Extensions

QuantConnect.Extensions

Bases: Object

Extensions function collections - group all static extensions functions here.

delisting_market_close_offset_span

delisting_market_close_offset_span: timedelta

The offset span from the market close to liquidate or exercise a security on the delisting date

convert_to

convert_to(
    time: Union[datetime, date],
    _from: Any,
    to: Any,
    strict: bool = False,
) -> datetime

convert_to(value: str, type: Type) -> Object

Signature descriptions:

• Converts the specified time from the from time zone to the to time zone

• Converts the specified string value into the specified type

Parameters:

Name	Type	Description	Default
time	Optional[Union[datetime, date]]	The time to be converted in terms of the from time zone	None
_from	Optional[Any]	The time zone the specified time is in	None
to	Optional[Any]	The time zone to be converted to	None
strict	Optional[bool]	True for strict conversion, this will throw during ambiguitities, false for lenient conversion	False
value	Optional[str]	The string value to be converted	None
type	Optional[Type]	The output type	None

Returns:

Type	Description
datetime | Object	Depends on the signature used. Case 1: [The time in terms of the to time zone.]; Case 2: [The converted value.]

create_future_chain

create_future_chain(
    algorithm: IAlgorithm,
    symbol: Union[Symbol, str, BaseContract],
    filter: Any,
    universe_settings: UniverseSettings = None,
) -> Iterable[Universe]

create_future_chain(
    algorithm: IAlgorithm,
    symbol: Union[Symbol, str, BaseContract],
    filter: Callable[
        [FutureFilterUniverse], FutureFilterUniverse
    ],
    universe_settings: UniverseSettings = None,
) -> Iterable[Universe]

Creates a FuturesChainUniverse for a given symbol

Parameters:

Name	Type	Description	Default
algorithm	IAlgorithm	The algorithm instance to create universes for	required
symbol	Union[Symbol, str, BaseContract]	Symbol of the future	required
filter	Any | Callable[[FutureFilterUniverse], FutureFilterUniverse]	The future filter to use	required
universe_settings	UniverseSettings	The universe settings, will use algorithm settings if null	None

create_option_chain

create_option_chain(
    algorithm: IAlgorithm,
    symbol: Union[Symbol, str, BaseContract],
    filter: Any,
    universe_settings: UniverseSettings = None,
) -> OptionChainUniverse

create_option_chain(
    algorithm: IAlgorithm,
    symbol: Union[Symbol, str, BaseContract],
    filter: Callable[
        [OptionFilterUniverse], OptionFilterUniverse
    ],
    universe_settings: UniverseSettings = None,
) -> OptionChainUniverse

Creates a OptionChainUniverse for a given symbol

Parameters:

Name	Type	Description	Default
algorithm	IAlgorithm	The algorithm instance to create universes for	required
symbol	Union[Symbol, str, BaseContract]	Symbol of the option	required
filter	Any | Callable[[OptionFilterUniverse], OptionFilterUniverse]	The option filter to use	required
universe_settings	UniverseSettings	The universe settings, will use algorithm settings if null	None

Returns:

Type	Description
OptionChainUniverse	OptionChainUniverse for the given symbol.

download_data

download_data(
    client: Any,
    url: str,
    headers: Dictionary[str, str] = None,
) -> str

download_data(
    url: str, headers: Dictionary[str, str] = None
) -> str

Helper method to download a provided url as a string

Parameters:

Name	Type	Description	Default
client	Optional[Any]	The http client to use	None
url	str	The url to download data from	required
headers	Dictionary[str, str]	Add custom headers for the request	None

get_bytes

get_bytes(str: str) -> List[int]

get_bytes(stream: Stream) -> List[int]

Signature descriptions:

• Extension method to convert a string into a byte array

• Reads the entire content of a stream and returns it as a byte array.

Parameters:

Name	Type	Description	Default
str	Optional[str]	String to convert to bytes.	None
stream	Optional[Stream]	Stream to read bytes from	None

Returns:

Type	Description
List[int]	Depends on the signature used. Case 1: [Byte array.]; Case 2: [The bytes read from the stream.]

get_enum_string

get_enum_string(value: int, py_object: Any) -> str

get_enum_string(value: Enum, py_object: Any) -> str

Converts the numeric value of one or more enumerated constants to an equivalent enumerated string.

Parameters:

Name	Type	Description	Default
value	int | Enum	Numeric value	required
py_object	Any	Python object that encapsulated a Enum Type	required

Returns:

Type	Description
str	String that represents the enumerated object.

greatest_common_divisor

greatest_common_divisor(values: List[float]) -> float

greatest_common_divisor(values: List[int]) -> int

Gets the greatest common divisor of a list of numbers

Parameters:

Name	Type	Description	Default
values	List[float] | List[int]	List of numbers which greatest common divisor is requested	required

Returns:

Type	Description
float | int	The greatest common divisor for the given list of numbers.

is_empty

is_empty(series: BaseSeries) -> bool

is_empty(chart: Chart) -> bool

Signature descriptions:

• Returns true if the specified BaseSeries instance holds no ISeriesPoint

• Returns if the specified Chart instance holds no Series or they are all empty Extensions.is_empty(BaseSeries)

is_market_open

is_market_open(
    security: Security, extended_market_hours: bool
) -> bool

is_market_open(
    symbol: Union[Symbol, str, BaseContract],
    utc_time: Union[datetime, date],
    extended_market_hours: bool,
) -> bool

Helper method to determine if a specific market is open

Parameters:

Name	Type	Description	Default
security	Optional[Security]	The target security	None
extended_market_hours	bool	True if should consider extended market hours	required
symbol	Optional[Union[Symbol, str, BaseContract]]	The target symbol	None
utc_time	Optional[Union[datetime, date]]	The current UTC time	None

Returns:

Type	Description
bool	True if the market is open.

normalize

normalize(input: float) -> float

normalize(
    data: BaseData,
    factor: float,
    normalization_mode: DataNormalizationMode,
    sum_of_dividends: float,
) -> BaseData

Signature descriptions:

• Will remove any trailing zeros for the provided decimal input

• Normalize prices based on configuration

Parameters:

Name	Type	Description	Default
input	Optional[float]	The decimal to remove trailing zeros from	None
data	Optional[BaseData]	Data to be normalized	None
factor	Optional[float]	Price scale	None
normalization_mode	Optional[DataNormalizationMode]	The price scaling normalization mode	None
sum_of_dividends	Optional[float]	The current dividend sum	None

Returns:

Type	Description
float | BaseData	Depends on the signature used. Case 1: [Provided input with no trailing zeros.]; Case 2: [The provided data point adjusted.]

protobuf_serialize

protobuf_serialize(
    ticks: List[Tick], guid: Guid
) -> List[int]

protobuf_serialize(
    base_data: IBaseData, guid: Guid
) -> List[int]

protobuf_serialize(
    base_data: IBaseData, stream: Stream
) -> None

Signature descriptions:

• Serialize a list of ticks using protobuf

• Serialize a base data instance using protobuf

Parameters:

Name	Type	Description	Default
ticks	Optional[List[Tick]]	The list of ticks to serialize	None
guid	Optional[Guid]	Unique guid	None
base_data	Optional[IBaseData]	The data point to serialize	None
stream	Optional[Stream]	The destination stream	None

Returns:

Type	Description
Optional[List[int]]	The resulting byte array.

round

round(
    time: timedelta,
    rounding_interval: timedelta,
    rounding_type: MidpointRounding,
) -> timedelta

round(
    time: timedelta, rounding_interval: timedelta
) -> timedelta

round(
    datetime: Union[datetime, date],
    rounding_interval: timedelta,
) -> datetime

Signature descriptions:

• Extension method to round a timeSpan to nearest timespan period.

