BrainWikipediaPageViews

QuantConnect.DataSource.BrainWikipediaPageViews

BrainWikipediaPageViews()

Bases: BaseData

Brain Wikipedia Page Views (BWPV)

The dataset monitors Wikipedia page views and "buzz" metrics for the top ~1000 US companies. It provides the raw views and buzz scores over different horizons (1, 7, and 30 days).

Constructor for initialising the dase data class

number_views_1

number_views_1: Optional[float]

Raw number of views for the past day

buzz_1

buzz_1: Optional[float]

"Buzz" metric over the past day

number_views_7

number_views_7: Optional[float]

Raw number of views over the past 7 days

buzz_7

buzz_7: Optional[float]

"Buzz" metric over the past 7 days

number_views_30

number_views_30: Optional[float]

Raw number of views over the past 30 days

buzz_30

buzz_30: Optional[float]

"Buzz" metric over the past 30 days

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.

end_time

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

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 codeEntityType is protected.

DAILY_RESOLUTION

DAILY_RESOLUTION: List[Resolution] = ...

A list of Resolution.DAILY

This codeEntityType is protected.

MINUTE_RESOLUTION

MINUTE_RESOLUTION: List[Resolution] = ...

A list of Resolution.MINUTE

This codeEntityType is protected.

HIGH_RESOLUTION

HIGH_RESOLUTION: List[Resolution] = ...

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

This codeEntityType is protected.

OPTION_RESOLUTIONS

OPTION_RESOLUTIONS: List[Resolution] = ...

A list of resolutions support by Options

This codeEntityType is protected.

is_fill_forward

is_fill_forward: bool

True if this is a fill forward piece of data

clone

clone() -> BaseData

Clones this instance

data_time_zone

data_time_zone() -> Any

Gets the data time zone (UTC)

default_resolution

default_resolution() -> Resolution

Gets the default resolution (daily)

get_source

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

Returns the path to the daily data file for a given symbol and month.

Folder structure (Option A): alternative/brain/bwpv/{yyyyMM}/{symbol}.csv

Each file contains multiple daily rows for the given symbol and month.

is_sparse_data

is_sparse_data() -> bool

Indicates whether the data is sparse

reader

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

Parses a line from the BWPV data file into a BrainWikipediaPageViews instance.

File format (per line): 0: yyyyMMdd (data date) 1: NumberViews1 2: Buzz1 3: NumberViews7 4: Buzz7 5: NumberViews30 6: Buzz30

requires_mapping

requires_mapping() -> bool

Indicates whether the data source requires symbol mapping

supported_resolutions

supported_resolutions() -> List[Resolution]

Gets the supported resolutions (daily only)

to_string

to_string() -> str

Converts this instance to a string

deserialize_message

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

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