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ICurrencyConversion

QuantConnect.Securities.CurrencyConversion.ICurrencyConversion

Represents a type capable of calculating the conversion rate between two currencies

conversion_rate_updated

conversion_rate_updated: _EventContainer[
    Callable[[Object, float], Any], Any
]

Event fired when the conversion rate is updated

source_currency

source_currency: str

The currency this conversion converts from

destination_currency

destination_currency: str

The currency this conversion converts to

conversion_rate

conversion_rate: float

The current conversion rate between source_currency and destination_currency

conversion_rate_securities

conversion_rate_securities: Iterable[Security]

The securities which the conversion rate is based on

update

update() -> None

Updates the internal conversion rate based on the latest data, and returns the new conversion rate

Returns:

Type Description
None

The new conversion rate.