• Extension method to round timespan to nearest timespan period.

• Extension method to round a datetime to the nearest unit timespan.

Parameters:

Name	Type	Description	Default
time	Optional[timedelta]	TimeSpan To Round	None
rounding_interval	timedelta	Rounding Unit	required
rounding_type	Optional[MidpointRounding]	Rounding method	None
datetime	Optional[Union[datetime, date]]	Datetime object we're rounding.	None

Returns:

Type	Description
timedelta | datetime	Depends on the signature used. Case 1: [Rounded timespan.]; Case 2: [Rounded timespan period.]; Case 3: [Rounded datetime.]

smart_rounding

smart_rounding(input: Optional[float]) -> Optional[float]

smart_rounding(input: float) -> float

Provides global smart rounding, numbers larger than 1000 will round to 4 decimal places, while numbers smaller will round to 7 significant digits

synchronously_await_task

synchronously_await_task(task: Task) -> None

synchronously_await_task(task: ValueTask) -> None

Safely blocks until the specified task has completed executing

Parameters:

Name	Type	Description	Default
task	Task | ValueTask	The task to be awaited	required

Returns:

Type	Description
Optional[None]	The result of the task.

wait_one

wait_one(
    wait_handle: WaitHandle,
    cancellation_token: CancellationToken,
) -> bool

wait_one(
    wait_handle: WaitHandle,
    timeout: timedelta,
    cancellation_token: CancellationToken,
) -> bool

wait_one(
    wait_handle: WaitHandle,
    milliseconds_timeout: int,
    cancellation_token: CancellationToken,
) -> bool

Signature descriptions:

• Blocks the current thread until the current System.Threading.WaitHandle receives a signal, while observing a System.Threading.CancellationToken.

• Blocks the current thread until the current System.Threading.WaitHandle is set, using a System.TimeSpan to measure the time interval, while observing a System.Threading.CancellationToken.

• Blocks the current thread until the current System.Threading.WaitHandle is set, using a 32-bit signed integer to measure the time interval, while observing a System.Threading.CancellationToken.

Parameters:

Name	Type	Description	Default
wait_handle	WaitHandle	The wait handle to wait on	required
cancellation_token	CancellationToken	The System.Threading.CancellationToken to observe.	required
timeout	Optional[timedelta]	A System.TimeSpan that represents the number of milliseconds to wait, or a System.TimeSpan that represents -1 milliseconds to wait indefinitely.	None
milliseconds_timeout	Optional[int]	The number of milliseconds to wait, or System.Threading.Timeout.Infinite(-1) to wait indefinitely.	None

Returns:

Type	Description
bool	true if the System.Threading.WaitHandle was set; otherwise, false.

add

add(
    dictionary: Ticks,
    key: Union[Symbol, str, BaseContract],
    tick: Tick,
) -> None

Adds the specified Tick to the Ticks collection. If an entry does not exist for the specified key then one will be created.

Parameters:

Name	Type	Description	Default
dictionary	Ticks	The ticks dictionary	required
key	Union[Symbol, str, BaseContract]	The symbol	required
tick	Tick	The tick to add	required

adjust_symbol_by_offset

adjust_symbol_by_offset(
    symbol: Union[Symbol, str, BaseContract], offset: int
) -> Symbol

Helper method that will return a back month, with future expiration, future contract based on the given offset

Parameters:

Name	Type	Description	Default
symbol	Union[Symbol, str, BaseContract]	The none canonical future symbol	required
offset	int	The quantity of contracts to move into the future expiration chain	required

Returns:

Type	Description
Symbol	A new future expiration symbol instance.

batch

batch(
    result_packets: List[AlphaResultPacket],
) -> AlphaResultPacket

Helper method to batch a collection of AlphaResultPacket into 1 single instance. Will return null if the provided list is empty. Will keep the last Order instance per order id, which is the latest. Implementations trusts the provided 'result_packets' list to batch is in order

closes

closes(
    direction: OrderDirection, side: PositionSide
) -> bool

Determines if an order with the specified direction would close a position with the specified side

Parameters:

Name	Type	Description	Default
direction	OrderDirection	The direction of the order, buy/sell	required
side	PositionSide	The side of the position, long/short	required

Returns:

Type	Description
bool	True if the order direction would close the position, otherwise false.

convert_from_utc

convert_from_utc(
    time: Union[datetime, date],
    to: Any,
    strict: bool = False,
) -> datetime

Converts the specified time from UTC to the to time zone

Parameters:

Name	Type	Description	Default
time	Union[datetime, date]	The time to be converted expressed in UTC	required
to	Any	The destinatio time zone	required
strict	bool	True for strict conversion, this will throw during ambiguitities, false for lenient conversion	False

Returns:

Type	Description
datetime	The time in terms of the to time zone.

convert_to_symbol_enumerable

convert_to_symbol_enumerable(
    py_object: Any,
) -> Iterable[Symbol]

Gets Enumerable of Symbol from a PyObject

Parameters:

Name	Type	Description	Default
py_object	Any	PyObject containing Symbol or Array of Symbol	required

Returns:

Type	Description
Iterable[Symbol]	Enumerable of Symbol.

convert_to_utc

convert_to_utc(
    time: Union[datetime, date],
    _from: Any,
    strict: bool = False,
) -> datetime

Converts the specified time from the from time zone to TimeZones.UTC

Parameters:

Name	Type	Description	Default
time	Union[datetime, date]	The time to be converted in terms of the from time zone	required
_from	Any	The time zone the specified time is in	required
strict	bool	True for strict conversion, this will throw during ambiguitities, false for lenient conversion	False

Returns:

Type	Description
datetime	The time in terms of the to time zone.

create_type

create_type(py_object: Any) -> Type

Creates a type with a given name, if PyObject is not a CLR type. Otherwise, convert it.

