CorporateFactorRow

QuantConnect.Data.Auxiliary.CorporateFactorRow

CorporateFactorRow(
    date: Union[datetime, date],
    price_factor: float,
    split_factor: float,
    reference_price: float = 0,
)

Bases: Object, IFactorRow

Defines a single row in a factor_factor file. This is a csv file ordered as {date, price factor, split factor, reference price}

Initializes a new instance of the CorporateFactorRow class

date

date: datetime

Gets the date associated with this data

price_factor

price_factor: float

Gets the price factor associated with this data

split_factor

split_factor: float

Gets the split factor associated with the date

price_scale_factor

price_scale_factor: float

Gets the combined factor used to create adjusted prices from raw prices

reference_price

reference_price: float

Gets the raw closing value from the trading date before the updated factor takes effect

apply

apply(
    dividend: Dividend,
    exchange_hours: SecurityExchangeHours,
) -> CorporateFactorRow

apply(
    split: Split, exchange_hours: SecurityExchangeHours
) -> CorporateFactorRow

Signature descriptions:

• Applies the dividend to this factor file row. This dividend date must be on or before the factor file row date

• Applies the split to this factor file row. This split date must be on or before the factor file row date

Parameters:

Name	Type	Description	Default
dividend	Optional[Dividend]	The dividend to apply with reference price and distribution specified	None
exchange_hours	SecurityExchangeHours	Exchange hours used for resolving the previous trading day	required
split	Optional[Split]	The split to apply with reference price and split factor specified	None

Returns:

Type	Description
CorporateFactorRow	Depends on the signature used. Case 1: [A new factor file row that applies the dividend to this row's factors.]; Case 2: [A new factor file row that applies the split to this row's factors.]

get_dividend

get_dividend(
    next_corporate_factor_row: CorporateFactorRow,
    symbol: Union[Symbol, str, BaseContract],
    exchange_hours: SecurityExchangeHours,
    decimal_places: int = 2,
) -> Dividend

Creates a new dividend from this factor file row and the one chronologically in front of it This dividend may have a distribution of zero if this row doesn't represent a dividend

Parameters:

Name	Type	Description	Default
next_corporate_factor_row	CorporateFactorRow	The next factor file row in time	required
symbol	Union[Symbol, str, BaseContract]	The symbol to use for the dividend	required
exchange_hours	SecurityExchangeHours	Exchange hours used for resolving the previous trading day	required
decimal_places	int	The number of decimal places to round the dividend's distribution to, defaulting to 2	2

Returns:

Type	Description
Dividend	A new dividend instance.

get_file_format

get_file_format(source: str = None) -> str

Writes factor file row into it's file format

get_split

get_split(
    next_corporate_factor_row: CorporateFactorRow,
    symbol: Union[Symbol, str, BaseContract],
    exchange_hours: SecurityExchangeHours,
) -> Split

Creates a new split from this factor file row and the one chronologically in front of it This split may have a split factor of one if this row doesn't represent a split

Parameters:

Name	Type	Description	Default
next_corporate_factor_row	CorporateFactorRow	The next factor file row in time	required
symbol	Union[Symbol, str, BaseContract]	The symbol to use for the split	required
exchange_hours	SecurityExchangeHours	Exchange hours used for resolving the previous trading day	required

Returns:

Type	Description
Split	A new split instance.

parse

parse(
    lines: List[str],
    factor_file_minimum_date: Optional[Optional[datetime]],
) -> Tuple[List[CorporateFactorRow], Optional[datetime]]

Parses the lines as factor files rows while properly handling inf entries

Parameters:

Name	Type	Description	Default
lines	List[str]	The lines from the factor file to be parsed	required
factor_file_minimum_date	Optional[Optional[datetime]]	The minimum date from the factor file	required

Returns:

Type	Description
Tuple[List[CorporateFactorRow], Optional[datetime]]	An enumerable of factor file rows.

to_string

to_string() -> str

Returns a string that represents the current object.

Returns:

Type	Description
str	A string that represents the current object.