CryptoCoarseFundamental

QuantConnect.DataSource.CryptoCoarseFundamental

CryptoCoarseFundamental()

CryptoCoarseFundamental(
    time: Union[datetime, date],
    symbol: Union[Symbol, str, BaseContract],
    data: List[BaseData] = None,
)

CryptoCoarseFundamental(
    time: Union[datetime, date],
    end_time: Union[datetime, date],
    symbol: Union[Symbol, str, BaseContract],
    data: List[BaseData] = None,
    underlying: BaseData = None,
    filtered_contracts: HashSet[Symbol] = None,
)

CryptoCoarseFundamental(
    time: Union[datetime, date],
    end_time: Union[datetime, date],
    symbol: Union[Symbol, str, BaseContract],
    data: List[BaseData],
    underlying: BaseData,
    filtered_contracts: HashSet[Symbol],
)

CryptoCoarseFundamental(
    time: Union[datetime, date],
    end_time: Union[datetime, date],
    symbol: Union[Symbol, str, BaseContract],
    underlying: BaseData,
    filtered_contracts: HashSet[Symbol],
)

CryptoCoarseFundamental(other: BaseDataCollection)

Bases: CryptoUniverse

'CryptoCoarseFundamental' was renamed to 'CryptoUniverse'

Signature descriptions:

• Initializes a new default instance of the BaseDataCollection c;ass

• Initializes a new instance of the BaseDataCollection class

• Helper method to create an instance without setting the data list

• Copy constructor for BaseDataCollection

Parameters:

Name	Type	Description	Default
time	Optional[Union[datetime, date]]	The time of this data	None
symbol	Optional[Union[Symbol, str, BaseContract]]	A common identifier for all data in this packet	None
data	Optional[List[BaseData]]	The data to add to this collection	None
end_time	Optional[Union[datetime, date]]	The end time of this data	None
underlying	Optional[BaseData]	The associated underlying price data if any	None
filtered_contracts	Optional[HashSet[Symbol]]	The contracts selected by the universe	None
other	Optional[BaseDataCollection]	The base data collection being copied	None

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

Time the data became available

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

Alias of close 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

underlying

underlying: BaseData

The associated underlying price data if any

filtered_contracts

filtered_contracts: HashSet[Symbol]

Gets or sets the contracts selected by the universe

data

data: List[BaseData]

Gets the data list

open

open: float

Daily Open Price (UTC 00:00)

high

high: float

Daily High Price

low

low: float

Daily Low Price

close

close: float

Daily Close Price

volume

volume: float

Daily Trade Volume Note that this only includes the volume traded in the selected market

volume_in_quote_currency

volume_in_quote_currency: float

Daily Volume in Quote Currency Note that this only includes the volume traded in the selected market

volume_in_usd

volume_in_usd: Optional[float]

Daily Volume in USD Note that this only includes the volume traded in the selected market

clone

clone() -> BaseData

Clones the data

Returns:

Type	Description
BaseData	A clone of the object.

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

Parameters:

Name	Type	Description	Default
config	SubscriptionDataConfig	Subscription configuration	required
line	str	Line of data	required
date	datetime	Date	required
is_live_mode	bool	Is live mode	required

Returns:

Type	Description
BaseData	New instance.

requires_mapping

requires_mapping() -> bool

Indicates whether the data source is tied to an underlying symbol and requires that corporate events be applied to it as well, such as renames and delistings

Returns:

Type	Description
bool	false.

data_time_zone

data_time_zone() -> Any

Specifies the data time zone for this data type. This is useful for custom data types

Returns:

Type	Description
Any	The NodaTime.DateTimeZone of this data type.

default_resolution

default_resolution() -> Resolution

Gets the default resolution for this data and security type

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.

get_source

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

Return the URL string source of the file. This will be converted to a stream

Parameters:

Name	Type	Description	Default
config	SubscriptionDataConfig	Configuration object	required
date	datetime	Date of this source file	required
is_live_mode	bool	true if we're in live mode, false for backtesting mode	required

Returns:

Type	Description
SubscriptionDataSource	String URL of source file.

is_sparse_data

is_sparse_data() -> bool

Indicates whether the data is sparse. If true, we disable logging for missing files

Returns:

Type	Description
bool	true.