Parameters:

Name	Type	Description	Default
py_object	Any	Python object representing a type.	required

Returns:

Type	Description
Type	Type object.

decode_base_36

decode_base_36(symbol: str) -> int

Converts an upper case alpha numeric string into a long

decode_base_64

decode_base_64(base_64_encoded_text: str) -> str

Decode a Base64 Encoded string

Parameters:

Name	Type	Description	Default
base_64_encoded_text	str	Text to decode	required

Returns:

Type	Description
str	Decoded result.

default_option_style

default_option_style(
    security_type: SecurityType,
) -> OptionStyle

Gets the default OptionStyle for the provided SecurityType

Parameters:

Name	Type	Description	Default
security_type	SecurityType	SecurityType to get default OptionStyle for	required

Returns:

Type	Description
OptionStyle	Default OptionStyle for the SecurityType.

deserialize_list

deserialize_list(json_array: str) -> List[str]

Helper method to deserialize a json array into a list also handling single json values

Parameters:

Name	Type	Description	Default
json_array	str	The value to deserialize	required

discretely_round_by

discretely_round_by(
    value: float,
    quanta: float,
    mode: MidpointRounding = ...,
) -> float

Discretizes the value to a maximum precision specified by quanta. Quanta can be an arbitrary positive number and represents the step size. Consider a quanta equal to 0.15 and rounding a value of 1.0. Valid values would be 0.9 (6 quanta) and 1.05 (7 quanta) which would be rounded up to 1.05.

Parameters:

Name	Type	Description	Default
value	float	The value to be rounded by discretization	required
quanta	float	The maximum precision allowed by the value	required
mode	MidpointRounding	Specifies how to handle the rounding of half value, defaulting to away from zero.	...

download_byte_array

download_byte_array(url: str) -> List[int]

Helper method to download a provided url as a byte array

Parameters:

Name	Type	Description	Default
url	str	The url to download data from	required

encode_base_36

encode_base_36(data: int) -> str

Converts a long to an uppercase alpha numeric string

encode_base_64

encode_base_64(text: str) -> str

Convert a string to Base64 Encoding

Parameters:

Name	Type	Description	Default
text	str	Text to encode	required

Returns:

Type	Description
str	Encoded result.

exchange_round_down

exchange_round_down(
    date_time: Union[datetime, date],
    interval: timedelta,
    exchange_hours: SecurityExchangeHours,
    extended_market_hours: bool,
) -> datetime

Extension method to round a datetime down by a timespan interval until it's within the specified exchange's open hours. This works by first rounding down the specified time using the interval, then producing a bar between that rounded time and the interval plus the rounded time and incrementally walking backwards until the exchange is open

Parameters:

Name	Type	Description	Default
date_time	Union[datetime, date]	Time to be rounded down	required
interval	timedelta	Timespan interval to round to.	required
exchange_hours	SecurityExchangeHours	The exchange hours to determine open times	required
extended_market_hours	bool	True for extended market hours, otherwise false	required

Returns:

Type	Description
datetime	Rounded datetime.

exchange_round_down_in_time_zone

exchange_round_down_in_time_zone(
    date_time: Union[datetime, date],
    interval: timedelta,
    exchange_hours: SecurityExchangeHours,
    rounding_time_zone: Any,
    extended_market_hours: bool,
) -> datetime

Extension method to round a datetime down by a timespan interval until it's within the specified exchange's open hours. The rounding is performed in the specified time zone

Parameters:

Name	Type	Description	Default
date_time	Union[datetime, date]	Time to be rounded down	required
interval	timedelta	Timespan interval to round to.	required
exchange_hours	SecurityExchangeHours	The exchange hours to determine open times	required
rounding_time_zone	Any	The time zone to perform the rounding in	required
extended_market_hours	bool	True for extended market hours, otherwise false	required

Returns:

Type	Description
datetime	Rounded datetime.

get_assembly_name

get_assembly_name(py_object: Any) -> AssemblyName

Helper method to get the assembly name from a python type

Parameters:

Name	Type	Description	Default
py_object	Any	Python object pointing to the python type. PyObject.GetPythonType	required

Returns:

Type	Description
AssemblyName	The python type assembly name.

get_base_data_instance

get_base_data_instance(type: Type) -> BaseData

Given a type will create a new instance using the parameterless constructor and assert the type implements BaseData

get_better_type_name

get_better_type_name(type: Type) -> str

Gets a type's name with the generic parameters filled in the way they would look when defined in code, such as converting Dictionary<1,2> to Dictionary

Parameters:

Name	Type	Description	Default
type	Type	The type who's name we seek	required

Returns:

Type	Description
str	A better type name.

get_custom_data_type_from_symbols

get_custom_data_type_from_symbols(
    symbols: List[Symbol],
) -> Type

Retrieve a common custom data types from the given symbols if any

Parameters:

Name	Type	Description	Default
symbols	List[Symbol]	The target symbols to search	required

Returns:

Type	Description
Type	The custom data type or null.

get_decimal_epsilon

get_decimal_epsilon() -> float

Gets the smallest positive number that can be added to a decimal instance and return a new value that does not == the old value

get_decimal_from_csv

get_decimal_from_csv(csv_line: str, index: int) -> float

Gets the value at the specified index from a CSV line, converted into a decimal.

Parameters:

Name	Type	Description	Default
csv_line	str	The CSV line	required
index	int	The index of the value to be extracted from the CSV line	required

Returns:

Type	Description
float	The decimal value at the given index. If the index is invalid or conversion fails, it will return zero.

get_decimal_places

get_decimal_places(input: float) -> int

Helper method to determine the amount of decimal places associated with the given decimal

Parameters:

Name	Type	Description	Default
input	float	The value to get the decimal count from	required

Returns:

Type	Description
int	The quantity of decimal places.

get_delisting_date

get_delisting_date(
    symbol: Union[Symbol, str, BaseContract],
    map_file: MapFile = None,
) -> datetime

Gets the delisting date for the provided Symbol

Parameters:

Name	Type	Description	Default
symbol	Union[Symbol, str, BaseContract]	The symbol to lookup the last trading date	required
map_file	MapFile	Map file to use for delisting date. Defaults to SID.DefaultDate if no value is passed and is equity.	None

get_entry

get_entry(
    market_hours_database: MarketHoursDatabase,
    symbol: Union[Symbol, str, BaseContract],
    data_types: List[Type],
) -> Entry

Helper method to get a market hours entry

Parameters:

Name	Type	Description	Default
market_hours_database	MarketHoursDatabase	The market hours data base instance	required
symbol	Union[Symbol, str, BaseContract]	The symbol to get the entry for	required
data_types	List[Type]	For custom data types can optionally provide data type so that a new entry is added	required

get_exercise_direction

get_exercise_direction(
    right: OptionRight, is_short: bool
) -> OrderDirection

Gets the option exercise order direction resulting from the specified right and whether or not we wrote the option (is_short is true) or bought to option (is_short is false)

Parameters:

Name	Type	Description	Default
right	OptionRight	The option right	required
is_short	bool	True if we wrote the option, false if we purchased the option	required

Returns:

Type	Description
OrderDirection	The order direction resulting from an exercised option.

get_extension

get_extension(str: str) -> str

Extension method to extract the extension part of this file name if it matches a safe list, or return a ".custom" extension for ones which do not match.

