SliceExtensions

QuantConnect.Data.SliceExtensions

Bases: Object

Provides extension methods to slices and slice enumerables

get

get: _SliceExtensions_Get

try_get

try_get: _SliceExtensions_TryGet

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],
) -> Sequence[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
Sequence[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]) -> Sequence[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
Sequence[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]) -> Sequence[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
Sequence[TradeBars]	An enumerable of TradeBars.