MappingContractFactorRow

QuantConnect.Data.Auxiliary.MappingContractFactorRow

MappingContractFactorRow()

Bases: Object, IFactorRow

Collection of factors for continuous contracts and their back months contracts for a specific mapping mode data_mapping_mode and date

Empty constructor for json converter

date

date: datetime

Gets the date associated with this data

backwards_ratio_scale

backwards_ratio_scale: Sequence[float]

Backwards ratio price scaling factors for the front month and it's 'i' back months DataNormalizationMode.BACKWARDS_RATIO

backwards_panama_canal_scale

backwards_panama_canal_scale: Sequence[float]

Backwards Panama Canal price scaling factors for the front month and it's 'i' back months DataNormalizationMode.BACKWARDS_PANAMA_CANAL

forward_panama_canal_scale

forward_panama_canal_scale: Sequence[float]

Forward Panama Canal price scaling factors for the front month and it's 'i' back months DataNormalizationMode.FORWARD_PANAMA_CANAL

data_mapping_mode

data_mapping_mode: Optional[DataMappingMode]

Allows the consumer to specify a desired mapping mode

get_file_format

get_file_format(source: str = None) -> str

Writes factor file row into it's file format

parse

parse(
    lines: List[str],
    factor_file_minimum_date: Optional[Optional[datetime]],
) -> Tuple[
    List[MappingContractFactorRow], 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[MappingContractFactorRow], Optional[datetime]]	An enumerable of factor file rows.