Parameters:

Name	Type	Description	Default
str	str	String we're looking for the extension for.	required

Returns:

Type	Description
str	Last 4 character string of string.

get_hash

get_hash(orders: IDictionary[int, Order]) -> str

Generates a hash code from a given collection of orders

Parameters:

Name	Type	Description	Default
orders	IDictionary[int, Order]	The order collection	required

Returns:

Type	Description
str	The hash value.

get_market_order_fees

get_market_order_fees(
    security: Security,
    quantity: float,
    time: Union[datetime, date],
) -> CashAmount

Returns the amount of fee's charged by executing a market order with the given arguments

Parameters:

Name	Type	Description	Default
security	Security	Security for which we would like to make a market order	required
quantity	float	Quantity of the security we are seeking to trade	required
time	Union[datetime, date]	Time the order was placed	required

get_md_5_hash

get_md_5_hash(stream: Stream) -> List[int]

Gets the MD5 hash from a stream

Parameters:

Name	Type	Description	Default
stream	Stream	The stream to compute a hash for	required

Returns:

Type	Description
List[int]	The MD5 hash.

get_memory_stream

get_memory_stream(guid: Guid) -> MemoryStream

Will return a memory stream using the RecyclableMemoryStreamManager instance.

Parameters:

Name	Type	Description	Default
guid	Guid	Unique guid	required

Returns:

Type	Description
MemoryStream	A memory stream.

get_method

get_method(instance: Any, name: str) -> Any

Gets a method from a PyObject instance by name. First, it tries to get the snake-case version of the method name, in case the user is using that style. Else, it tries to get the method with the original name, regardless of whether the class has a Python overload or not.

Parameters:

Name	Type	Description	Default
instance	Any	The object instance to search the method in	required
name	str	The name of the method	required

Returns:

Type	Description
Any	The method matching the name.

get_or_add_unrequested_security

get_or_add_unrequested_security(
    algorithm: IAlgorithm,
    symbol: Union[Symbol, str, BaseContract],
    security: Optional[Security],
    on_error: Callable[
        [Sequence[SecurityType]], Any
    ] = None,
) -> Tuple[bool, Security]

Gets the security for the specified symbol from the algorithm's securities collection. In case the security is not found, it will be created using the IAlgorithm.universe_settings and a best effort configuration setup.

Parameters:

Name	Type	Description	Default
algorithm	IAlgorithm	The algorithm instance	required
symbol	Union[Symbol, str, BaseContract]	The symbol which security is being looked up	required
security	Optional[Security]	The found or added security instance	required
on_error	Callable[[Sequence[SecurityType]], Any]	Callback to invoke in case of unsupported security type	None

Returns:

Type	Description
Tuple[bool, Security]	True if the security was found or added.

get_order_direction

get_order_direction(quantity: float) -> OrderDirection

Gets the OrderDirection for the specified quantity

get_python_arg_count

get_python_arg_count(method: Any) -> int

Get a python methods arg count

Parameters:

Name	Type	Description	Default
method	Any	The Python method	required

Returns:

Type	Description
int	Count of arguments.

get_python_bool_property

get_python_bool_property(instance: Any, name: str) -> Any

Gets a python property by name

Parameters:

Name	Type	Description	Default
instance	Any	The object instance to search the property in	required
name	str	The name of the property	required

Returns:

Type	Description
Any	The python property or null if not defined or CSharp implemented.

get_python_bool_property_with_checks

get_python_bool_property_with_checks(
    instance: Any, name: str
) -> Any

Gets a python property by name

Parameters:

Name	Type	Description	Default
instance	Any	The object instance to search the property in	required
name	str	The name of the method	required

Returns:

Type	Description
Any	The python property or null if not defined or CSharp implemented.

get_python_method

get_python_method(instance: Any, name: str) -> Any

Gets a python method by name

Parameters:

Name	Type	Description	Default
instance	Any	The object instance to search the method in	required
name	str	The name of the method	required

Returns:

Type	Description
Any	The python method or null if not defined or CSharp implemented.

get_python_method_with_checks

get_python_method_with_checks(
    instance: Any, name: str
) -> Any

Gets a python method by name

Parameters:

Name	Type	Description	Default
instance	Any	The object instance to search the method in	required
name	str	The name of the method	required

Returns:

Type	Description
Any	The python method or null if not defined or CSharp implemented.

get_string

get_string(
    bytes: List[int], encoding: Encoding = None
) -> str

Extension method to convert a byte array into a string.

Parameters:

Name	Type	Description	Default
bytes	List[int]	Byte array to convert.	required
encoding	Encoding	The encoding to use for the conversion. Defaults to Encoding.ASCII	None

Returns:

Type	Description
str	String from bytes.

get_string_between_chars

get_string_between_chars(
    value: str, left: str, right: str
) -> str

Get the first occurence of a string between two characters from another string

Parameters:

Name	Type	Description	Default
value	str	The original string	required
left	str	Left bound of the substring	required
right	str	Right bound of the substring	required

Returns:

Type	Description
str	Substring from original string bounded by the two characters.

get_universe_mapping_mode_or_default

get_universe_mapping_mode_or_default(
    universe_settings: UniverseSettings,
    security_type: SecurityType,
    market: str,
) -> DataMappingMode

Helper method to determine the right data mapping mode to use by default

get_universe_normalization_mode_or_default

get_universe_normalization_mode_or_default(
    universe_settings: UniverseSettings,
    security_type: SecurityType,
) -> DataNormalizationMode

Helper method to determine the right data normalization mode to use by default

get_update_price_scale_frontier

get_update_price_scale_frontier(data: BaseData) -> datetime

Helper method to determine if price scales need an update based on the given data point

get_zero_price_message

get_zero_price_message(
    symbol: Union[Symbol, str, BaseContract],
) -> str

Extension method to get security price is 0 messages for users

has_options

has_options(security_type: SecurityType) -> bool

Determines if the provided SecurityType has a matching option SecurityType, used to represent the current SecurityType as a derivative.

