CashBook

QuantConnect.Securities.CashBook

CashBook()

Bases: ExtendedDictionary[str, Cash], IDictionary[str, Cash], ICurrencyConverter, Iterable[KeyValuePair[str, Cash]]

Provides a means of keeping track of the different cash holdings of an algorithm

Initializes a new instance of the CashBook class.

updated

updated: _EventContainer[
    Callable[[Object, CashBookUpdatedEventArgs], Any], Any
]

Event fired when a Cash instance is added or removed, and when the Cash.updated is triggered for the currently hold instances

account_currency

account_currency: str

Gets the base currency used

total_value_in_account_currency

total_value_in_account_currency: float

Gets the total value of the cash book in units of the base currency

count

count: int

Gets the count of Cash items in this CashBook.

is_read_only

is_read_only: bool

Gets a value indicating whether this instance is read only.

get_keys

get_keys: Iterable[str]

Gets the keys.

This codeEntityType is protected.

get_values

get_values: Iterable[Cash]

Gets the values.

This codeEntityType is protected.

add

add(
    symbol: str, quantity: float, conversion_rate: float
) -> Cash

add(item: KeyValuePair[str, Cash]) -> None

add(symbol: str, value: Cash) -> None

Signature descriptions:

Adds a new cash of the specified symbol and quantity
Add the specified item to this CashBook.
Add the specified key and value.

Parameters:

Name	Type	Description	Default
`symbol`	`Optional[str]`	The symbol used to reference the new cash	`None`
`quantity`	`Optional[float]`	The amount of new cash to start	`None`
`conversion_rate`	`Optional[float]`	The conversion rate used to determine the initial	`None`
`item`	`Optional[KeyValuePair[str, Cash]]`	KeyValuePair of symbol -> Cash item	`None`
`value`	`Optional[Cash]`	Value.	`None`

Returns:

Type	Description
`Optional[Cash]`	The added cash instance.

convert_to_account_currency

convert_to_account_currency(
    source_quantity: float, source_currency: str
) -> float

convert_to_account_currency(
    cash_amount: CashAmount,
) -> CashAmount

Signature descriptions:

Converts a quantity of source currency units into the account currency
Converts a cash amount to the account currency

Parameters:

Name	Type	Description	Default
`source_quantity`	`Optional[float]`	The quantity of source currency to be converted	`None`
`source_currency`	`Optional[str]`	The source currency symbol	`None`
`cash_amount`	`Optional[CashAmount]`	The CashAmount instance to convert	`None`

Returns:

Type	Description
`float \| CashAmount`	Depends on the signature used. Case 1: [The converted value.]; Case 2: [A new CashAmount instance denominated in the account currency.]

remove

remove(symbol: str) -> bool

remove(item: KeyValuePair[str, Cash]) -> bool

Signature descriptions:

Remove the Cash item corresponding to the specified symbol
Remove the specified item.

Parameters:

Name	Type	Description	Default
`symbol`	`Optional[str]`	The symbolto be removed	`None`
`item`	`Optional[KeyValuePair[str, Cash]]`	Item.	`None`

contains

__contains__(symbol: str) -> bool

Determines whether the current instance contains an entry with the specified symbol.

Parameters:

Name	Type	Description	Default
`symbol`	`str`	Key.	required

Returns:

Type	Description
`bool`	true, if key was contained, false otherwise.

getitem

__getitem__(symbol: str) -> Cash

Gets or sets the QuantConnect.Securities.Cash with the specified symbol.

Parameters:

Name	Type	Description	Default
`symbol`	`str`	Symbol.	required

iter

__iter__() -> Iterator[KeyValuePair[str, Cash]]

len

__len__() -> int

setitem

__setitem__(symbol: str, value: Cash) -> None

Gets or sets the QuantConnect.Securities.Cash with the specified symbol.

Parameters:

Name	Type	Description	Default
`symbol`	`str`	Symbol.	required

clear

clear() -> None

Clear this instance of all Cash entries.

contains

contains(item: KeyValuePair[str, Cash]) -> bool

Determines whether the current collection contains the specified value.

Parameters:

Name	Type	Description	Default
`item`	`KeyValuePair[str, Cash]`	Item.	required

contains_key

contains_key(symbol: str) -> bool

Determines whether the current instance contains an entry with the specified symbol.