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.

supported_resolutions

supported_resolutions() -> List[Resolution]

Gets the supported resolution for this data and security type

to_string

to_string() -> str

Converts the instance to string

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

__iter__

__iter__() -> Iterator[BaseData]

add

add(new_data_point: BaseData) -> None

Adds a new data point to this collection

Parameters:

Name	Type	Description	Default
new_data_point	BaseData	The new data point to add	required

add_range

add_range(new_data_points: List[BaseData]) -> None

Adds a new data points to this collection

Parameters:

Name	Type	Description	Default
new_data_points	List[BaseData]	The new data points to add	required

get_enumerator

get_enumerator() -> IEnumerator[BaseData]

Returns an IEnumerator for this enumerable Object. The enumerator provides a simple way to access all the contents of a collection.

universe_symbol

universe_symbol(market: str = None) -> Symbol

Creates the universe symbol

Returns:

Type	Description
Symbol	A crypto coarse universe symbol.

binance

binance(
    selector: Any,
    universe_settings: UniverseSettings = None,
) -> Universe

binance(
    selector: Callable[
        [List[CryptoUniverse]], List[Symbol]
    ],
    universe_settings: UniverseSettings = None,
) -> Universe

Creates a new crypto universe

Parameters:

Name	Type	Description	Default
selector	Any | Callable[[List[CryptoUniverse]], List[Symbol]]	Returns the symbols that should be included in the universe	required
universe_settings	UniverseSettings	The settings used for new subscriptions generated by this universe	None

binance_us

binance_us(
    selector: Any,
    universe_settings: UniverseSettings = None,
) -> Universe

binance_us(
    selector: Callable[
        [List[CryptoUniverse]], List[Symbol]
    ],
    universe_settings: UniverseSettings = None,
) -> Universe

Creates a new crypto universe

Parameters:

Name	Type	Description	Default
selector	Any | Callable[[List[CryptoUniverse]], List[Symbol]]	Returns the symbols that should be included in the universe	required
universe_settings	UniverseSettings	The settings used for new subscriptions generated by this universe	None

bitfinex

bitfinex(
    selector: Any,
    universe_settings: UniverseSettings = None,
) -> Universe

bitfinex(
    selector: Callable[
        [List[CryptoUniverse]], List[Symbol]
    ],
    universe_settings: UniverseSettings = None,
) -> Universe

Creates a new crypto universe

Parameters:

Name	Type	Description	Default
selector	Any | Callable[[List[CryptoUniverse]], List[Symbol]]	Returns the symbols that should be included in the universe	required
universe_settings	UniverseSettings	The settings used for new subscriptions generated by this universe	None

bybit

bybit(
    selector: Any,
    universe_settings: UniverseSettings = None,
) -> Universe

bybit(
    selector: Callable[
        [List[CryptoUniverse]], List[Symbol]
    ],
    universe_settings: UniverseSettings = None,
) -> Universe

Creates a new crypto universe

Parameters:

Name	Type	Description	Default
selector	Any | Callable[[List[CryptoUniverse]], List[Symbol]]	Returns the symbols that should be included in the universe	required
universe_settings	UniverseSettings	The settings used for new subscriptions generated by this universe	None

coinbase

coinbase(
    selector: Any,
    universe_settings: UniverseSettings = None,
) -> Universe

coinbase(
    selector: Callable[
        [List[CryptoUniverse]], List[Symbol]
    ],
    universe_settings: UniverseSettings = None,
) -> Universe

Creates a new crypto universe

Parameters:

Name	Type	Description	Default
selector	Any | Callable[[List[CryptoUniverse]], List[Symbol]]	Returns the symbols that should be included in the universe	required
universe_settings	UniverseSettings	The settings used for new subscriptions generated by this universe	None

kraken

kraken(
    selector: Any,
    universe_settings: UniverseSettings = None,
) -> Universe

kraken(
    selector: Callable[
        [List[CryptoUniverse]], List[Symbol]
    ],
    universe_settings: UniverseSettings = None,
) -> Universe

Creates a new crypto universe

Parameters:

Name	Type	Description	Default
selector	Any | Callable[[List[CryptoUniverse]], List[Symbol]]	Returns the symbols that should be included in the universe	required
universe_settings	UniverseSettings	The settings used for new subscriptions generated by this universe	None