Parameters:

Name	Type	Description	Default
security_type	SecurityType	The SecurityType to check if it has options available	required

Returns:

Type	Description
bool	true if there are options for the SecurityType, false otherwise.

implements_stream_reader

implements_stream_reader(base_data_type: Type) -> bool

Helper method to determine if a data type implements the Stream reader method

in_the_money_amount

in_the_money_amount(
    option: Option, quantity: float
) -> ConvertibleCashAmount

Gets the option's ITM amount for the given quantity.

Parameters:

Name	Type	Description	Default
option	Option	The option security	required
quantity	float	The quantity	required

Returns:

Type	Description
ConvertibleCashAmount	The ITM amount for the absolute quantity.

invert

invert(right: OptionRight) -> OptionRight

Inverts the specified right

is_common_business_day

is_common_business_day(date: Union[datetime, date]) -> bool

Business day here is defined as any day of the week that is not saturday or sunday

Parameters:

Name	Type	Description	Default
date	Union[datetime, date]	The date to be examined	required

Returns:

Type	Description
bool	A bool indicating wether the datetime is a weekday or not.

is_custom_data_type

is_custom_data_type(
    symbol: Union[Symbol, str, BaseContract], type: Type
) -> bool

Determines if certain data type is custom

Parameters:

Name	Type	Description	Default
symbol	Union[Symbol, str, BaseContract]	Symbol associated with the data type	required
type	Type	Data type to determine if it's custom	required

is_directory_empty

is_directory_empty(directory_path: str) -> bool

Helper method to check if a directory exists and is not empty

Parameters:

Name	Type	Description	Default
directory_path	str	The path to check	required

Returns:

Type	Description
bool	True if the directory does not exist or is empty.

is_na_n_or_infinity

is_na_n_or_infinity(value: float) -> bool

Check if a number is NaN or infinity

Parameters:

Name	Type	Description	Default
value	float	The double value to check	required

is_na_n_or_zero

is_na_n_or_zero(value: float) -> bool

Check if a number is NaN or equal to zero

Parameters:

Name	Type	Description	Default
value	float	The double value to check	required

is_option

is_option(security_type: SecurityType) -> bool

Determines if the provided SecurityType is a type of Option. Valid option types are: Equity Options, Futures Options, and Index Options.

Parameters:

Name	Type	Description	Default
security_type	SecurityType	The SecurityType to check if it's an option asset	required

Returns:

Type	Description
bool	true if the asset has the makings of an option (exercisable, expires, and is a derivative of some underlying), false otherwise.

is_out_of_date

is_out_of_date(filepath: str) -> bool

Determine if the file is out of date according to our download period. Date based files are never out of date (Files with YYYYMMDD)

Parameters:

Name	Type	Description	Default
filepath	str	Path to the file	required

Returns:

Type	Description
bool	True if the file is out of date.

is_subclass_of_generic

is_subclass_of_generic(
    type: Type, possible_super_type: Type
) -> bool

Checks the specified type to see if it is a subclass of the possible_super_type. This method will crawl up the inheritance heirarchy to check for equality using generic type definitions (if exists)

Parameters:

Name	Type	Description	Default
type	Type	The type to be checked as a subclass of possible_super_type	required
possible_super_type	Type	The possible superclass of type	required

Returns:

Type	Description
bool	True if type is a subclass of the generic type definition possible_super_type.

is_valid

is_valid(security_type: SecurityType) -> bool

Asserts the specified security_type value is valid

Parameters:

Name	Type	Description	Default
security_type	SecurityType	The SecurityType value	required

Returns:

Type	Description
bool	True if valid security type value.

is_win

is_win(
    fill: OrderEvent, security: Security, profit_loss: float
) -> bool

Checks whether the fill event for closing a trade is a winning trade

Parameters:

Name	Type	Description	Default
fill	OrderEvent	The fill event	required
security	Security	The security being traded	required
profit_loss	float	The profit-loss for the closed trade	required

Returns:

Type	Description
bool	Whether the trade is a win. For options assignments this depends on whether the option is ITM or OTM and the position side. See Trade.IsWin for more information.

lazy_to_lower

lazy_to_lower(data: str) -> str

Lazy string to lower implementation. Will first verify the string is not already lower and avoid the call to string.ToLowerInvariant() if possible.

Parameters:

Name	Type	Description	Default
data	str	The string to lower	required

Returns:

Type	Description
str	The lower string.

lazy_to_upper

lazy_to_upper(data: str) -> str

Lazy string to upper implementation. Will first verify the string is not already upper and avoid the call to string.ToUpperInvariant() if possible.

Parameters:

Name	Type	Description	Default
data	str	The string to upper	required

Returns:

Type	Description
str	The upper string.

make_tradable

make_tradable(security: Security) -> None

Helper method to set the Security.is_tradable property to true for the given security when possible

matches_type_name

matches_type_name(type: Type, type_name: str) -> bool

Function used to match a type against a string type name. This function compares on the AssemblyQualfiedName, the FullName, and then just the Name of the type.

Parameters:

Name	Type	Description	Default
type	Type	The type to test for a match	required
type_name	str	The name of the type to match	required

Returns:

Type	Description
bool	True if the specified type matches the type name, false otherwise.

normalize_to_str

normalize_to_str(input: float) -> str

Will remove any trailing zeros for the provided decimal and convert to string. Uses normalize(decimal).

Parameters:

Name	Type	Description	Default
input	float	The decimal to convert to string	required

Returns:

Type	Description
str	Input converted to string with no trailing zeros.

option_right_to_lower

option_right_to_lower(option_right: OptionRight) -> str

Converts the specified option_right value to its corresponding lower-case string representation

Parameters:

Name	Type	Description	Default
option_right	OptionRight	The option_right value	required

Returns:

Type	Description
str	A lower case string representation of the specified OptionRight value.

option_style_to_lower

option_style_to_lower(option_style: OptionStyle) -> str

Converts the specified option_style value to its corresponding lower-case string representation

Parameters:

Name	Type	Description	Default
option_style	OptionStyle	The option_style value	required

Returns:

Type	Description
str	A lower case string representation of the specified option_style value.

order_targets_by_margin_impact

order_targets_by_margin_impact(
    targets: List[IPortfolioTarget],
    algorithm: IAlgorithm,
    target_is_delta: bool = False,
) -> Iterable[IPortfolioTarget]

Returns an ordered enumerable where position reducing orders are executed first and the remaining orders are executed in decreasing order value. Will NOT return targets during algorithm warmup. Will NOT return targets for securities that have no data yet. Will NOT return targets for which current holdings + open orders quantity, sum up to the target quantity

Parameters:

Name	Type	Description	Default
targets	List[IPortfolioTarget]	The portfolio targets to order by margin	required
algorithm	IAlgorithm	The algorithm instance	required
target_is_delta	bool	True if the target quantity is the delta between the desired and existing quantity	False

parse_data_mapping_mode

parse_data_mapping_mode(
    data_mapping_mode: str,
) -> Optional[DataMappingMode]

