LocalZipFactorFileProvider

QuantConnect.Data.Auxiliary.LocalZipFactorFileProvider

LocalZipFactorFileProvider()

Provides an implementation of IFactorFileProvider that searches the local disk for a zip file containing all factor files

Creates a new instance of the LocalZipFactorFileProvider class.

cache_refresh_period: timedelta

The cached refresh period for the factor files

This codeEntityType is protected.

get(
    symbol: Union[Symbol, str, BaseContract],
) -> IFactorProvider

Gets a FactorFile{T} instance for the specified symbol, or null if not found

Parameters:

Name	Type	Description	Default
`symbol`	`Union[Symbol, str, BaseContract]`	The security's symbol whose factor file we seek	required

Returns:

Type	Description
`IFactorProvider`	The resolved factor file, or null if not found.

initialize(
    map_file_provider: IMapFileProvider,
    data_provider: IDataProvider,
) -> None

Initializes our FactorFileProvider by supplying our map_file_provider and data_provider

Parameters:

Name	Type	Description	Default
`map_file_provider`	`IMapFileProvider`	MapFileProvider to use	required
`data_provider`	`IDataProvider`	DataProvider to use	required

start_expiration_task() -> None

Helper method that will clear any cached factor files in a daily basis, this is useful for live trading

This codeEntityType is protected.