DividendYieldProvider

QuantConnect.Data.DividendYieldProvider

DividendYieldProvider()

DividendYieldProvider(
    symbol: Union[Symbol, str, BaseContract],
)

Estimated annualized continuous dividend yield at given date

Signature descriptions:

default_symbol: Symbol

The default symbol to use as a dividend yield provider

DEFAULT_DIVIDEND_YIELD_RATE: float = 0.0

Default no dividend payout

cache_refresh_period: timedelta

The cached refresh period for the dividend yield rate

This codeEntityType is protected.

get_dividend_yield(date: Union[datetime, date]) -> float

get_dividend_yield(price_data: IBaseData) -> float

get_dividend_yield(
    date: Union[datetime, date], security_price: float
) -> float

Signature descriptions:

Get dividend yield by a given date of a given symbol. It will get the dividend yield at the time of the most recent dividend since no price is provided. In order to get more accurate dividend yield, provide the security price at the given date to the get_dividend_yield(DateTime, decimal) or get_dividend_yield(IBaseData) methods.
Gets the dividend yield at the date of the specified data, using the data price as the security price
Get dividend yield at given date and security price

Parameters:

Name	Type	Description	Default
`date`	`Optional[Union[datetime, date]]`	The date	`None`
`price_data`	`Optional[IBaseData]`	Price data instance	`None`
`security_price`	`Optional[float]`	The security price at the given date	`None`

Returns:

Type	Description
`float`	Dividend yield on the given date of the given symbol.

create_for_option(
    option_symbol: Union[Symbol, str, BaseContract],
) -> IDividendYieldModel

Creates a new instance for the given option symbol

load_corporate_events(
    symbol: Union[Symbol, str, BaseContract],
) -> List[BaseData]

Generate the corporate events from the corporate factor file for the specified symbol

This codeEntityType is protected.