SymbolPropertiesDatabaseSymbolMapper
QuantConnect.Brokerages.SymbolPropertiesDatabaseSymbolMapper
SymbolPropertiesDatabaseSymbolMapper(market: str)
Bases: Object, ISymbolMapper
Provides the mapping between Lean symbols and brokerage symbols using the symbol properties database
Creates a new instance of the SymbolPropertiesDatabaseSymbolMapper class.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
market
|
str
|
The Lean market |
required |
get_brokerage_security_type
get_brokerage_security_type(
brokerage_symbol: str,
) -> SecurityType
Returns the security type for a brokerage symbol
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
brokerage_symbol
|
str
|
The brokerage symbol |
required |
Returns:
| Type | Description |
|---|---|
SecurityType
|
The security type. |
get_brokerage_symbol
get_brokerage_symbol(
symbol: Union[Symbol, str, BaseContract],
) -> str
Converts a Lean symbol instance to a brokerage symbol
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
symbol
|
Union[Symbol, str, BaseContract]
|
A Lean symbol instance |
required |
Returns:
| Type | Description |
|---|---|
str
|
The brokerage symbol. |
get_lean_symbol
get_lean_symbol(
brokerage_symbol: str,
security_type: SecurityType,
market: str,
expiration_date: Union[datetime, date] = ...,
strike: float = 0,
option_right: OptionRight = ...,
) -> Symbol
Converts a brokerage symbol to a Lean symbol instance
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
brokerage_symbol
|
str
|
The brokerage symbol |
required |
security_type
|
SecurityType
|
The security type |
required |
market
|
str
|
The market |
required |
expiration_date
|
Union[datetime, date]
|
Expiration date of the security(if applicable) |
...
|
strike
|
float
|
The strike of the security (if applicable) |
0
|
option_right
|
OptionRight
|
The option right of the security (if applicable) |
...
|
Returns:
| Type | Description |
|---|---|
Symbol
|
A new Lean Symbol instance. |
is_known_brokerage_symbol
is_known_brokerage_symbol(brokerage_symbol: str) -> bool
Checks if the symbol is supported by the brokerage
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
brokerage_symbol
|
str
|
The brokerage symbol |
required |
Returns:
| Type | Description |
|---|---|
bool
|
True if the brokerage supports the symbol. |
is_known_lean_symbol
is_known_lean_symbol(
symbol: Union[Symbol, str, BaseContract],
) -> bool
Checks if the Lean symbol is supported by the brokerage
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
symbol
|
Union[Symbol, str, BaseContract]
|
The Lean symbol |
required |
Returns:
| Type | Description |
|---|---|
bool
|
True if the brokerage supports the symbol. |