SliceExtensions

QuantConnect.Data.SliceExtensions

Bases: Object

Provides extension methods to slices and slice enumerables

get

get(
    slices: List[Slice],
    type: Type,
    symbol: Union[Symbol, str, BaseContract] = None,
) -> Iterable[Any]

get(
    slices: List[Slice],
    symbol: Union[Symbol, str, BaseContract],
) -> Iterable[TradeBar]

get(
    slices: List[Slice],
    symbol: Union[Symbol, str, BaseContract],
    field: Callable[[BaseData], float],
) -> Iterable[float]

Signature descriptions:

• Gets the data dictionaries or points of the requested type in each slice

• Gets an enumerable of TradeBar for the given symbol. This method does not verify that the specified symbol points to a TradeBar

• Gets an enumerable of decimal by accessing the slice for the symbol and then retrieving the specified field on each piece of data

Parameters:

Name	Type	Description	Default
slices	List[Slice]	The enumerable of slice	required
type	Optional[Type]	Data type of the data that will be fetched	None
symbol	Union[Symbol, str, BaseContract]	The symbol to retrieve	None
field	Optional[Callable[[BaseData], float]]	The field selector used to access the dats	None

Returns:

Type	Description
Iterable[Any] | Iterable[TradeBar] | Iterable[float]	Depends on the signature used. Case 1: [An enumerable of data dictionary or data point of the requested type.]; Case 2: [An enumerable of TradeBar for the matching symbol, of no TradeBar found for symbol, empty enumerable is returned.]; Case 3: [An enumerable of decimal.]

push_through_consolidators

push_through_consolidators(
    slices: List[Slice],
    consolidators_by_symbol: Dictionary[
        Symbol, IDataConsolidator
    ],
) -> None

push_through_consolidators(
    slices: List[Slice],
    consolidators_provider: Callable[
        [Symbol], IDataConsolidator
    ],
) -> None

Loops through the specified slices and pushes the data into the consolidators. This can be used to easily warm up indicators from a history call that returns slice objects.

Parameters:

Name	Type	Description	Default
slices	List[Slice]	The data to send into the consolidators, likely result of a history request	required
consolidators_by_symbol	Optional[Dictionary[Symbol, IDataConsolidator]]	Dictionary of consolidators keyed by symbol	None
consolidators_provider	Optional[Callable[[Symbol], IDataConsolidator]]	Delegate that fetches the consolidators by a symbol	None

get_universe_data

get_universe_data(
    slices: List[Slice],
) -> Iterable[DataDictionary[BaseDataCollection]]

Gets the data dictionaries or points of the requested type in each slice

Parameters:

Name	Type	Description	Default
slices	List[Slice]	The enumerable of slice	required

Returns:

Type	Description
Iterable[DataDictionary[BaseDataCollection]]	An enumerable of data dictionary or data point of the requested type.

push_through

push_through(
    slices: List[Slice],
    handler: Callable[[BaseData], Any],
    data_type: Type = None,
) -> None

Loops through the specified slices and pushes the data into the consolidators. This can be used to easily warm up indicators from a history call that returns slice objects.

Parameters:

Name	Type	Description	Default
slices	List[Slice]	The data to send into the consolidators, likely result of a history request	required
handler	Callable[[BaseData], Any]	Delegate handles each data piece from the slice	required
data_type	Type	Defines the type of the data that should be pushed	None

ticks

ticks(slices: List[Slice]) -> Iterable[Ticks]

Selects into the slice and returns the Ticks that have data in order

Parameters:

Name	Type	Description	Default
slices	List[Slice]	The enumerable of slice	required

Returns:

Type	Description
Iterable[Ticks]	An enumerable of Ticks.

to_double_array

to_double_array(decimals: List[float]) -> List[float]

Converts the specified enumerable of decimals into a double array

Parameters:

Name	Type	Description	Default
decimals	List[float]	The enumerable of decimal	required

Returns:

Type	Description
List[float]	Double array representing the enumerable of decimal.

trade_bars

trade_bars(slices: List[Slice]) -> Iterable[TradeBars]

Selects into the slice and returns the TradeBars that have data in order

Parameters:

Name	Type	Description	Default
slices	List[Slice]	The enumerable of slice	required

Returns:

Type	Description
Iterable[TradeBars]	An enumerable of TradeBars.

try_get

try_get(
    slice: Slice,
    type: Type,
    symbol: Union[Symbol, str, BaseContract],
    data: Optional[Any],
) -> Tuple[bool, Any]

Tries to get the data for the specified symbol and type

Parameters:

Name	Type	Description	Default
slice	Slice	The slice	required
type	Type	The type of data we seek	required
symbol	Union[Symbol, str, BaseContract]	The symbol data is sought for	required
data	Optional[Any]	The found data	required

Returns:

Type	Description
Tuple[bool, Any]	True if data was found for the specified type and symbol.