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SecurityCacheProvider

QuantConnect.Securities.SecurityCacheProvider

SecurityCacheProvider(security_provider: ISecurityProvider)

Bases: Object

A helper class that will provide SecurityCache instances

Creates a new instance

Parameters:

Name Type Description Default
security_provider ISecurityProvider

The security provider to use

required

get_security_cache

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

Will return the SecurityCache instance to use for a give Symbol. If the provided Symbol is a custom type which has an underlying we will try to use the underlying SecurityCache type cache, if the underlying is not present we will keep track of the custom Symbol in case it is added later.

Returns:

Type Description
SecurityCache

The cache instance to use.