QuantConnect.TradingCalendar Class Reference

Class represents trading calendar, populated with variety of events relevant to currently trading instruments More...

Public Member Functions
	TradingCalendar (SecurityManager securityManager, MarketHoursDatabase marketHoursDatabase)
	Initialize a new TradingCalendar instance. More...
TradingDay	GetTradingDay ()
	Method returns TradingDay that contains trading events associated with today's date More...
TradingDay	GetTradingDay (DateTime day)
	Method returns TradingDay that contains trading events associated with the given date More...
IEnumerable< TradingDay >	GetTradingDays (DateTime start, DateTime end)
	Method returns TradingDay that contains trading events associated with the range of dates More...
IEnumerable< TradingDay >	GetDaysByType (TradingDayType type, DateTime start, DateTime end)
	Method returns TradingDay of the specified type (TradingDayType) that contains trading events associated with the range of dates More...

Detailed Description

Class represents trading calendar, populated with variety of events relevant to currently trading instruments

Definition at line 27 of file TradingCalendar.cs.

Constructor & Destructor Documentation

TradingCalendar()

QuantConnect.TradingCalendar.TradingCalendar	(	SecurityManager	securityManager,
		MarketHoursDatabase	marketHoursDatabase
	)

Initialize a new TradingCalendar instance.

Parameters

securityManager	SecurityManager for this calendar
marketHoursDatabase	MarketHoursDatabase for this calendar

Definition at line 37 of file TradingCalendar.cs.

Member Function Documentation

GetTradingDay() [1/2]

TradingDay QuantConnect.TradingCalendar.GetTradingDay

(

)

Method returns TradingDay that contains trading events associated with today's date

Returns

Populated instance of TradingDay

Definition at line 46 of file TradingCalendar.cs.

GetTradingDay() [2/2]

TradingDay QuantConnect.TradingCalendar.GetTradingDay

(

DateTime

day

)

Method returns TradingDay that contains trading events associated with the given date

Returns

Populated instance of TradingDay

Definition at line 57 of file TradingCalendar.cs.

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GetTradingDays()

IEnumerable<TradingDay> QuantConnect.TradingCalendar.GetTradingDays	(	DateTime	start,
		DateTime	end
	)

Method returns TradingDay that contains trading events associated with the range of dates

Parameters

start	Start date of the range (inclusive)
end	End date of the range (inclusive)

Returns

>Populated list of TradingDay

Definition at line 68 of file TradingCalendar.cs.

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GetDaysByType()

IEnumerable<TradingDay> QuantConnect.TradingCalendar.GetDaysByType	(	TradingDayType	type,
		DateTime	start,
		DateTime	end
	)

Method returns TradingDay of the specified type (TradingDayType) that contains trading events associated with the range of dates

Parameters

type	Type of the events
start	Start date of the range (inclusive)
end	End date of the range (inclusive)

Returns

>Populated list of TradingDay

Definition at line 80 of file TradingCalendar.cs.

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

• Common/TradingCalendar.cs