	:	BaseSecurityDatabase
T	:	T
T	:	TEntry

Definition at line 26 of file BaseSecurityDatabase.cs.

Constructor & Destructor Documentation

BaseSecurityDatabase()

QuantConnect.Securities.BaseSecurityDatabase< T, TEntry >.BaseSecurityDatabase ( Dictionary< SecurityDatabaseKey, TEntry >  entries, Func< T >  fromDataFolder, Action< TEntry, TEntry >  updateEntry  )

protected

Initializes a new instance of the BaseSecurityDatabase<T, TEntry> class

Parameters

entries	The full listing of exchange hours by key
fromDataFolder	Method to load the database form the data folder
updateEntry	Method to update a database entry

Definition at line 61 of file BaseSecurityDatabase.cs.

Member Function Documentation

Reset()

static void QuantConnect.Securities.BaseSecurityDatabase< T, TEntry >.Reset ( )

static

Resets the database, forcing a reload when reused. Called in tests where multiple algorithms are run sequentially, and we need to guarantee that every test starts with the same environment.

Definition at line 76 of file BaseSecurityDatabase.cs.

ContainsKey() [1/3]

bool QuantConnect.Securities.BaseSecurityDatabase< T, TEntry >.ContainsKey ( SecurityDatabaseKey  key )

protected

Determines if the database contains the specified key

Parameters

key	The key to search for

Returns

True if an entry is found, otherwise false

Definition at line 138 of file BaseSecurityDatabase.cs.

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ContainsKey() [2/3]

bool QuantConnect.Securities.BaseSecurityDatabase< T, TEntry >.ContainsKey	(	string	market,
		string	symbol,
		SecurityType	securityType
	)

Check whether an entry exists for the specified market/symbol/security-type

Parameters

market	The market the exchange resides in, i.e, 'usa', 'fxcm', ect...
symbol	The particular symbol being traded
securityType	The security type of the symbol

Definition at line 149 of file BaseSecurityDatabase.cs.

ContainsKey() [3/3]

bool QuantConnect.Securities.BaseSecurityDatabase< T, TEntry >.ContainsKey	(	string	market,
		Symbol	symbol,
		SecurityType	securityType
	)

Check whether an entry exists for the specified market/symbol/security-type

Parameters

market	The market the exchange resides in, i.e, 'usa', 'fxcm', ect...
symbol	The particular symbol being traded (Symbol class)
securityType	The security type of the symbol

Definition at line 160 of file BaseSecurityDatabase.cs.

GetDatabaseSymbolKey()

static string QuantConnect.Securities.BaseSecurityDatabase< T, TEntry >.GetDatabaseSymbolKey ( Symbol  symbol )

static

Gets the correct string symbol to use as a database key

Parameters

symbol

The symbol

Returns

The symbol string used in the database ke

Definition at line 174 of file BaseSecurityDatabase.cs.

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Member Data Documentation

DataFolderDatabaseLock

readonly object QuantConnect.Securities.BaseSecurityDatabase< T, TEntry >.DataFolderDatabaseLock = new object()

staticprotected

Lock object for the data folder database

Definition at line 37 of file BaseSecurityDatabase.cs.

Property Documentation

DataFolderDatabase

T QuantConnect.Securities.BaseSecurityDatabase< T, TEntry >.DataFolderDatabase

staticgetsetprotected

The database instance loaded from the data folder

Definition at line 32 of file BaseSecurityDatabase.cs.

Entries

Dictionary<SecurityDatabaseKey, TEntry> QuantConnect.Securities.BaseSecurityDatabase< T, TEntry >.Entries

getsetprotected

The database entries

Definition at line 42 of file BaseSecurityDatabase.cs.

CustomEntries

HashSet<SecurityDatabaseKey> QuantConnect.Securities.BaseSecurityDatabase< T, TEntry >.CustomEntries

getprotected

Custom entries set by the user.

Definition at line 47 of file BaseSecurityDatabase.cs.

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

• Common/Securities/BaseSecurityDatabase.cs