VolatilityModelExtensions

QuantConnect.Securities.Volatility.VolatilityModelExtensions

Bases: Object

Provides extension methods to volatility models

warm_up

warm_up(
    volatility_model: IVolatilityModel,
    history_provider: IHistoryProvider,
    subscription_manager: SubscriptionManager,
    security: Security,
    utc_time: Union[datetime, date],
    time_zone: Any,
    live_mode: bool,
    data_normalization_mode: Optional[
        DataNormalizationMode
    ] = None,
) -> None

warm_up(
    volatility_model: IndicatorVolatilityModel,
    history_provider: IHistoryProvider,
    subscription_manager: SubscriptionManager,
    security: Security,
    utc_time: Union[datetime, date],
    time_zone: Any,
    resolution: Optional[Resolution],
    bar_count: int,
    live_mode: bool,
    data_normalization_mode: Optional[
        DataNormalizationMode
    ] = None,
) -> None

warm_up(
    volatility_model: IndicatorVolatilityModel,
    algorithm: IAlgorithm,
    security: Security,
    resolution: Optional[Resolution],
    bar_count: int,
    data_normalization_mode: Optional[
        DataNormalizationMode
    ] = None,
) -> None

Warms up the security's volatility model. This can happen either on initialization or after a split or dividend is processed.

Parameters:

Name	Type	Description	Default
volatility_model	IVolatilityModel | IndicatorVolatilityModel	The volatility model to be warmed up	required
history_provider	Optional[IHistoryProvider]	The history provider to use to get historical data	None
subscription_manager	Optional[SubscriptionManager]	The subscription manager to use	None
security	Security	The security which volatility model is being warmed up	required
utc_time	Optional[Union[datetime, date]]	The current UTC time	None
time_zone	Optional[Any]	The algorithm time zone	None
live_mode	Optional[bool]	Whether the algorithm is in live mode	None
data_normalization_mode	Optional[DataNormalizationMode]	The security subscribed data normalization mode	None
resolution	Optional[Optional[Resolution]]	The data resolution required for the indicator	None
bar_count	Optional[int]	The bar count required to fully warm the indicator up	None
algorithm	Optional[IAlgorithm]	The algorithm running	None