Slice

QuantConnect.Data.Slice

Slice(
    time: Union[datetime, date],
    data: List[BaseData],
    utc_time: Union[datetime, date],
)

Slice(slice: Slice)

Slice(
    time: Union[datetime, date],
    data: List[BaseData],
    trade_bars: TradeBars,
    quote_bars: QuoteBars,
    ticks: Ticks,
    option_chains: OptionChains,
    futures_chains: FuturesChains,
    splits: Splits,
    dividends: Dividends,
    delistings: Delistings,
    symbol_changes: SymbolChangedEvents,
    margin_interest_rates: MarginInterestRates,
    utc_time: Union[datetime, date],
    has_data: Optional[bool] = None,
)

Bases: ExtendedDictionary[Symbol, Any], Iterable[KeyValuePair[Symbol, BaseData]]

Provides a data structure for all of an algorithm's data at a single time step

Signature descriptions:

Initializes a new instance of the Slice class, lazily instantiating the Slice.bars and Slice.ticks collections on demand
Initializes a new instance used by the PythonSlice
Initializes a new instance of the Slice class

Parameters:

Name	Type	Description	Default
`time`	`Optional[Union[datetime, date]]`	The timestamp for this slice of data	`None`
`data`	`Optional[List[BaseData]]`	The raw data in this slice	`None`
`utc_time`	`Optional[Union[datetime, date]]`	The timestamp for this slice of data in UTC	`None`
`slice`	`Optional[Slice]`	slice object to wrap	`None`
`trade_bars`	`Optional[TradeBars]`	The trade bars for this slice	`None`
`quote_bars`	`Optional[QuoteBars]`	The quote bars for this slice	`None`
`ticks`	`Optional[Ticks]`	This ticks for this slice	`None`
`option_chains`	`Optional[OptionChains]`	The option chains for this slice	`None`
`futures_chains`	`Optional[FuturesChains]`	The futures chains for this slice	`None`
`splits`	`Optional[Splits]`	The splits for this slice	`None`
`dividends`	`Optional[Dividends]`	The dividends for this slice	`None`
`delistings`	`Optional[Delistings]`	The delistings for this slice	`None`
`symbol_changes`	`Optional[SymbolChangedEvents]`	The symbol changed events for this slice	`None`
`margin_interest_rates`	`Optional[MarginInterestRates]`	The margin interest rates for this slice	`None`
`has_data`	`Optional[Optional[bool]]`	true if this slice contains data	`None`

all_data

all_data: List[BaseData]

All the data hold in this slice

time

time: datetime

Gets the timestamp for this slice of data

utc_time

utc_time: datetime

Gets the timestamp for this slice of data in UTC

has_data

has_data: bool

Gets whether or not this slice has data

bars

bars: TradeBars

Gets the TradeBars for this slice of data

quote_bars

quote_bars: QuoteBars

Gets the quote_bars for this slice of data

ticks

ticks: Ticks

Gets the ticks for this slice of data

option_chains

option_chains: OptionChains

Gets the option_chains for this slice of data

futures_chains

futures_chains: FuturesChains

Gets the futures_chains for this slice of data

future_chains

future_chains: FuturesChains

Gets the futures_chains for this slice of data

splits

splits: Splits

Gets the splits for this slice of data

dividends

dividends: Dividends

Gets the dividends for this slice of data

delistings

delistings: Delistings

Gets the delistings for this slice of data

symbol_changed_events

symbol_changed_events: SymbolChangedEvents

Gets the Market.SymbolChangedEvents for this slice of data

margin_interest_rates

margin_interest_rates: MarginInterestRates

Gets the Market.MarginInterestRates for this slice of data

count

count: int

Gets the number of symbols held in this slice

get_keys

get_keys: Iterable[Symbol]

Gets an System.Collections.Generic.ICollection1 containing the Symbol objects of the System.Collections.Generic.IDictionary2.

This codeEntityType is protected.

get_values

get_values: Iterable[Any]

Gets an System.Collections.Generic.ICollection1 containing the values in the System.Collections.Generic.IDictionary2.

This codeEntityType is protected.

is_read_only

is_read_only: bool

Gets a value indicating whether the IDictionary object is read-only.

contains

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

__contains__(key: Union[Symbol, str, BaseContract]) -> bool

Signature descriptions:

Determines whether this instance contains data for the specified symbol
Checks if the dictionary contains the specified key.

Parameters:

Name	Type	Description	Default
`symbol`	`Optional[Union[Symbol, str, BaseContract]]`	The symbol we seek data for	`None`
`key`	`Optional[Union[Symbol, str, BaseContract]]`	The key to locate in the dictionary	`None`

Returns:

Type	Description
`bool`	Depends on the signature used. Case 1: [True if this instance contains data for the symbol, false otherwise.]; Case 2: [true if the dictionary contains an element with the specified key; otherwise, false.]

getitem

__getitem__(
    symbol: Union[Symbol, str, BaseContract],
) -> Union[TradeBar, QuoteBar, List[Tick], Any]

__getitem__(key: Union[Symbol, str, BaseContract]) -> Any

Signature descriptions:

Gets the data corresponding to the specified symbol. If the requested data is of MarketDataType.TICK, then a List{Tick} will be returned, otherwise, it will be the subscribed type, for example, TradeBar or event UnlinkedData for custom data.
Indexer method for the base dictioanry to access the objects by their symbol.

