BrainLanguageMetricsEarningsCallsBase
BrainLanguageMetricsEarningsCallsBase()
Bases: Generic[QuantConnect_DataSource_BrainLanguageMetricsEarningsCallsBase_T], BaseData
Base class for Brain Language Metrics on Earnings Calls (metrics-only version). This class parses daily rows of MD/AQ/MA metrics for a given symbol.
Constructor for initialising the dase data class
last_transcript_date: datetime
last_transcript_quarter: Optional[int]
last_transcript_year: Optional[int]
md_n_characters: Optional[float]
md_sentiment: Optional[float]
md_score_uncertainty: Optional[float]
md_score_litigious: Optional[float]
md_score_constraining: Optional[float]
md_readability: Optional[float]
md_lexical_richness: Optional[float]
md_lexical_density: Optional[float]
md_specific_density: Optional[float]
aq_n_characters: Optional[float]
aq_sentiment: Optional[float]
aq_score_uncertainty: Optional[float]
aq_score_litigious: Optional[float]
aq_score_constraining: Optional[float]
ma_n_characters: Optional[float]
ma_sentiment: Optional[float]
ma_score_uncertainty: Optional[float]
ma_score_litigious: Optional[float]
ma_score_constraining: Optional[float]
ma_readability: Optional[float]
ma_lexical_richness: Optional[float]
ma_lexical_density: Optional[float]
ma_specific_density: Optional[float]
prev_transcript_date: Optional[datetime]
prev_transcript_quarter: Optional[int]
prev_transcript_year: Optional[int]
md_delta_perc_n_characters: Optional[float]
md_delta_sentiment: Optional[float]
md_delta_score_uncertainty: Optional[float]
md_delta_score_litigious: Optional[float]
md_delta_score_constraining: Optional[float]
md_delta_readability: Optional[float]
md_delta_lexical_richness: Optional[float]
md_delta_lexical_density: Optional[float]
md_delta_specific_density: Optional[float]
md_similarity_all: Optional[float]
md_similarity_positive: Optional[float]
md_similarity_negative: Optional[float]
md_similarity_uncertainty: Optional[float]
md_similarity_litigious: Optional[float]
md_similarity_constraining: Optional[float]
aq_delta_perc_n_characters: Optional[float]
aq_delta_sentiment_delta: Optional[float]
aq_delta_score_uncertainty: Optional[float]
aq_delta_score_litigious: Optional[float]
aq_delta_score_constraining: Optional[float]
aq_similarity_all: Optional[float]
aq_similarity_positive: Optional[float]
aq_similarity_negative: Optional[float]
ma_delta_perc_n_characters: Optional[float]
ma_delta_sentiment_delta: Optional[float]
ma_delta_score_uncertainty: Optional[float]
ma_delta_score_litigious: Optional[float]
ma_delta_score_constraining: Optional[float]
ma_delta_readability: Optional[float]
ma_delta_lexical_richness: Optional[float]
ma_delta_lexical_density: Optional[float]
ma_delta_specific_density: Optional[float]
ma_similarity_all: Optional[float]
ma_similarity_positive: Optional[float]
ma_similarity_negative: Optional[float]
ma_similarity_uncertainty: Optional[float]
ma_similarity_litigious: Optional[float]
ma_similarity_constraining: Optional[float]
data_type: MarketDataType
Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC.
time: datetime
Current time marker of this data packet.
end_time: datetime
The end time of this data. Some data covers spans (trade bars) and as such we want to know the entire time span covered
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: float
As this is a backtesting platform we'll provide an alias of value as price.
ALL_RESOLUTIONS: List[Resolution] = ...
A list of all Resolution
This codeEntityType is protected.
DAILY_RESOLUTION: List[Resolution] = ...
A list of Resolution.DAILY
This codeEntityType is protected.
MINUTE_RESOLUTION: List[Resolution] = ...
A list of Resolution.MINUTE
This codeEntityType is protected.
HIGH_RESOLUTION: List[Resolution] = ...
A list of high Resolution, including minute, second, and tick.
This codeEntityType is protected.
OPTION_RESOLUTIONS: List[Resolution] = ...
A list of resolutions support by Options
This codeEntityType is protected.
is_fill_forward: bool
True if this is a fill forward piece of data
data_time_zone() -> Any
get_source(
config: SubscriptionDataConfig,
date: datetime,
is_live_mode: bool,
) -> SubscriptionDataSource
Path structure: alternative/brain/blmect/{symbol}.csv
is_sparse_data() -> bool
reader(
config: SubscriptionDataConfig,
line: str,
date: datetime,
is_live_mode: bool,
) -> BaseData
Parse one metrics row. CSV Layout: 0: date (yyyyMMdd) 1: last transcript date (yyyy-MM-dd) 2: last transcript quarter 3: last transcript year 4..12: MD metrics (9 columns) 13..17: AQ metrics (5 columns) 18..26: MA metrics (9 columns) 27: prev transcript date (yyyy-MM-dd) 28: prev transcript quarter 29: prev transcript year 30..38: MD deltas (9 columns) 39..44: MD similarities (6 columns) 45..49: AQ deltas (5 columns) 50..52: AQ similarities (3 columns) 53..62: MA deltas (10 columns) 63..68: MA similarities (6 columns)
requires_mapping() -> bool
Return a new instance clone of this object, used in fill forward
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
fill_forward
|
Optional[bool]
|
True if this is a fill forward clone |
None
|
Returns:
| Type | Description |
|---|---|
BaseData
|
A clone of the current object. |
deserialize_message(serialized: str) -> Iterable[BaseData]
Deserialize the message from the data server
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
serialized
|
str
|
The data server's message |
required |
Returns:
| Type | Description |
|---|---|
Iterable[BaseData]
|
An enumerable of base data, if unsuccessful, returns an empty enumerable. |
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. |
to_string() -> str
Formats a string with the symbol and value.
Returns:
| Type | Description |
|---|---|
str
|
string - a string formatted as SPY: 167.753. |
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(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(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(
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(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 |