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