Converts the specified string to its corresponding DataMappingMode

Parameters:

Name	Type	Description	Default
data_mapping_mode	str	The data_mapping_mode string value	required

Returns:

Type	Description
Optional[DataMappingMode]	The DataMappingMode value.

parse_option_right

parse_option_right(option_right: str) -> OptionRight

Converts the specified string to its corresponding OptionRight

Parameters:

Name	Type	Description	Default
option_right	str	The option_right string value	required

Returns:

Type	Description
OptionRight	The OptionRight value.

parse_option_style

parse_option_style(option_style: str) -> OptionStyle

Converts the specified string to its corresponding OptionStyle

Parameters:

Name	Type	Description	Default
option_style	str	The OptionStyle string value	required

Returns:

Type	Description
OptionStyle	The OptionStyle value.

process_security_changes

process_security_changes(
    algorithm: IAlgorithm, security_changes: SecurityChanges
) -> None

Helper method to process an algorithms security changes, will add and remove securities according to them

read_lines

read_lines(
    data_provider: IDataProvider, file: str
) -> Iterable[str]

Helper method to stream read lines from a file

Parameters:

Name	Type	Description	Default
data_provider	IDataProvider	The data provider to use	required
file	str	The file path to read from	required

Returns:

Type	Description
Iterable[str]	Enumeration of lines in file.

remove_from_end

remove_from_end(s: str, ending: str) -> str

Returns a new string in which specified ending in the current instance is removed.

Parameters:

Name	Type	Description	Default
s	str	original string value	required
ending	str	the string to be removed	required

remove_from_start

remove_from_start(s: str, start: str) -> str

Returns a new string in which specified start in the current instance is removed.

Parameters:

Name	Type	Description	Default
s	str	original string value	required
start	str	the string to be removed	required

Returns:

Type	Description
str	Substring with start removed.

requires_mapping

requires_mapping(
    symbol: Union[Symbol, str, BaseContract],
) -> bool

Determine if this SecurityType requires mapping

Parameters:

Name	Type	Description	Default
symbol	Union[Symbol, str, BaseContract]	Type to check	required

Returns:

Type	Description
bool	True if it needs to be mapped.

reset

reset(timer: Timer) -> None

Add the reset method to the System.Timer class.

Parameters:

Name	Type	Description	Default
timer	Timer	System.timer object	required

resolution_to_lower

resolution_to_lower(resolution: Resolution) -> str

Converts the specified resolution value to its corresponding lower-case string representation

Parameters:

Name	Type	Description	Default
resolution	Resolution	The resolution value	required

Returns:

Type	Description
str	A lower-case string representation of the specified resolution value.

round_down

round_down(
    date_time: Union[datetime, date], interval: timedelta
) -> datetime

Extension method to round a datetime down by a timespan interval.

Parameters:

Name	Type	Description	Default
date_time	Union[datetime, date]	Base DateTime object we're rounding down.	required
interval	timedelta	Timespan interval to round to	required

Returns:

Type	Description
datetime	Rounded datetime.

round_down_in_time_zone

round_down_in_time_zone(
    date_time: Union[datetime, date],
    rounding_interval: timedelta,
    source_time_zone: Any,
    rounding_time_zone: Any,
) -> datetime

Rounds the specified date time in the specified time zone. Careful with calling this method in a loop while modifying date_time, check unit tests.

Parameters:

Name	Type	Description	Default
date_time	Union[datetime, date]	Date time to be rounded	required
rounding_interval	timedelta	Timespan rounding period	required
source_time_zone	Any	Time zone of the date time	required
rounding_time_zone	Any	Time zone in which the rounding is performed	required

Returns:

Type	Description
datetime	The rounded date time in the source time zone.

round_to_significant_digits

round_to_significant_digits(d: float, digits: int) -> float

Extension method to round a double value to a fixed number of significant figures instead of a fixed decimal places.

Parameters:

Name	Type	Description	Default
d	float	Double we're rounding	required
digits	int	Number of significant figures	required

Returns:

Type	Description
float	New double rounded to digits-significant figures.

round_up

round_up(
    time: Union[datetime, date], interval: timedelta
) -> datetime

Extension method to explicitly round up to the nearest timespan interval.

Parameters:

Name	Type	Description	Default
time	Union[datetime, date]	Base datetime object to round up.	required
interval	timedelta	Timespan interval to round to	required

Returns:

Type	Description
datetime	Rounded datetime.

safe_as_managed_object

safe_as_managed_object(
    py_object: Any, type_to_convert_to: Type = None
) -> Any

Safely convert PyObject to ManagedObject using Py.GIL Lock If no type is given it will convert the PyObject's Python Type to a ManagedObject Type in a attempt to resolve the target type to convert to.

Parameters:

Name	Type	Description	Default
py_object	Any	PyObject to convert to managed	required
type_to_convert_to	Type	The target type to convert to	None

Returns:

Type	Description
Any	The resulting ManagedObject.

safe_decimal_cast

safe_decimal_cast(input: float) -> float

Casts the specified input value to a decimal while acknowledging the overflow conditions

Parameters:

Name	Type	Description	Default
input	float	The value to be cast	required

Returns:

Type	Description
float	The input value as a decimal, if the value is too large or to small to be represented as a decimal, then the closest decimal value will be returned.

safe_division

safe_division(
    numerator: float,
    denominator: float,
    fail_value: float = 0,
) -> float

Safe method to perform divisions avoiding DivideByZeroException and Overflow/Underflow exceptions

Parameters:

Name	Type	Description	Default
fail_value	float	Value to be returned if the denominator is zero	0

Returns:

Type	Description
float	The numerator divided by the denominator if the denominator is not zero. Otherwise, the default fail_value or the provided one.

safe_multiply_100

safe_multiply_100(value: float) -> float

Safe multiplies a decimal by 100

Parameters:

Name	Type	Description	Default
value	float	The decimal to multiply	required

Returns:

Type	Description
float	The result, maxed out at decimal.MaxValue.

scale

scale(
    data: BaseData,
    factor_func: Callable[[float, float, float], float],
    volume_factor: float,
    factor: float,
    sum_of_dividends: float,
) -> BaseData

Scale data based on factor function

Parameters:

Name	Type	Description	Default
data	BaseData	Data to Adjust	required
factor_func	Callable[[float, float, float], float]	Function to factor prices by	required
volume_factor	float	Factor to multiply volume/askSize/bidSize/quantity by	required
factor	float	Price scale	required
sum_of_dividends	float	The current dividend sum	required

security_type_to_lower

security_type_to_lower(security_type: SecurityType) -> str

Converts the specified security_type value to its corresponding lower-case string representation

Parameters:

Name	Type	Description	Default
security_type	SecurityType	The SecurityType value	required

Returns:

Type	Description
str	A lower-case string representation of the specified SecurityType value.

set_runtime_error

set_runtime_error(
    algorithm: IAlgorithm,
    exception: Exception,
    context: str,
) -> None

Helper method to set an algorithm runtime exception in a normalized fashion

should_emit_data

should_emit_data(
    config: SubscriptionDataConfig,
    data: BaseData,
    is_universe: bool = False,
) -> bool

Centralized logic used at the top of the subscription enumerator stacks to determine if we should emit base data points based on the configuration for this subscription and the type of data we are handling.

