BaseSecurityDatabase

QuantConnect.Securities.BaseSecurityDatabase

BaseSecurityDatabase(
    entries: Dictionary[
        SecurityDatabaseKey,
        QuantConnect_Securities_BaseSecurityDatabase_TEntry,
    ],
    from_data_folder: Callable[
        [], QuantConnect_Securities_BaseSecurityDatabase_T
    ],
    update_entry: Callable[
        [
            QuantConnect_Securities_BaseSecurityDatabase_TEntry,
            QuantConnect_Securities_BaseSecurityDatabase_TEntry,
        ],
        Any,
    ],
)

Bases: Generic[QuantConnect_Securities_BaseSecurityDatabase_T, QuantConnect_Securities_BaseSecurityDatabase_TEntry], Object

Base class for security databases, including market hours and symbol properties.

Initializes a new instance of the BaseSecurityDatabase{T, TEntry} class

This codeEntityType is protected.

Parameters:

Name	Type	Description	Default
entries	Dictionary[SecurityDatabaseKey, QuantConnect_Securities_BaseSecurityDatabase_TEntry]	The full listing of exchange hours by key	required
from_data_folder	Callable[[], QuantConnect_Securities_BaseSecurityDatabase_T]	Method to load the database form the data folder	required
update_entry	Callable[[QuantConnect_Securities_BaseSecurityDatabase_TEntry, QuantConnect_Securities_BaseSecurityDatabase_TEntry], Any]	Method to update a database entry	required

data_folder_database

data_folder_database: (
    QuantConnect_Securities_BaseSecurityDatabase_T
)

The database instance loaded from the data folder

This codeEntityType is protected.

DATA_FOLDER_DATABASE_LOCK

DATA_FOLDER_DATABASE_LOCK: Object = ...

Lock object for the data folder database

This codeEntityType is protected.

entries

entries: Dictionary[
    SecurityDatabaseKey,
    QuantConnect_Securities_BaseSecurityDatabase_TEntry,
]

The database entries

This codeEntityType is protected.

custom_entries

custom_entries: HashSet[SecurityDatabaseKey]

Custom entries set by the user.

This codeEntityType is protected.

contains_key

contains_key(key: SecurityDatabaseKey) -> bool

contains_key(
    market: str, symbol: str, security_type: SecurityType
) -> bool

contains_key(
    market: str,
    symbol: Union[Symbol, str, BaseContract],
    security_type: SecurityType,
) -> bool

Signature descriptions:

• Determines if the database contains the specified key

• Check whether an entry exists for the specified market/symbol/security-type

Parameters:

Name	Type	Description	Default
key	Optional[SecurityDatabaseKey]	The key to search for	None
market	Optional[str]	The market the exchange resides in, i.e, 'usa', 'fxcm', ect...	None
symbol	Optional[str | Union[Symbol, str, BaseContract]]	The particular symbol being traded	None
security_type	Optional[SecurityType]	The security type of the symbol	None

Returns:

Type	Description
bool	True if an entry is found, otherwise false.

get_database_symbol_key

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

Gets the correct string symbol to use as a database key

Parameters:

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

Returns:

Type	Description
str	The symbol string used in the database ke.

reset

reset() -> None

Resets the database, forcing a reload when reused. Called in tests where multiple algorithms are run sequentially, and we need to guarantee that every test starts with the same environment.