BEAGDPByIndustry

QuantConnect.DataSource.BEAGDPByIndustry

BEAGDPByIndustry()

BEAGDPByIndustry(line: str)

Bases: BaseData

BEA GDP by Industry. The full picture for one industry per period (quarterly from 2005): its contribution to GDP (Value Added), its total sales (Gross Output), and what it buys from other industries to produce that output (Intermediate Inputs). The three measures satisfy the identity Gross Output = Value Added + Intermediate Inputs. Each measure comes with a nominal level, an inflation-adjusted (real) level, and chain-type price and quantity indexes.

Signature descriptions:

Default constructor required by LEAN.
Parses one CSV line into a data point.

end_time

end_time: datetime

Publication date of the estimate, the day BEA released it. This is when LEAN delivers the data point.

value_added

value_added: Optional[float]

Value added, in billions of dollars. This is also the data point's Value.

real_value_added

real_value_added: Optional[float]

Real (chained) value added, in billions of dollars.

value_added_price_index

value_added_price_index: Optional[float]

Chain-type price index for value added.

value_added_quantity_index

value_added_quantity_index: Optional[float]

Chain-type quantity index for value added.

share_of_gdp

share_of_gdp: Optional[float]

Value added as a percentage of gross domestic product.

gross_output

gross_output: Optional[float]

Gross output, in billions of dollars.

real_gross_output

real_gross_output: Optional[float]

Real (chained) gross output, in billions of dollars.

gross_output_price_index

gross_output_price_index: Optional[float]

Chain-type price index for gross output.

gross_output_quantity_index

gross_output_quantity_index: Optional[float]

Chain-type quantity index for gross output.

intermediate_inputs

intermediate_inputs: Optional[float]

Intermediate inputs, in billions of dollars.

real_intermediate_inputs

real_intermediate_inputs: Optional[float]

Real (chained) intermediate inputs, in billions of dollars.

intermediate_inputs_price_index

intermediate_inputs_price_index: Optional[float]

Chain-type price index for intermediate inputs.

intermediate_inputs_quantity_index

intermediate_inputs_quantity_index: Optional[float]

Chain-type quantity index for intermediate inputs.

RAW_TABLES

RAW_TABLES: Sequence[ValueTuple[str, int]]

The BEA GDPbyIndustry tables that feed each CSV column, in the exact order the processor writes them (csv<2> onward) and the BEAGDPByIndustry(string) parser reads them back. Single source of truth for the column layout, kept next to the parser.

symbol

symbol: Symbol

Symbol representation for underlying Security

data_type

data_type: MarketDataType

Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC.

time

time: datetime

Current time marker of this data packet.

value

value: float

Value representation of this data packet. All data requires a representative value for this moment in time. For streams of data this is the price now, for OHLC packets this is the closing price.

price

price: float

As this is a backtesting platform we'll provide an alias of value as price.

ALL_RESOLUTIONS

ALL_RESOLUTIONS: List[Resolution] = ...

A list of all Resolution

This Field is protected.

DAILY_RESOLUTION

DAILY_RESOLUTION: List[Resolution] = ...

A list of Resolution.DAILY

This Field is protected.

MINUTE_RESOLUTION

MINUTE_RESOLUTION: List[Resolution] = ...

A list of Resolution.MINUTE

This Field is protected.

HIGH_RESOLUTION

HIGH_RESOLUTION: List[Resolution] = ...

A list of high Resolution, including minute, second, and tick.

This Field is protected.

OPTION_RESOLUTIONS

OPTION_RESOLUTIONS: List[Resolution] = ...

A list of resolutions support by Options

This Field is protected.

is_fill_forward

is_fill_forward: bool

True if this is a fill forward piece of data

clone

clone() -> BaseData

Creates a copy of the instance.

data_time_zone

data_time_zone() -> Any

Data time zone (Eastern - BEA release time).

default_resolution

default_resolution() -> Resolution

Default resolution.

get_source

get_source(
    config: SubscriptionDataConfig,
    date: datetime,
    is_live_mode: bool,
) -> SubscriptionDataSource

Location of the source file: alternative/bea/gdpbyindustry/{code}.csv

is_sparse_data

is_sparse_data() -> bool

Sparse: one file per industry, suppress missing-file logs.

reader

reader(
    config: SubscriptionDataConfig,
    line: str,
    date: datetime,
    is_live_mode: bool,
) -> BaseData

Parses the data from the line provided and loads it into LEAN.

requires_mapping

requires_mapping() -> bool

Unlinked (keyed by BEA industry code, not a mapped equity).

supported_resolutions

supported_resolutions() -> List[Resolution]

Supported resolutions (Daily only - quarterly cadence).

to_string

to_string() -> str

String representation for debugging.

deserialize_message

deserialize_message(serialized: str) -> Sequence[BaseData]

Deserialize the message from the data server

Parameters:

Name	Type	Description	Default
`serialized`	`str`	The data server's message	required

Returns:

Type	Description
`Sequence[BaseData]`	An enumerable of base data, if unsuccessful, returns an empty enumerable.

should_cache_to_security

should_cache_to_security() -> bool

Indicates whether this contains data that should be stored in the security cache

Returns:

Type	Description
`bool`	Whether this contains data that should be stored in the security cache.

update

update(
    last_trade: float,
    bid_price: float,
    ask_price: float,
    volume: float,
    bid_size: float,
    ask_size: float,
) -> None

Update routine to build a bar/tick from a data update.

Parameters:

Name	Type	Description	Default
`last_trade`	`float`	The last trade price	required
`bid_price`	`float`	Current bid price	required
`ask_price`	`float`	Current asking price	required
`volume`	`float`	Volume of this trade	required
`bid_size`	`float`	The size of the current bid, if available	required
`ask_size`	`float`	The size of the current ask, if available	required

update_ask

update_ask(ask_price: float, ask_size: float) -> None

Updates this base data with the new quote ask information

Parameters:

Name	Type	Description	Default
`ask_price`	`float`	The current ask price	required
`ask_size`	`float`	The current ask size	required

update_bid

update_bid(bid_price: float, bid_size: float) -> None

Updates this base data with the new quote bid information

Parameters:

Name	Type	Description	Default
`bid_price`	`float`	The current bid price	required
`bid_size`	`float`	The current bid size	required

update_quote

update_quote(
    bid_price: float,
    bid_size: float,
    ask_price: float,
    ask_size: float,
) -> None

Updates this base data with new quote information

Parameters:

Name	Type	Description	Default
`bid_price`	`float`	The current bid price	required
`bid_size`	`float`	The current bid size	required
`ask_price`	`float`	The current ask price	required
`ask_size`	`float`	The current ask size	required

update_trade

update_trade(last_trade: float, trade_size: float) -> None

Updates this base data with a new trade

Parameters:

Name	Type	Description	Default
`last_trade`	`float`	The price of the last trade	required
`trade_size`	`float`	The quantity traded	required