Currently we only want to emit split/dividends/delisting events for non internal TradeBar configurations this last part is because equities also have QuoteBar subscriptions which will also subscribe to the same aux events and we don't want duplicate emits of these events in the TimeSliceFactory

single_or_algorithm_type_name

single_or_algorithm_type_name(
    names: List[str], algorithm_type_name: str
) -> str

Return the first in the series of names, or find the one that matches the configured algorithm_type_name

Parameters:

Name	Type	Description	Default
names	List[str]	The list of class names	required
algorithm_type_name	str	The configured algorithm type name from the config	required

Returns:

Type	Description
str	The name of the class being run.

smart_rounding_short

smart_rounding_short(input: float) -> float

Provides global smart rounding to a shorter version

stop_safely

stop_safely(
    thread: Thread,
    timeout: timedelta,
    token: CancellationTokenSource = None,
) -> None

Helper method to safely stop a running thread

Parameters:

Name	Type	Description	Default
thread	Thread	The thread to stop	required
timeout	timedelta	The timeout to wait till the thread ends after which abort will be called	required
token	CancellationTokenSource	Cancellation token source to use if any	None

subscribe_with_mapping

subscribe_with_mapping(
    data_queue_handler: IDataQueueHandler,
    data_config: SubscriptionDataConfig,
    new_data_available_handler: Callable[
        [Object, EventArgs], Any
    ],
    is_expired: Callable[[SubscriptionDataConfig], bool],
    subscribed_config: Optional[SubscriptionDataConfig],
) -> Tuple[IEnumerator[BaseData], SubscriptionDataConfig]

Helper method to subscribe a given configuration, handling any required mapping

tick_type_to_lower

tick_type_to_lower(tick_type: TickType) -> str

Converts the specified tick_type value to its corresponding lower-case string representation

Parameters:

Name	Type	Description	Default
tick_type	TickType	The tick_type value	required

Returns:

Type	Description
str	A lower-case string representation of the specified tick_type value.

to_camel_case

to_camel_case(value: str) -> str

Converts the provided string into camel case notation

to_csv

to_csv(str: str, size: int = 4) -> List[str]

Breaks the specified string into csv components, all commas are considered separators

Parameters:

Name	Type	Description	Default
str	str	The string to be broken into csv	required
size	int	The expected size of the output list	4

Returns:

Type	Description
List[str]	A list of the csv pieces.

to_csv_data

to_csv_data(
    str: str, size: int = 4, delimiter: str = ...
) -> List[str]

Breaks the specified string into csv components, works correctly with commas in data fields

Parameters:

Name	Type	Description	Default
str	str	The string to be broken into csv	required
size	int	The expected size of the output list	4
delimiter	str	The delimiter used to separate entries in the line	...

Returns:

Type	Description
List[str]	A list of the csv pieces.

to_decimal

to_decimal(str: str) -> float

Extension method for faster string to decimal conversion.

Parameters:

Name	Type	Description	Default
str	str	String to be converted to positive decimal value	required

Returns:

Type	Description
float	Decimal value of the string.

to_decimal_allow_exponent

to_decimal_allow_exponent(str: str) -> float

Extension method for string to decimal conversion where string can represent a number with exponent xe-y

Parameters:

Name	Type	Description	Default
str	str	String to be converted to decimal value	required

Returns:

Type	Description
float	Decimal value of the string.

to_financial_figures

to_financial_figures(number: float) -> str

Converts a decimal into a rounded number ending with K (thousands), M (millions), B (billions), etc.

Parameters:

Name	Type	Description	Default
number	float	Number to convert	required

Returns:

Type	Description
str	Formatted number with figures written in shorthand form.

to_func

to_func(
    date_rule: IDateRule,
) -> Callable[[datetime], Optional[datetime]]

Converts a date rule into a function that receives current time and returns the next date.

Parameters:

Name	Type	Description	Default
date_rule	IDateRule	The date rule to convert	required

Returns:

Type	Description
Callable[[datetime], Optional[datetime]]	A function that will enumerate the provided date rules.

to_hex_string

to_hex_string(source: List[int]) -> str

Returns a hex string of the byte array.

Parameters:

Name	Type	Description	Default
source	List[int]	the byte array to be represented as string	required

Returns:

Type	Description
str	A new string containing the items in the enumerable.

to_higher_resolution_equivalent

to_higher_resolution_equivalent(
    time_span: timedelta, require_exact_match: bool
) -> Resolution

Converts the specified time span into a resolution enum value. If an exact match is not found and require_exact_match is false, then the higher resoluion will be returned. For example, time_span=5min will return Minute resolution.

Parameters:

Name	Type	Description	Default
time_span	timedelta	The time span to convert to resolution	required
require_exact_match	bool	True to throw an exception if an exact match is not found	required

Returns:

Type	Description
Resolution	The resolution.

to_int_32

to_int_32(str: str) -> int

Extension method for faster string to Int32 conversion.

Parameters:

Name	Type	Description	Default
str	str	String to be converted to positive Int32 value	required

Returns:

Type	Description
int	Int32 value of the string.

to_int_64

to_int_64(str: str) -> int

Extension method for faster string to Int64 conversion.

Parameters:

Name	Type	Description	Default
str	str	String to be converted to positive Int64 value	required

Returns:

Type	Description
int	Int32 value of the string.

to_lower

to_lower(_enum: Enum) -> str

Converts the specified enum value to its corresponding lower-case string representation

Parameters:

Name	Type	Description	Default
_enum	Enum	The enumeration value	required

Returns:

Type	Description
str	A lower-case string representation of the specified enumeration value.

to_md_5

to_md_5(str: str) -> str

Extension method to convert a string to a MD5 hash.

