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Calendar

QuantConnect.Data.Consolidators.Calendar

Bases: Object

Helper class that provides Func{DateTime,CalendarInfo} used to define consolidation calendar

WEEKLY

WEEKLY: Callable[[datetime], CalendarInfo]

Computes the start of week (previous Monday) of given date/time

MONTHLY

MONTHLY: Callable[[datetime], CalendarInfo]

Computes the start of month (1st of the current month) of given date/time

QUARTERLY

QUARTERLY: Callable[[datetime], CalendarInfo]

Computes the start of quarter (1st of the starting month of current quarter) of given date/time

YEARLY

YEARLY: Callable[[datetime], CalendarInfo]

Computes the start of year (1st of the current year) of given date/time