HistoryExtensions
Bases: Object
Helper extension methods for objects related with Histotical data
split_history_request_with_updated_mapped_symbol(
request: HistoryRequest,
map_file_provider: IMapFileProvider,
) -> Iterable[HistoryRequest]
Split HistoryRequest on several request with update mapped symbol.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
request
|
HistoryRequest
|
Represents historical data requests |
required |
map_file_provider
|
IMapFileProvider
|
Provides instances of MapFileResolver at run time |
required |
Returns:
| Type | Description |
|---|---|
Iterable[HistoryRequest]
|
Return HistoryRequests with different BaseDataRequest.start_time_utc - BaseDataRequest.end_time_utc range and Symbol.value. |
try_get_brokerage_name(
history_provider_name: str,
brokerage_name: Optional[str],
) -> Tuple[bool, str]
Helper method to get the brokerage name