Parameters:

Name	Type	Description	Default
`symbol`	`str`	Key.	required

Returns:

Type	Description
`bool`	true, if key was contained, false otherwise.

convert

convert(
    source_quantity: float,
    source_currency: str,
    destination_currency: str,
) -> float

Converts a quantity of source currency units into the specified destination currency

Parameters:

Name	Type	Description	Default
`source_quantity`	`float`	The quantity of source currency to be converted	required
`source_currency`	`str`	The source currency symbol	required
`destination_currency`	`str`	The destination currency symbol	required

Returns:

Type	Description
`float`	The converted value.

copy_to

copy_to(
    array: List[KeyValuePair[str, Cash]], array_index: int
) -> None

Copies to the specified array.

Parameters:

Name	Type	Description	Default
`array`	`List[KeyValuePair[str, Cash]]`	Array.	required
`array_index`	`int`	Array index.	required

ensure_currency_data_feeds

ensure_currency_data_feeds(
    securities: SecurityManager,
    subscriptions: SubscriptionManager,
    market_map: IReadOnlyDictionary[SecurityType, str],
    changes: SecurityChanges,
    security_service: ISecurityService,
    default_resolution: Resolution = ...,
) -> List[SubscriptionDataConfig]

Checks the current subscriptions and adds necessary currency pair feeds to provide real time conversion data

Parameters:

Name	Type	Description	Default
`securities`	`SecurityManager`	The SecurityManager for the algorithm	required
`subscriptions`	`SubscriptionManager`	The SubscriptionManager for the algorithm	required
`market_map`	`IReadOnlyDictionary[SecurityType, str]`	The market map that decides which market the new security should be in	required
`changes`	`SecurityChanges`	Will be used to consume SecurityChanges.added_securities	required
`security_service`	`ISecurityService`	Will be used to create required new Security	required
`default_resolution`	`Resolution`	The default resolution to use for the internal subscriptions	`...`

Returns:

Type	Description
`List[SubscriptionDataConfig]`	Returns a list of added currency SubscriptionDataConfig.

get_enumerator

get_enumerator() -> IEnumerator[KeyValuePair[str, Cash]]

Gets the enumerator.

Returns:

Type	Description
`IEnumerator[KeyValuePair[str, Cash]]`	The enumerator.

get_items

get_items() -> Iterable[KeyValuePair[str, Cash]]

Gets all the items in the dictionary

Returns:

Type	Description
`Iterable[KeyValuePair[str, Cash]]`	All the items in the dictionary.

to_string

to_string() -> str

Returns a string that represents the current object.

Returns:

Type	Description
`str`	A string that represents the current object.

try_get_value

try_get_value(
    symbol: str, value: Optional[Cash]
) -> Tuple[bool, Cash]

Try to get the value.

Parameters:

Name	Type	Description	Default
`symbol`	`str`	The symbol.	required
`value`	`Optional[Cash]`	Value.	required

Returns:

Type	Description
`Tuple[bool, Cash]`	true, if get value was tryed, false otherwise.

fromkeys

fromkeys(
    sequence: List[QuantConnect_ExtendedDictionary_TKey],
) -> Dict[Any, Any]

fromkeys(
    sequence: List[QuantConnect_ExtendedDictionary_TKey],
    value: QuantConnect_ExtendedDictionary_TValue,
) -> Dict[Any, Any]

Signature descriptions:

Creates a new dictionary from the given sequence of elements.
Creates a new dictionary from the given sequence of elements with a value provided by the user.

Parameters:

Name	Type	Description	Default
`sequence`	`List[QuantConnect_ExtendedDictionary_TKey]`	Sequence of elements which is to be used as keys for the new dictionary	required
`value`	`Optional[QuantConnect_ExtendedDictionary_TValue]`	Value which is set to each each element of the dictionary	`None`

Returns:

Type	Description
`Dict[Any, Any]`	Returns a new dictionary with the given sequence of elements as the keys of the dictionary.

get

get(
    key: QuantConnect_ExtendedDictionary_TKey,
) -> QuantConnect_ExtendedDictionary_TValue

get(
    key: QuantConnect_ExtendedDictionary_TKey,
    value: QuantConnect_ExtendedDictionary_TValue,
) -> QuantConnect_ExtendedDictionary_TValue

Returns the value for the specified key if key is in dictionary.

