CachingFutureChainProvider

QuantConnect.Lean.Engine.DataFeeds.CachingFutureChainProvider

CachingFutureChainProvider(
    future_chain_provider: IFutureChainProvider,
)

An implementation of IFutureChainProvider that will cache by date future contracts returned by another future chain provider.

Initializes a new instance of the CachingFutureChainProvider class

Parameters:

Name	Type	Description	Default
`future_chain_provider`	`IFutureChainProvider`		required

get_future_contract_list(
    symbol: Union[Symbol, str, BaseContract],
    date: Union[datetime, date],
) -> Iterable[Symbol]

Gets the list of future contracts for a given underlying symbol

Parameters:

Name	Type	Description	Default
`symbol`	`Union[Symbol, str, BaseContract]`	The underlying symbol	required
`date`	`Union[datetime, date]`	The date for which to request the future chain (only used in backtesting)	required

Returns:

Type	Description
`Iterable[Symbol]`	The list of future contracts.