MappingExtensions

QuantConnect.Data.Auxiliary.MappingExtensions

Bases: Object

Mapping extensions helper methods

resolve_map_file

resolve_map_file(
    map_file_provider: IMapFileProvider,
    data_config: SubscriptionDataConfig,
) -> MapFile

resolve_map_file(
    map_file_resolver: MapFileResolver,
    symbol: Union[Symbol, str, BaseContract],
    data_type: str = None,
) -> MapFile

Helper method to resolve the mapping file to use.

Parameters:

Name	Type	Description	Default
map_file_provider	Optional[IMapFileProvider]	The map file provider	None
data_config	Optional[SubscriptionDataConfig]	The configuration to fetch the map file for	None
map_file_resolver	Optional[MapFileResolver]	The map file resolver	None
symbol	Optional[Union[Symbol, str, BaseContract]]	The symbol that we want to map	None
data_type	Optional[str]	The string data type name if any	None

Returns:

Type	Description
MapFile	The mapping file to use.

retrieve_all_mapped_symbol_in_date_range

retrieve_all_mapped_symbol_in_date_range(
    map_file_provider: IMapFileProvider,
    symbol: Union[Symbol, str, BaseContract],
) -> Iterable[SymbolDateRange]

Retrieves all Symbol from map files based on specific Symbol.

Parameters:

Name	Type	Description	Default
map_file_provider	IMapFileProvider	The provider for map files containing ticker data.	required
symbol	Union[Symbol, str, BaseContract]	The symbol to get MapFileResolver and generate new Symbol.	required

Returns:

Type	Description
Iterable[SymbolDateRange]	An enumerable collection of SymbolDateRange.

retrieve_symbol_historical_definitions_in_date_range

retrieve_symbol_historical_definitions_in_date_range(
    map_file_provider: IMapFileProvider,
    symbol: Union[Symbol, str, BaseContract],
    start_date_time: Union[datetime, date],
    end_date_time: Union[datetime, date],
) -> Iterable[TickerDateRange]

Some historical provider supports ancient data. In fact, the ticker could be restructured to new one.

Parameters:

Name	Type	Description	Default
map_file_provider	IMapFileProvider	Provides instances of MapFileResolver at run time	required
symbol	Union[Symbol, str, BaseContract]	Represents a unique security identifier	required
start_date_time	Union[datetime, date]	The date since we began our search for the historical name of the symbol.	required
end_date_time	Union[datetime, date]	The end date and time of the historical data range.	required

Returns:

Type	Description
Iterable[TickerDateRange]	An enumerable collection of tuples containing symbol ticker, start date and time, and end date and time representing the historical definitions of the symbol within the specified time range.