MappingContractFactorProvider
MappingContractFactorProvider(
permtick: str,
data: List[MappingContractFactorRow],
factor_file_minimum_date: Optional[datetime] = None,
)
Bases: FactorFile[MappingContractFactorRow]
Mapping related factor provider. Factors based on price differences on mapping dates
Creates a new instance
permtick: str
Gets the symbol this factor file represents
factor_file_minimum_date: Optional[datetime]
The minimum tradeable date for the symbol
reversed_factor_file_dates: List[datetime]
Keeping a reversed version is more performant that reversing it each time we need it
This codeEntityType is protected.
sorted_factor_file_data: SortedList[
datetime, List[QuantConnect_Data_Auxiliary_FactorFile_T]
]
The factor file data rows sorted by date
most_recent_factor_change: datetime
Gets the most recent factor change in the factor file
get_price_factor(
search_date: Union[datetime, date],
data_normalization_mode: DataNormalizationMode,
data_mapping_mode: Optional[DataMappingMode] = None,
contract_offset: int = 0,
) -> float
Gets the price scale factor for the specified search date
get_enumerator() -> IEnumerator[IFactorRow]
Returns an enumerator that iterates through the collection.
Returns:
| Type | Description |
|---|---|
IEnumerator[IFactorRow]
|
A System.Collections.Generic.IEnumerator`1 that can be used to iterate through the collection. |
get_file_format() -> Iterable[str]
Writes this factor file data to an enumerable of csv lines
Returns:
| Type | Description |
|---|---|
Iterable[str]
|
An enumerable of lines representing this factor file. |
write_to_file(
symbol: Union[Symbol, str, BaseContract],
) -> None
Write the factor file to the correct place in the default Data folder
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
symbol
|
Union[Symbol, str, BaseContract]
|
The symbol this factor file represents |
required |