Parameters:

Name	Type	Description	Default
`key`	`QuantConnect_ExtendedDictionary_TKey`	key to be searched in the dictionary	required
`value`	`Optional[QuantConnect_ExtendedDictionary_TValue]`	Value to be returned if the key is not found. The default value is null.	`None`

Returns:

Type	Description
`QuantConnect_ExtendedDictionary_TValue`	The value for the specified key if key is in dictionary.

pop

pop(
    key: QuantConnect_ExtendedDictionary_TKey,
) -> QuantConnect_ExtendedDictionary_TValue

pop(
    key: QuantConnect_ExtendedDictionary_TKey,
    default_value: QuantConnect_ExtendedDictionary_TValue,
) -> QuantConnect_ExtendedDictionary_TValue

Removes and returns an element from a dictionary having the given key.

Parameters:

Name	Type	Description	Default
`key`	`QuantConnect_ExtendedDictionary_TKey`	Key which is to be searched for removal	required
`default_value`	`Optional[QuantConnect_ExtendedDictionary_TValue]`	Value which is to be returned when the key is not in the dictionary	`None`

Returns:

Type	Description
`QuantConnect_ExtendedDictionary_TValue`	If key is found - removed/popped element from the dictionary

setdefault

setdefault(
    key: QuantConnect_ExtendedDictionary_TKey,
) -> QuantConnect_ExtendedDictionary_TValue

setdefault(
    key: QuantConnect_ExtendedDictionary_TKey,
    default_value: QuantConnect_ExtendedDictionary_TValue,
) -> QuantConnect_ExtendedDictionary_TValue

Returns the value of a key (if the key is in dictionary). If not, it inserts key with a value to the dictionary.

Parameters:

Name	Type	Description	Default
`key`	`QuantConnect_ExtendedDictionary_TKey`	Key with null/None value is inserted to the dictionary if key is not in the dictionary.	required
`default_value`	`Optional[QuantConnect_ExtendedDictionary_TValue]`	Default value	`None`

Returns:

Type	Description
`QuantConnect_ExtendedDictionary_TValue`	The value of the key if it is in the dictionary

copy

copy() -> Dict[Any, Any]

Creates a shallow copy of the IExtendedDictionary{TKey, TValue}.

Returns:

Type	Description
`Dict[Any, Any]`	Returns a shallow copy of the dictionary. It doesn't modify the original dictionary.

items

items() -> List[Any]

Returns a view object that displays a list of dictionary's (key, value) tuple pairs.

Returns:

Type	Description
`List[Any]`	Returns a view object that displays a list of a given dictionary's (key, value) tuple pair.

keys

keys() -> List[Any]

Returns a view object that displays a list of all the key objects in the dictionary

Returns:

Type	Description
`List[Any]`	Returns a view object that displays a list of all the key objects. When the dictionary is changed, the view object also reflect these changes.

popitem

popitem() -> Any

Returns and removes an arbitrary element (key, value) pair from the dictionary.

Returns:

Type	Description
`Any`	Returns an arbitrary element (key, value) pair from the dictionary removes an arbitrary element(the same element which is returned) from the dictionary. Note: Arbitrary elements and random elements are not same.The popitem() doesn't return a random element.

update

update(other: Any) -> None

Updates the dictionary with the elements from the another dictionary object or from an iterable of key/value pairs. The update() method adds element(s) to the dictionary if the key is not in the dictionary.If the key is in the dictionary, it updates the key with the new value.

Parameters:

Name	Type	Description	Default
`other`	`Any`	Takes either a dictionary or an iterable object of key/value pairs (generally tuples).	required

values

values() -> List[Any]

Returns a view object that displays a list of all the values in the dictionary.

Returns:

Type	Description
`List[Any]`	Returns a view object that displays a list of all values in a given dictionary.

check_for_implicitly_created_symbol

check_for_implicitly_created_symbol(
    symbol: Union[Symbol, str, BaseContract],
) -> None

Checks if the symbol is implicitly created from a string, in which case it is not in the symbol cache, and throws a KeyNotFoundException.

This codeEntityType is protected.