SubscriptionDataConfigExtensions

QuantConnect.Data.SubscriptionDataConfigExtensions

Bases: Object

Helper methods used to determine different configurations properties for a given set of SubscriptionDataConfig

can_be_delisted

can_be_delisted(config: SubscriptionDataConfig) -> bool

True if this configuration is associated with an asset which can have delisting events

data_normalization_mode

data_normalization_mode(
    subscription_data_configs: List[SubscriptionDataConfig],
) -> DataNormalizationMode

Extension method used to determine what QuantConnect.DataNormalizationMode to use for a given set of SubscriptionDataConfig

Parameters:

Name	Type	Description	Default
subscription_data_configs	List[SubscriptionDataConfig]		required

Returns:

Type	Description
DataNormalizationMode	The first DataNormalizationMode, DataNormalizationMode.ADJUSTED if there are no subscriptions.

emit_splits_and_dividends

emit_splits_and_dividends(
    config: SubscriptionDataConfig,
) -> bool

Will determine if splits and dividends should be used for this subscription configuration

Parameters:

Name	Type	Description	Default
config	SubscriptionDataConfig	The subscription data configuration we are processing	required

Returns:

Type	Description
bool	True if this configuration requires split and divided handling.

get_base_data_instance

get_base_data_instance(
    config: SubscriptionDataConfig,
) -> BaseData

Initializes a new instance of the BaseData type defined in config with the symbol properly set

get_highest_resolution

get_highest_resolution(
    subscription_data_configs: List[SubscriptionDataConfig],
) -> Resolution

Extension method used to obtain the highest Resolution for a given set of SubscriptionDataConfig

Parameters:

Name	Type	Description	Default
subscription_data_configs	List[SubscriptionDataConfig]		required

Returns:

Type	Description
Resolution	The highest resolution, Resolution.DAILY if there are no subscriptions.

is_custom_data

is_custom_data(
    subscription_data_configs: List[SubscriptionDataConfig],
) -> bool

Extension method used to determine if it is custom data for a given set of SubscriptionDataConfig

Parameters:

Name	Type	Description	Default
subscription_data_configs	List[SubscriptionDataConfig]		required

Returns:

Type	Description
bool	True, at least one subscription is custom data.

is_extended_market_hours

is_extended_market_hours(
    subscription_data_configs: List[SubscriptionDataConfig],
) -> bool

Extension method used to determine if ExtendedMarketHours is enabled for a given set of SubscriptionDataConfig

Parameters:

Name	Type	Description	Default
subscription_data_configs	List[SubscriptionDataConfig]		required

Returns:

Type	Description
bool	True, at least one subscription has it enabled.

is_fill_forward

is_fill_forward(
    subscription_data_configs: List[SubscriptionDataConfig],
) -> bool

Extension method used to determine if FillForward is enabled for a given set of SubscriptionDataConfig

Parameters:

Name	Type	Description	Default
subscription_data_configs	List[SubscriptionDataConfig]		required

Returns:

Type	Description
bool	True, at least one subscription has it enabled.

prices_should_be_scaled

prices_should_be_scaled(
    config: SubscriptionDataConfig, live_mode: bool = False
) -> bool

Will determine if price scaling should be used for this subscription configuration

Parameters:

Name	Type	Description	Default
config	SubscriptionDataConfig	The subscription data configuration we are processing	required
live_mode	bool	True, is this is a live mode data stream	False

Returns:

Type	Description
bool	True if ticker prices should be scaled.

set_data_normalization_mode

set_data_normalization_mode(
    subscription_data_configs: List[SubscriptionDataConfig],
    mode: DataNormalizationMode,
) -> None

Sets the data normalization mode to be used by this set of SubscriptionDataConfig

ticker_should_be_mapped

ticker_should_be_mapped(
    config: SubscriptionDataConfig,
) -> bool

Will determine if mapping should be used for this subscription configuration

Parameters:

Name	Type	Description	Default
config	SubscriptionDataConfig	The subscription data configuration we are processing	required

Returns:

Type	Description
bool	True if ticker should be mapped.