IndexCache
Bases: SecurityCache
INDEX specific caching support
price: float
Gets the most recent price submitted to this cache
open: float
Gets the most recent open submitted to this cache
high: float
Gets the most recent high submitted to this cache
low: float
Gets the most recent low submitted to this cache
close: float
Gets the most recent close submitted to this cache
bid_price: float
Gets the most recent bid submitted to this cache
ask_price: float
Gets the most recent ask submitted to this cache
bid_size: float
Gets the most recent bid size submitted to this cache
ask_size: float
Gets the most recent ask size submitted to this cache
volume: float
Gets the most recent volume submitted to this cache
open_interest: int
Gets the most recent open interest submitted to this cache
properties: Dictionary[str, Object]
Collection of keyed custom properties
get_data(py_type: Any) -> Any
get_data() -> BaseData
Signature descriptions:
-
Retrieves the last data packet of the specified Python type.
-
Get last data packet received for this security if any else null
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
py_type
|
Optional[Any]
|
The Python type to convert and match |
None
|
Returns:
| Type | Description |
|---|---|
Any | BaseData
|
Depends on the signature used. Case 1: [The last data packet as a PyObject, or null if not found.]; Case 2: [BaseData type of the security.] |
add_data(data: BaseData) -> None
Add a new market data point to the local security cache for the current market price. Rules: Don't cache fill forward data. Always return the last observation. If two consecutive data has the same time stamp and one is Quotebars and the other Tradebar, prioritize the Quotebar.
add_data_list(
data: Sequence[BaseData],
data_type: Type,
contains_fill_forward_data: Optional[bool] = None,
is_internal_config: bool = False,
) -> None
Add a list of market data points to the local security cache for the current market price.
has_data(type: Type) -> bool
Gets whether or not this dynamic data instance has data stored for the specified type
process_data_point(
data: BaseData, cache_by_type: bool
) -> None
Will consume the given data point updating the cache state and it's properties
This codeEntityType is protected.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
data
|
BaseData
|
The data point to process |
required |
cache_by_type
|
bool
|
True if this data point should be cached by type |
required |
reset() -> None
Reset cache storage and free memory
set_local_time_keeper(
local_time_keeper: LocalTimeKeeper,
) -> None
Sets the LocalTimeKeeper to be used for this SecurityCache. This is the source of this instance's time.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
local_time_keeper
|
LocalTimeKeeper
|
The source of this Security's time. |
required |
share_type_cache_instance(
source_to_share: SecurityCache,
target_to_modify: SecurityCache,
) -> None
Helper method that modifies the target security cache instance to use the type cache of the source
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
source_to_share
|
SecurityCache
|
The source cache to use |
required |
target_to_modify
|
SecurityCache
|
The target security cache that will be modified |
required |
store_data(
data: Sequence[BaseData], data_type: Type
) -> None
Stores the specified data list in the cache WITHOUT updating any of the cache properties, such as Price
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
data
|
Sequence[BaseData]
|
The collection of data to store in this cache |
required |
data_type
|
Type
|
The data type |
required |