BacktestingChainProvider
BacktestingChainProvider()
Bases: Object
Base backtesting cache provider which will source symbols from local zip files
Initializes a new instance of the BacktestingChainProvider class
This codeEntityType is protected.
map_file_provider: IMapFileProvider
The map file provider instance to use
This codeEntityType is protected.
history_provider: IHistoryProvider
The history provider instance to use
This codeEntityType is protected.
get_symbols(
canonical_symbol: Union[Symbol, str, BaseContract],
date: Union[datetime, date],
) -> Iterable[Symbol]
Get the contract symbols associated with the given canonical symbol and date
This codeEntityType is protected.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
canonical_symbol
|
Union[Symbol, str, BaseContract]
|
The canonical symbol |
required |
date
|
Union[datetime, date]
|
The date to search for |
required |
initialize(
parameters: ChainProviderInitializeParameters,
) -> None
Initializes a new instance of the BacktestingChainProvider class
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
parameters
|
ChainProviderInitializeParameters
|
The initialization parameters |
required |
is_contract_expired(
symbol: Union[Symbol, str, BaseContract],
date: Union[datetime, date],
) -> bool
Helper method to determine if a contract is expired for the requested date
This codeEntityType is protected.