EstimizeRelease

QuantConnect.DataSource.EstimizeRelease

EstimizeRelease()

EstimizeRelease(csv_line: str)

Bases: BaseData

Financial releases for the specified company

Signature descriptions:

• Without a default constructor, Json.NET will call the other constructor with null for the string parameter

• Creates EstimizeRelease instance from a line of CSV

Parameters:

Name	Type	Description	Default
csv_line	Optional[str]	CSV line	None

DATA_SOURCE_ID

DATA_SOURCE_ID: int

Data source ID

id

id: str

The unique identifier for the release

fiscal_year

fiscal_year: int

The fiscal year for the release

fiscal_quarter

fiscal_quarter: int

The fiscal quarter for the release

release_date

release_date: datetime

The date of the release

eps

eps: Optional[float]

The earnings per share for the specified fiscal quarter

revenue

revenue: Optional[float]

The revenue for the specified fiscal quarter

wall_street_eps_estimate

wall_street_eps_estimate: Optional[float]

The estimated EPS from Wall Street

wall_street_revenue_estimate

wall_street_revenue_estimate: Optional[float]

The estimated revenue from Wall Street

consensus_eps_estimate

consensus_eps_estimate: Optional[float]

The mean EPS consensus by the Estimize community

consensus_revenue_estimate

consensus_revenue_estimate: Optional[float]

The mean revenue consensus by the Estimize community

consensus_weighted_eps_estimate

consensus_weighted_eps_estimate: Optional[float]

The weighted EPS consensus by the Estimize community

consensus_weighted_revenue_estimate

consensus_weighted_revenue_estimate: Optional[float]

The weighted revenue consensus by the Estimize community

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

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 DateTimeZone of this data type.

get_source

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

Return the Subscription Data Source gained from the URL

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	Subscription Data Source.

reader

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

Reader converts each line of the data source into BaseData objects.

Parameters:

Name	Type	Description	Default
config	SubscriptionDataConfig	Subscription data config setup object	required
line	str	Content of the source document	required
date	datetime	Date of the requested data	required
is_live_mode	bool	true if we're in live mode, false for backtesting mode	required

Returns:

Type	Description
BaseData	Estimize Release object.

requires_mapping

requires_mapping() -> bool

Indicates if there is support for mapping

Returns:

Type	Description
bool	True indicates mapping should be used.

to_string

to_string() -> str

Formats a string with the Estimize Release information.

clone

clone(fill_forward: bool) -> BaseData

clone() -> BaseData

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.

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.

is_sparse_data

is_sparse_data() -> bool

Indicates that the data set is expected to be sparse

Returns:

Type	Description
bool	True if the data set represented by this type is expected to be sparse.

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

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