QuantConnect.Securities.SecurityService Class Reference

This class implements interface ISecurityService providing methods for creating new Security More...

Inheritance diagram for QuantConnect.Securities.SecurityService:

Public Member Functions
	SecurityService (CashBook cashBook, MarketHoursDatabase marketHoursDatabase, SymbolPropertiesDatabase symbolPropertiesDatabase, ISecurityInitializerProvider securityInitializerProvider, IRegisteredSecurityDataTypesProvider registeredTypes, SecurityCacheProvider cacheProvider, IPrimaryExchangeProvider primaryExchangeProvider=null, IAlgorithm algorithm=null)
	Creates a new instance of the SecurityService class More...
Security	CreateSecurity (Symbol symbol, List< SubscriptionDataConfig > subscriptionDataConfigList, decimal leverage=0, bool addToSymbolCache=true, Security underlying=null)
	Creates a new security More...
Security	CreateSecurity (Symbol symbol, SubscriptionDataConfig subscriptionDataConfig, decimal leverage=0, bool addToSymbolCache=true, Security underlying=null)
	Creates a new security More...
Security	CreateBenchmarkSecurity (Symbol symbol)
	Creates a new security More...
void	SetLiveMode (bool isLiveMode)
	Set live mode state of the algorithm More...

Detailed Description

This class implements interface ISecurityService providing methods for creating new Security

Definition at line 29 of file SecurityService.cs.

Constructor & Destructor Documentation

SecurityService()

QuantConnect.Securities.SecurityService.SecurityService	(	CashBook	cashBook,
		MarketHoursDatabase	marketHoursDatabase,
		SymbolPropertiesDatabase	symbolPropertiesDatabase,
		ISecurityInitializerProvider	securityInitializerProvider,
		IRegisteredSecurityDataTypesProvider	registeredTypes,
		SecurityCacheProvider	cacheProvider,
		IPrimaryExchangeProvider	primaryExchangeProvider = null,
		IAlgorithm	algorithm = null
	)

Creates a new instance of the SecurityService class

Definition at line 45 of file SecurityService.cs.

Member Function Documentation

CreateSecurity() [1/2]

Security QuantConnect.Securities.SecurityService.CreateSecurity	(	Symbol	symbol,
		List< SubscriptionDataConfig >	subscriptionDataConfigList,
		decimal	leverage = 0,
		bool	addToSymbolCache = true,
		Security	underlying = null
	)

Creates a new security

Following the obsoletion of Security.Subscriptions, both overloads will be merged removing SubscriptionDataConfig arguments

Implements QuantConnect.Interfaces.ISecurityService.

Definition at line 252 of file SecurityService.cs.

CreateSecurity() [2/2]

Security QuantConnect.Securities.SecurityService.CreateSecurity	(	Symbol	symbol,
		SubscriptionDataConfig	subscriptionDataConfig,
		decimal	leverage = 0,
		bool	addToSymbolCache = true,
		Security	underlying = null
	)

Creates a new security

Following the obsoletion of Security.Subscriptions, both overloads will be merged removing SubscriptionDataConfig arguments

Implements QuantConnect.Interfaces.ISecurityService.

Definition at line 267 of file SecurityService.cs.

CreateBenchmarkSecurity()

Security QuantConnect.Securities.SecurityService.CreateBenchmarkSecurity

(

Symbol

symbol

)

Creates a new security

Following the obsoletion of Security.Subscriptions, both overloads will be merged removing SubscriptionDataConfig arguments

Implements QuantConnect.Interfaces.ISecurityService.

Definition at line 277 of file SecurityService.cs.

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SetLiveMode()

void QuantConnect.Securities.SecurityService.SetLiveMode

(

bool

isLiveMode

)

Set live mode state of the algorithm

Parameters

isLiveMode

True, live mode is enabled

Definition at line 292 of file SecurityService.cs.

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

• Common/Securities/SecurityService.cs