PriceScalingExtensions

QuantConnect.Data.Auxiliary.PriceScalingExtensions

Bases: Object

Set of helper methods for factor files and price scaling operations

get_empty_factor_file

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

Helper method to return an empty factor file

get_factor_file_symbol

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

Determines the symbol to use to fetch it's factor file

get_price_scale

get_price_scale(
    factor_file: IFactorProvider,
    date_time: Union[datetime, date],
    normalization_mode: DataNormalizationMode,
    contract_offset: int = 0,
    data_mapping_mode: Optional[DataMappingMode] = None,
    end_date_time: Optional[datetime] = None,
) -> float

Resolves the price scale for a date given a factor file and required settings

Parameters:

Name	Type	Description	Default
factor_file	IFactorProvider	The factor file to use	required
date_time	Union[datetime, date]	The date for the price scale lookup	required
normalization_mode	DataNormalizationMode	The price normalization mode requested	required
contract_offset	int	The contract offset, useful for continuous contracts	0
data_mapping_mode	Optional[DataMappingMode]	The data mapping mode used, useful for continuous contracts	None
end_date_time	Optional[datetime]	The reference end date for scaling prices.	None

Returns:

Type	Description
float	The price scale to use.

safe_read

safe_read(
    permtick: str,
    contents: List[str],
    security_type: SecurityType,
) -> IFactorProvider

Parses the contents as a FactorFile, if error returns a new empty factor file