TradingEconomicsCalendar

QuantConnect.DataSource.TradingEconomicsCalendar

TradingEconomicsCalendar()

Bases: BaseData

Represents the Trading Economics Calendar information: The economic calendar covers around 1600 events for more than 150 countries a month. https://docs.tradingeconomics.com/#events

Constructor for initialising the dase data class

DATA_SOURCE_ID

DATA_SOURCE_ID: int

Data source ID

is_auth_code_set

is_auth_code_set: bool

Determines if the API key has been set

auth_code

auth_code: str

API key for Trading Economics

calendar_id

calendar_id: str

Unique calendar ID used by Trading Economics

end_time

end_time: datetime

Release time and date in UTC

country

country: str

Country name

category

category: str

Indicator category name

event

event: str

Specific event name in the calendar

event_raw

event_raw: str

Raw event name as provided by Trading Economics

reference

reference: str

The period for which released data refers to

source

source: str

Source of data

actual

actual: Optional[float]

Latest released value

previous

previous: Optional[float]

Value for the previous period after the revision (if revision is applicable)

forecast

forecast: Optional[float]

Average forecast among a representative group of economists

trading_economics_forecast

trading_economics_forecast: Optional[float]

TradingEconomics own projections

date_span

date_span: str

0 indicates that the time of the event is known, 1 indicates that we only know the date of event, the exact time of event is unknown

importance

importance: TradingEconomicsImportance

Importance of a TradingEconomics information

last_update

last_update: datetime

Time when new data was inserted or changed

revised

revised: Optional[float]

Value reported in the previous period after revision

o_country

o_country: str

Country's original name

o_category

o_category: str

Category's original name

ticker

ticker: str

Unique ticker used by Trading Economics

is_percentage

is_percentage: bool

Indicates whether the Actual, Previous, Forecast, TradingEconomicsForecast fields are reported as percent values

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 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 the data. This is required for some custom data

Returns:

Type	Description
BaseData	A new cloned instance.

country_to_currency_code

country_to_currency_code(country: str) -> str

Converts country name to currency code (ISO 4217)

Parameters:

Name	Type	Description	Default
country	str	Country name	required

Returns:

Type	Description
str	ISO 4217 currency code.

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.

parse_decimal

parse_decimal(
    value: str, in_percent: bool
) -> Optional[float]

Parse decimal from calendar data

Parameters:

Name	Type	Description	Default
value	str	Value to parse	required
in_percent	bool	Is the value a percentage	required

Returns:

Type	Description
Optional[float]	Nullable decimal.

process_api_response

process_api_response(
    content: str,
) -> List[TradingEconomicsCalendar]

Parses the raw Trading Economics calendar API result

Parameters:

Name	Type	Description	Default
content	str	Contents of returned data	required

Returns:

Type	Description
List[TradingEconomicsCalendar]	List of instances of the current class.

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	Line from the data source	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	TradingEconomicsCalendar or BaseDataCollection object containing TradingEconomicsCalendar as its Data.

set_auth_code

set_auth_code(auth_code: str) -> None

Sets the Trading Economics API key.

Parameters:

Name	Type	Description	Default
auth_code	str	The Trading Economics API key	required

to_csv

to_csv() -> str

Convert this instance to a CSV file

Returns:

Type	Description
str	string as CSV.

to_string

to_string() -> str

Formats a string with the Trading Economics Calendar information.

requires_mapping

requires_mapping() -> bool

Indicates if there is support for mapping

Returns:

Type	Description
bool	True indicates mapping should be used.

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