EurostatConstructionSurvey

QuantConnect.DataSource.EurostatConstructionSurvey

EurostatConstructionSurvey()

EurostatConstructionSurvey(line: str)

Bases: BaseData

The European Commission's monthly construction survey for a single European economy: what builders report about their order books and recent activity, and what they expect to charge and employ over the coming months.

These are expectations, not measurements, which is why they arrive before the month they describe has finished. Construction is the most rate-sensitive sector in the survey family, so it turns early when financing conditions change.

Every reading is a balance: the share of firms answering positively minus the share answering negatively, so it runs from -100 to +100 and zero means the two camps are the same size.

One file per economy, one row per month. Subscribe with a geo code, e.g. AddData(Eurostat.Economies.EuroArea) for the euro area or (Eurostat.Economies.Germany) for Germany.

Signature descriptions:

• Creates a new default instance.

• Creates a new instance from a CSV line produced by the data processor.

Parameters:

Name	Type	Description	Default
line	Optional[str]	Line of the source CSV: month, publication date, then one column per question	None

construction_confidence

construction_confidence: Optional[float]

Construction confidence indicator: the composite of order books and employment expectations. This is the headline of the survey and also the data point's Value.

It is a weighted average of sub-questions rather than a bounded balance, so it can exceed -100 in a severe downturn.

activity_development

activity_development: Optional[float]

How building activity developed over the past three months.

order_books

order_books: Optional[float]

How builders assess the evolution of their overall order books, the sector's read on work already contracted rather than expected.

price_expectation

price_expectation: Optional[float]

What builders expect their prices to do over the next three months, an early read on construction cost pressure.

employment_expectation

employment_expectation: Optional[float]

What builders expect employment to do over the next three months.

end_time

end_time: datetime

The date the survey round was published, which is when LEAN makes the data point available.

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

Clones the instance.

Returns:

Type	Description
BaseData	A clone of the instance.

data_time_zone

data_time_zone() -> Any

Gets the time zone the data is published in.

Returns:

Type	Description
Any	The data time zone.

default_resolution

default_resolution() -> Resolution

Gets the default resolution for this data.

Returns:

Type	Description
Resolution	Daily resolution.

get_source

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

Specifies the location of the data and directs LEAN where to load it from.

Parameters:

Name	Type	Description	Default
config	SubscriptionDataConfig	Subscription configuration	required
date	datetime	Algorithm date	required
is_live_mode	bool	Is live mode	required

Returns:

Type	Description
SubscriptionDataSource	Subscription data source pointing at this economy's file.

is_sparse_data

is_sparse_data() -> bool

Indicates whether the data is sparse. One file per economy means LEAN will look for files that legitimately do not exist for economies outside the survey.

Returns:

Type	Description
bool	True.

reader

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

Parses one line of the source file into a data point.

Parameters:

Name	Type	Description	Default
config	SubscriptionDataConfig	Subscription configuration	required
line	str	Line of the source CSV	required
date	datetime	Date the request was made for	required
is_live_mode	bool	Is live mode	required

Returns:

Type	Description
BaseData	Instance of the class with the parsed data.

requires_mapping

requires_mapping() -> bool

Indicates whether the data source requires mapping. These readings describe economies, not securities.

Returns:

Type	Description
bool	False.

supported_resolutions

supported_resolutions() -> List[Resolution]

Gets the resolutions this data supports.

Returns:

Type	Description
List[Resolution]	Daily resolution only.

to_string

to_string() -> str

Formats the instance as a string for logging and debugging.

Returns:

Type	Description
str	String describing the data point.

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