Providers price scaling factors for a permanent tick More...

Inheritance diagram for QuantConnect.Data.Auxiliary.IFactorProvider:

Public Member Functions
decimal	GetPriceFactor (DateTime searchDate, DataNormalizationMode dataNormalizationMode, DataMappingMode? dataMappingMode=null, uint contractOffset=0)
	Gets the price factor for the specified search date More...

Properties
string	Permtick `[get]`
	Gets the symbol this factor file represents More...

DateTime?	FactorFileMinimumDate `[get, set]`
	The minimum tradeable date for the symbol More...

Detailed Description

Providers price scaling factors for a permanent tick

Definition at line 25 of file IFactorProvider.cs.

Member Function Documentation

◆ GetPriceFactor()

decimal QuantConnect.Data.Auxiliary.IFactorProvider.GetPriceFactor	(	DateTime	searchDate,
		DataNormalizationMode	dataNormalizationMode,
		DataMappingMode?	dataMappingMode = `null`,
		uint	contractOffset = `0`
	)

Gets the price factor for the specified search date

Implemented in QuantConnect.Data.Auxiliary.FactorFile< T >.

Here is the caller graph for this function:

Property Documentation

◆ Permtick

string QuantConnect.Data.Auxiliary.IFactorProvider.Permtick

get

Gets the symbol this factor file represents

Definition at line 30 of file IFactorProvider.cs.

◆ FactorFileMinimumDate

DateTime? QuantConnect.Data.Auxiliary.IFactorProvider.FactorFileMinimumDate

getset

The minimum tradeable date for the symbol

Some factor files have INF split values, indicating that the stock has so many splits that prices can't be calculated with correct numerical precision. To allow backtesting these symbols, we need to move the starting date forward when reading the data. Known symbols: GBSN, JUNI, NEWL

Definition at line 42 of file IFactorProvider.cs.

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

Common/Data/Auxiliary/IFactorProvider.cs