Parameters:

Name	Type	Description	Default
str	str	String we want to MD5 encode.	required

Returns:

Type	Description
str	MD5 hash of a string.

to_normalized_decimal

to_normalized_decimal(str: str) -> float

Extension method for faster string to normalized decimal conversion, i.e. 20.0% should be parsed into 0.2

Parameters:

Name	Type	Description	Default
str	str	String to be converted to positive decimal value	required

Returns:

Type	Description
float	Decimal value of the string.

to_order_direction

to_order_direction(side: PositionSide) -> OrderDirection

Gets the OrderDirection that corresponds to the specified side

Parameters:

Name	Type	Description	Default
side	PositionSide	The position side to be converted	required

Returns:

Type	Description
OrderDirection	The order direction that maps from the provided position side.

to_order_ticket

to_order_ticket(
    order: Order,
    transaction_manager: SecurityTransactionManager,
) -> OrderTicket

Turn order into an order ticket

Parameters:

Name	Type	Description	Default
order	Order	The Order being converted	required
transaction_manager	SecurityTransactionManager	The transaction manager, SecurityTransactionManager	required

to_py_list

to_py_list(enumerable: IEnumerable) -> List[Any]

Converts an IEnumerable to a PyList

Parameters:

Name	Type	Description	Default
enumerable	IEnumerable	IEnumerable object to convert	required

Returns:

Type	Description
List[Any]	PyList.

to_py_list_un_safe

to_py_list_un_safe(enumerable: IEnumerable) -> List[Any]

Converts an IEnumerable to a PyList

Parameters:

Name	Type	Description	Default
enumerable	IEnumerable	IEnumerable object to convert	required

Returns:

Type	Description
List[Any]	PyList.

to_query_string

to_query_string(pairs: IDictionary[str, Object]) -> str

Convert dictionary to query string

Parameters:

Name	Type	Description	Default
pairs	IDictionary[str, Object]		required

to_safe_string

to_safe_string(py_object: Any) -> str

Returns a string that represents the current PyObject

Parameters:

Name	Type	Description	Default
py_object	Any	The PyObject being converted	required

Returns:

Type	Description
str	string that represents the current PyObject.

to_sha_256

to_sha_256(data: str) -> str

Encrypt the token:time data to make our API hash.

Parameters:

Name	Type	Description	Default
data	str	Data to be hashed by SHA256	required

Returns:

Type	Description
str	Hashed string.

to_stream

to_stream(str: str) -> Stream

Extension method to convert strings to stream to be read.

Parameters:

Name	Type	Description	Default
str	str	String to convert to stream	required

Returns:

Type	Description
Stream	Stream instance.

to_string_performance

to_string_performance(option_right: OptionRight) -> str

Converts the specified option_right value to its corresponding string representation

Parameters:

Name	Type	Description	Default
option_right	OptionRight	The option_right value	required

Returns:

Type	Description
str	A string representation of the specified OptionRight value.

to_subscription_data_config

to_subscription_data_config(
    request: HistoryRequest,
    is_internal_feed: bool = False,
    is_filtered_subscription: bool = True,
) -> SubscriptionDataConfig

Converts a Data.HistoryRequest instance to a SubscriptionDataConfig instance

Parameters:

Name	Type	Description	Default
request	HistoryRequest	History request	required
is_internal_feed	bool	Set to true if this subscription is added for the sole purpose of providing currency conversion rates, setting this flag to true will prevent the data from being sent into the algorithm's OnData methods	False
is_filtered_subscription	bool	True if this subscription should have filters applied to it (market hours/user filters from security), false otherwise	True

Returns:

Type	Description
SubscriptionDataConfig	Subscription data configuration.

to_time_span

to_time_span(resolution: Resolution) -> timedelta

Converts the Resolution instance into a TimeSpan instance

Parameters:

Name	Type	Description	Default
resolution	Resolution	The resolution to be converted	required

Returns:

Type	Description
timedelta	A TimeSpan instance that represents the resolution specified.

truncate_to_3_decimal_places

truncate_to_3_decimal_places(value: float) -> float

Will truncate the provided decimal, without rounding, to 3 decimal places

Parameters:

Name	Type	Description	Default
value	float	The value to truncate	required

Returns:

Type	Description
float	New instance with just 3 decimal places.

try_create_type

try_create_type(
    py_object: Any, type: Optional[Type]
) -> Tuple[bool, Type]

Try to create a type with a given name, if PyObject is not a CLR type. Otherwise, convert it.

Parameters:

Name	Type	Description	Default
py_object	Any	Python object representing a type.	required
type	Optional[Type]	Type object	required

Returns:

Type	Description
Tuple[bool, Type]	True if was able to create the type.

try_get_decimal_from_csv

try_get_decimal_from_csv(
    csv_line: str, index: int, value: Optional[float]
) -> Tuple[bool, float]

Gets the value at the specified index from a CSV line, converted into a decimal.

Parameters:

Name	Type	Description	Default
csv_line	str	The CSV line	required
index	int	The index of the value to be extracted from the CSV line	required
value	Optional[float]	The decimal value at the given index	required

Returns:

Type	Description
Tuple[bool, float]	Whether there was a value at the given index and could be extracted and converted into a decimal.

try_get_from_csv

try_get_from_csv(
    csv_line: str,
    index: int,
    result: Optional[ReadOnlySpan[str]],
) -> Tuple[bool, ReadOnlySpan[str]]

Gets the value at the specified index from a CSV line.

Parameters:

Name	Type	Description	Default
csv_line	str	The CSV line	required
index	int	The index of the value to be extracted from the CSV line	required
result	Optional[ReadOnlySpan[str]]	The value at the given index	required

Returns:

Type	Description
Tuple[bool, ReadOnlySpan[str]]	Whether there was a value at the given index and could be extracted.

try_get_live_subscription_symbol

try_get_live_subscription_symbol(
    symbol: Union[Symbol, str, BaseContract],
    mapped: Optional[Union[Symbol, str, BaseContract]],
) -> Tuple[bool, Union[Symbol, str, BaseContract]]

Helper method to determine symbol for a live subscription

try_parse_security_type

try_parse_security_type(
    value: str,
    security_type: Optional[SecurityType],
    ignore_case: bool = True,
) -> Tuple[bool, SecurityType]

Attempts to convert the string into a SecurityType enum value

Parameters:

Name	Type	Description	Default
value	str	string value to convert to SecurityType	required
security_type	Optional[SecurityType]	SecurityType output	required
ignore_case	bool	Ignore casing	True

Returns:

Type	Description
Tuple[bool, SecurityType]	true if parsed into a SecurityType successfully, false otherwise.

unsubscribe_with_mapping

unsubscribe_with_mapping(
    data_queue_handler: IDataQueueHandler,
    data_config: SubscriptionDataConfig,
) -> None

Helper method to unsubscribe a given configuration, handling any required mapping

with_embedded_html_anchors

with_embedded_html_anchors(source: str) -> str

Convert a string into the same string with a URL! :)

Parameters:

Name	Type	Description	Default
source	str	The source string to be converted	required

Returns:

Type	Description
str	The same source string but with anchor tags around substrings matching a link regex.