SecurityManager

QuantConnect.Securities.SecurityManager

SecurityManager(time_keeper: ITimeKeeper)

Bases: ExtendedDictionary[Symbol, Security], IDictionary[Symbol, Security], INotifyCollectionChanged, Iterable[KeyValuePair[Symbol, Security]]

Enumerable security management class for grouping security objects into an array and providing any common properties.

Initialise the algorithm security manager with two empty dictionaries

Parameters:

Name	Type	Description	Default
`time_keeper`	`ITimeKeeper`		required

collection_changed

collection_changed: _EventContainer[
    Callable[
        [Object, NotifyCollectionChangedEventArgs], Any
    ],
    Any,
]

Event fired when a security is added or removed from this collection

utc_time

utc_time: datetime

Gets the most recent time this manager was updated

count

count: int

Count of the number of securities in the collection.

is_read_only

is_read_only: bool

Flag indicating if the internal array is read only.

get_keys

get_keys: Iterable[Symbol]

Gets an System.Collections.Generic.ICollection{T} containing the Symbol objects of the System.Collections.Generic.IDictionary{TKey, TValue}.

This codeEntityType is protected.

get_values

get_values: Iterable[Security]

Gets an System.Collections.Generic.ICollection{T} containing the values in the System.Collections.Generic.IDictionary{TKey, TValue}.

This codeEntityType is protected.

total

total: ICollection[Security]

Get a list of the complete security objects for this collection, including non active or delisted securities

contains

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

__contains__(key: Union[Symbol, str, BaseContract]) -> bool

Signature descriptions:

Check if this collection contains this symbol.
Checks if the dictionary contains the specified key.

Parameters:

Name	Type	Description	Default
`symbol`	`Optional[Union[Symbol, str, BaseContract]]`	Symbol we're checking for.	`None`
`key`	`Optional[Union[Symbol, str, BaseContract]]`	The key to locate in the dictionary	`None`

Returns:

Type	Description
`bool`	Depends on the signature used. Case 1: [Bool true if contains this symbol pair.]; Case 2: [true if the dictionary contains an element with the specified key; otherwise, false.]

getitem

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

__getitem__(
    key: Union[Symbol, str, BaseContract],
) -> Security

Signature descriptions:

Indexer method for the security manager to access the securities objects by their symbol.
Indexer method for the base dictioanry to access the objects by their symbol.

Parameters:

Name	Type	Description	Default
`symbol`	`Optional[Union[Symbol, str, BaseContract]]`	Symbol object indexer	`None`
`key`	`Optional[Union[Symbol, str, BaseContract]]`	Key object indexer	`None`

Returns:

Type	Description
`Security`	Depends on the signature used. Case 1: [Security.]; Case 2: [Object of t_value.]

setitem

__setitem__(
    symbol: Union[Symbol, str, BaseContract],
    value: Security,
) -> None

__setitem__(
    key: Union[Symbol, str, BaseContract], value: Security
) -> None

Signature descriptions:

Indexer method for the security manager to access the securities objects by their symbol.
Indexer method for the base dictioanry to access the objects by their symbol.

Parameters:

Name	Type	Description	Default
`symbol`	`Optional[Union[Symbol, str, BaseContract]]`	Symbol object indexer	`None`
`key`	`Optional[Union[Symbol, str, BaseContract]]`	Key object indexer	`None`

Returns:

Type	Description
`Optional[None]`	Depends on the signature used. Case 1: [Security.]; Case 2: [Object of t_value.]

add

add(
    symbol: Union[Symbol, str, BaseContract],
    security: Security,
) -> None

add(security: Security) -> None

add(pair: KeyValuePair[Symbol, Security]) -> None

Signature descriptions:

Add a new security with this symbol to the collection.
Add a symbol-security by its key value pair.

Parameters:

Name	Type	Description	Default
`symbol`	`Optional[Union[Symbol, str, BaseContract]]`	symbol for security we're trading	`None`
`security`	`Optional[Security]`	security object	`None`
`pair`	`Optional[KeyValuePair[Symbol, Security]]`		`None`

contains_key

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

contains_key(key: Union[Symbol, str, BaseContract]) -> bool

Signature descriptions:

Check if this collection contains this symbol.
Checks if the dictionary contains the specified key.

Parameters:

Name	Type	Description	Default
`symbol`	`Optional[Union[Symbol, str, BaseContract]]`	Symbol we're checking for.	`None`
`key`	`Optional[Union[Symbol, str, BaseContract]]`	The key to locate in the dictionary	`None`

Returns:

Type	Description
`bool`	Depends on the signature used. Case 1: [Bool true if contains this symbol pair.]; Case 2: [true if the dictionary contains an element with the specified key; otherwise, false.]

create_security

create_security(
    symbol: Union[Symbol, str, BaseContract],
    subscription_data_config_list: List[
        SubscriptionDataConfig
    ],
    leverage: float = 0,
    add_to_symbol_cache: bool = True,
    underlying: Security = None,
) -> Security

create_security(
    symbol: Union[Symbol, str, BaseContract],
    subscription_data_config: SubscriptionDataConfig,
    leverage: float = 0,
    add_to_symbol_cache: bool = True,
    underlying: Security = None,
) -> Security