Parameters:

Name	Type	Description	Default
`symbol`	`Optional[Union[Symbol, str, BaseContract]]`	The data's symbols	`None`
`key`	`Optional[Union[Symbol, str, BaseContract]]`	Key object indexer	`None`

Returns:

Type	Description
`Union[TradeBar, QuoteBar, List[Tick], Any] \| Any`	Depends on the signature used. Case 1: [The data for the specified symbol.]; Case 2: [Object of t_value.]

setitem

__setitem__(
    key: Union[Symbol, str, BaseContract], value: Any
) -> None

__setitem__(
    symbol: Union[Symbol, str, BaseContract],
    value: Union[TradeBar, QuoteBar, List[Tick], Any],
) -> None

Signature descriptions:

Indexer method for the base dictioanry to access the objects by their symbol.
Gets the data corresponding to the specified symbol. If the requested data is of MarketDataType.TICK, then a List{Tick} will be returned, otherwise, it will be the subscribed type, for example, TradeBar or event UnlinkedData for custom data.

Parameters:

Name	Type	Description	Default
`key`	`Optional[Union[Symbol, str, BaseContract]]`	Key object indexer	`None`
`symbol`	`Optional[Union[Symbol, str, BaseContract]]`	The data's symbols	`None`

Returns:

Type	Description
`Optional[None]`	Depends on the signature used. Case 1: [Object of t_value.]; Case 2: [The data for the specified symbol.]

contains_key

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

contains_key(key: Union[Symbol, str, BaseContract]) -> bool

Signature descriptions:

Determines whether this instance contains data for the specified symbol
Checks if the dictionary contains the specified key.

Parameters:

Name	Type	Description	Default
`symbol`	`Optional[Union[Symbol, str, BaseContract]]`	The symbol we seek data for	`None`
`key`	`Optional[Union[Symbol, str, BaseContract]]`	The key to locate in the dictionary	`None`

Returns:

Type	Description
`bool`	Depends on the signature used. Case 1: [True if this instance contains data for the symbol, false otherwise.]; Case 2: [true if the dictionary contains an element with the specified key; otherwise, false.]

get

get(
    key: Union[Symbol, str, BaseContract], value: Any
) -> Any

get(key: Union[Symbol, str, BaseContract]) -> Any

get(
    type: Any, symbol: Union[Symbol, str, BaseContract]
) -> Any

get(type: Any) -> Any

get(type: Type) -> Any

Signature descriptions:

Returns the value for the specified key if key is in dictionary.
Gets the data of the specified symbol and type.
Gets the data of the specified data type.
Gets the data of the specified type.

Parameters:

Name	Type	Description	Default
`key`	`Optional[Union[Symbol, str, BaseContract]]`	key to be searched in the dictionary	`None`
`value`	`Optional[Any]`	Value to be returned if the key is not found. The default value is null.	`None`
`type`	`Optional[Any \| Type]`	The type of data we seek	`None`
`symbol`	`Optional[Union[Symbol, str, BaseContract]]`	The specific symbol was seek	`None`

Returns:

Type	Description
`Any`	Depends on the signature used. Case 1: [The value for the specified key if key is in dictionary.]; Case 2: [The data point for the requested symbol.]; Case 3: [The data dictionary for the requested data type.]; Case 4: [The DataDictionary{T} instance for the requested type.]

pop

pop(
    key: Union[Symbol, str, BaseContract],
    default_value: Any,
) -> Any

pop(key: Union[Symbol, str, BaseContract]) -> Any

Removes and returns an element from a dictionary having the given key.

Parameters:

Name	Type	Description	Default
`key`	`Union[Symbol, str, BaseContract]`	Key which is to be searched for removal	required
`default_value`	`Optional[Any]`	Value which is to be returned when the key is not in the dictionary	`None`

Returns:

Type	Description
`Any`	If key is found - removed/popped element from the dictionary

setdefault

setdefault(
    key: Union[Symbol, str, BaseContract],
    default_value: Any,
) -> Any

setdefault(key: Union[Symbol, str, BaseContract]) -> Any

Returns the value of a key (if the key is in dictionary). If not, it inserts key with a value to the dictionary.

Parameters:

Name	Type	Description	Default
`key`	`Union[Symbol, str, BaseContract]`	Key with a value default_value is inserted to the dictionary if key is not in the dictionary.	required
`default_value`	`Optional[Any]`	Default value	`None`

Returns:

Type	Description
`Any`	The value of the key if it is in the dictionary

try_get_value

try_get_value(
    symbol: Union[Symbol, str, BaseContract],
    data: Optional[Any],
) -> Tuple[bool, Any]

try_get_value(
    key: Union[Symbol, str, BaseContract],
    value: Optional[Any],
) -> Tuple[bool, Any]

Signature descriptions:

Gets the data associated with the specified symbol
Gets the value associated with the specified key.

