SecurityBenchmark

QuantConnect.Benchmarks.SecurityBenchmark

SecurityBenchmark(security: Security)

Bases: Object, IBenchmark

Creates a benchmark defined by the closing price of a security instance

Initializes a new instance of the SecurityBenchmark class

security: Security

The benchmark security

create_instance(
    securities: SecurityManager,
    symbol: Union[Symbol, str, BaseContract],
) -> SecurityBenchmark

Helper function that will create a security with the given SecurityManager for a specific symbol and then create a SecurityBenchmark for it

Parameters:

Name	Type	Description	Default
`securities`	`SecurityManager`	SecurityService to create the security	required
`symbol`	`Union[Symbol, str, BaseContract]`	The symbol to create a security benchmark with	required

Returns:

Type	Description
`SecurityBenchmark`	The new SecurityBenchmark.

evaluate(time: Union[datetime, date]) -> float

Evaluates this benchmark at the specified time in units of the account's currency.

Parameters:

Name	Type	Description	Default
`time`	`Union[datetime, date]`	The time to evaluate the benchmark at	required

Returns:

Type	Description
`float`	The value of the benchmark at the specified time in units of the account's currency.