Creates a new security

get

get(key: Union[Symbol, str, BaseContract]) -> Security

get(
    key: Union[Symbol, str, BaseContract], value: Security
) -> Security

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

Parameters:

Name	Type	Description	Default
`key`	`Union[Symbol, str, BaseContract]`	key to be searched in the dictionary	required
`value`	`Optional[Security]`	Value to be returned if the key is not found. The default value is null.	`None`

Returns:

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

pop

pop(key: Union[Symbol, str, BaseContract]) -> Security

pop(
    key: Union[Symbol, str, BaseContract],
    default_value: Security,
) -> Security

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

Parameters:

Name	Type	Description	Default
`key`	`Union[Symbol, str, BaseContract]`	Key which is to be searched for removal	required
`default_value`	`Optional[Security]`	Value which is to be returned when the key is not in the dictionary	`None`

Returns:

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

remove

remove(pair: KeyValuePair[Symbol, Security]) -> bool

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

remove(key: Union[Symbol, str, BaseContract]) -> bool

Signature descriptions:

Remove a key value of of symbol-securities from the collections.
Remove this symbol security: Dictionary interface implementation.
Removes the value with the specified key

Parameters:

Name	Type	Description	Default
`pair`	`Optional[KeyValuePair[Symbol, Security]]`	Key Value pair of symbol-security to remove	`None`
`symbol`	`Optional[Union[Symbol, str, BaseContract]]`	Symbol we're searching for	`None`
`key`	`Optional[Union[Symbol, str, BaseContract]]`	The key object of the element to remove.	`None`

Returns:

Type	Description
`bool`	Depends on the signature used. Case 1: [Boolean true on success.]; Case 2: [true success.]; Case 3: [true if the element is successfully found and removed; otherwise, false.]

iter

__iter__() -> Iterator[KeyValuePair[Symbol, Security]]

len

__len__() -> int

setdefault

setdefault(
    key: Union[Symbol, str, BaseContract],
) -> Security

setdefault(
    key: Union[Symbol, str, BaseContract],
    default_value: Security,
) -> Security

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`	`Union[Symbol, str, BaseContract]`	Key with null/None value is inserted to the dictionary if key is not in the dictionary.	required
`default_value`	`Optional[Security]`	Default value	`None`

Returns:

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

try_get_value

try_get_value(
    symbol: Union[Symbol, str, BaseContract],
    security: Optional[Security],
) -> Tuple[bool, Security]

try_get_value(
    key: Union[Symbol, str, BaseContract],
    value: Optional[Security],
) -> Tuple[bool, Security]

Signature descriptions:

Try and get this security object with matching symbol and return true on success.
Gets the value associated with the specified key.

Parameters:

Name	Type	Description	Default
`symbol`	`Optional[Union[Symbol, str, BaseContract]]`	String search symbol	`None`
`security`	`Optional[Optional[Security]]`	Output Security object	`None`
`key`	`Optional[Union[Symbol, str, BaseContract]]`	The key whose value to get.	`None`
`value`	`Optional[Optional[Security]]`	When this method returns, the value associated with the specified key, if the key is found; otherwise, the default value for the type of the value parameter. This parameter is passed uninitialized.	`None`

Returns:

Type	Description
`Tuple[bool, Security]`	Depends on the signature used. Case 1: [True on successfully locating the security object.]; Case 2: [true if the object that implements System.Collections.Generic.IDictionary`2 contains an element with the specified key; otherwise, false.]

clear

clear() -> None

Clear the securities array to delete all the portfolio and asset information.

contains

contains(pair: KeyValuePair[Symbol, Security]) -> bool

Check if this collection contains this key value pair.

Parameters:

Name	Type	Description	Default
`pair`	`KeyValuePair[Symbol, Security]`	Search key-value pair	required

Returns:

Type	Description
`bool`	Bool true if contains this key-value pair.

copy_to

copy_to(
    array: List[KeyValuePair[Symbol, Security]], number: int
) -> None

Copy from the internal array to an external array.

Parameters:

Name	Type	Description	Default
`array`	`List[KeyValuePair[Symbol, Security]]`	Array we're outputting to	required
`number`	`int`	Starting index of array	required

create_benchmark_security

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

Creates a new benchmark security

get_items

get_items() -> Iterable[KeyValuePair[Symbol, Security]]

Gets all the items in the dictionary

Returns:

Type	Description
`Iterable[KeyValuePair[Symbol, Security]]`	All the items in the dictionary.

on_collection_changed

on_collection_changed(
    changed_event_args: NotifyCollectionChangedEventArgs,
) -> None

Event invocator for the collection_changed event

This codeEntityType is protected.

Parameters:

Name	Type	Description	Default
`changed_event_args`	`NotifyCollectionChangedEventArgs`	Event arguments for the collection_changed event	required

set_live_mode

set_live_mode(is_live_mode: bool) -> None

Set live mode state of the algorithm

Parameters:

Name	Type	Description	Default
`is_live_mode`	`bool`	True, live mode is enabled	required

set_security_service

set_security_service(
    security_service: SecurityService,
) -> None

Sets the Security Service to be used

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.

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.