Parameters:

Name	Type	Description	Default
`symbol`	`Optional[Union[Symbol, str, BaseContract]]`	The symbol we want data for	`None`
`data`	`Optional[Optional[Any]]`	The data for the specifed symbol, or null if no data was found	`None`
`key`	`Optional[Union[Symbol, str, BaseContract]]`	The key whose value to get.	`None`
`value`	`Optional[Optional[Any]]`	When this method returns, the value associated with the specified key, if the key is found; otherwise, the default value for the type of the value parameter. This parameter is passed uninitialized.	`None`

Returns:

Type	Description
`Tuple[bool, Any]`	Depends on the signature used. Case 1: [True if data was found, false otherwise.]; Case 2: [true if the object that implements System.Collections.Generic.IDictionary`2 contains an element with the specified key; otherwise, false.]

iter

__iter__() -> Iterator[KeyValuePair[Symbol, BaseData]]

len

__len__() -> int

get_enumerator

get_enumerator() -> (
    IEnumerator[KeyValuePair[Symbol, BaseData]]
)

Returns an enumerator that iterates through the collection.

Returns:

Type	Description
`IEnumerator[KeyValuePair[Symbol, BaseData]]`	A System.Collections.Generic.IEnumerator`1 that can be used to iterate through the collection.

get_items

get_items() -> Iterable[KeyValuePair[Symbol, Any]]

Gets all the items in the dictionary

Returns:

Type	Description
`Iterable[KeyValuePair[Symbol, Any]]`	All the items in the dictionary.

merge_slice

merge_slice(input_slice: Slice) -> None

Merge two slice with same Time

Parameters:

Name	Type	Description	Default
`input_slice`	`Slice`	slice instance	required

remove

remove(key: Union[Symbol, str, BaseContract]) -> bool

Removes the value with the specified key

Parameters:

Name	Type	Description	Default
`key`	`Union[Symbol, str, BaseContract]`	The key object of the element to remove.	required

Returns:

Type	Description
`bool`	true if the element is successfully found and removed; otherwise, false.

fromkeys

fromkeys(
    sequence: List[QuantConnect_ExtendedDictionary_TKey],
) -> Dict[Any, Any]

fromkeys(
    sequence: List[QuantConnect_ExtendedDictionary_TKey],
    value: QuantConnect_ExtendedDictionary_TValue,
) -> Dict[Any, Any]

Signature descriptions:

Creates a new dictionary from the given sequence of elements.
Creates a new dictionary from the given sequence of elements with a value provided by the user.

Parameters:

Name	Type	Description	Default
`sequence`	`List[QuantConnect_ExtendedDictionary_TKey]`	Sequence of elements which is to be used as keys for the new dictionary	required
`value`	`Optional[QuantConnect_ExtendedDictionary_TValue]`	Value which is set to each each element of the dictionary	`None`

Returns:

Type	Description
`Dict[Any, Any]`	Returns a new dictionary with the given sequence of elements as the keys of the dictionary.

clear

clear() -> None

Removes all items from the System.Collections.Generic.ICollection`1.

copy

copy() -> Dict[Any, Any]

Creates a shallow copy of the IExtendedDictionary{TKey, TValue}.

Returns:

Type	Description
`Dict[Any, Any]`	Returns a shallow copy of the dictionary. It doesn't modify the original dictionary.

items

items() -> List[Any]

Returns a view object that displays a list of dictionary's (key, value) tuple pairs.

Returns:

Type	Description
`List[Any]`	Returns a view object that displays a list of a given dictionary's (key, value) tuple pair.

keys

keys() -> List[Any]

Returns a view object that displays a list of all the key objects in the dictionary

Returns:

Type	Description
`List[Any]`	Returns a view object that displays a list of all the key objects. When the dictionary is changed, the view object also reflect these changes.

popitem

popitem() -> Any

Returns and removes an arbitrary element (key, value) pair from the dictionary.

Returns:

Type	Description
`Any`	Returns an arbitrary element (key, value) pair from the dictionary removes an arbitrary element(the same element which is returned) from the dictionary. Note: Arbitrary elements and random elements are not same.The popitem() doesn't return a random element.

update

update(other: Any) -> None

Updates the dictionary with the elements from the another dictionary object or from an iterable of key/value pairs. The update() method adds element(s) to the dictionary if the key is not in the dictionary.If the key is in the dictionary, it updates the key with the new value.

Parameters:

Name	Type	Description	Default
`other`	`Any`	Takes either a dictionary or an iterable object of key/value pairs (generally tuples).	required

values

values() -> List[Any]

Returns a view object that displays a list of all the values in the dictionary.

Returns:

Type	Description
`List[Any]`	Returns a view object that displays a list of all values in a given dictionary.

check_for_implicitly_created_symbol

check_for_implicitly_created_symbol(
    symbol: Union[Symbol, str, BaseContract],
) -> None

Checks if the symbol is implicitly created from a string, in which case it is not in the symbol cache, and throws a KeyNotFoundException.

This codeEntityType is protected.