QuantConnect.Util
Classes
| Class | Description |
|---|---|
| BusyBlockingCollection | A small wrapper around BlockingCollection{T} used to communicate busy state of the items... |
| BusyCollection | A non blocking IBusyCollection{T} implementation |
| CandlestickJsonConverter | Candlestick Json Converter |
| CashAmountUtil | Provides utility methods for working with CashAmount instances |
| ChartPointJsonConverter | Json Converter for ChartPoint which handles special reading |
| CircularQueue | A never ending queue that will dequeue and reenqueue the same item |
| ColorJsonConverter | A JsonConverter implementation that serializes a Color as a string.... |
| ComparisonOperator | Utility Comparison Operator class |
| Composer | Provides methods for obtaining exported MEF instances |
| ConcurrentSet | Provides a thread-safe set collection that mimics the behavior of HashSet{T}... |
| CurrencyPairUtil | Utility methods for decomposing and comparing currency pairs |
| DateTimeJsonConverter | Provides a json converter that allows defining the date time format used |
| DisposableExtensions | Provides extensions methods for IDisposable |
| DoubleUnixSecondsDateTimeJsonConverter | Defines a JsonConverter that serializes DateTime use the number of whole and fractional seconds since unix epoch |
| EnumeratorExtensions | Provides convenience of linq extension methods for IEnumerator{T} types |
| ExpressionBuilder | Provides methods for constructing expressions at runtime |
| FixedSizeHashQueue | Provides an implementation of an add-only fixed length, unique queue system |
| FixedSizeQueue | Helper method for a limited length queue which self-removes the extra elements.... |
| FuncTextWriter | Provides an implementation of TextWriter that redirects Write(string) and WriteLine(string) |
| IReadOnlyRef | Represents a read-only reference to any value, T |
| JsonRoundingConverter | Helper JsonConverter that will round decimal and double types,... |
| KeyStringSynchronizer | Helper class to synchronize execution based on a string key |
| LeanData | Provides methods for generating lean data file content |
| LeanDataPathComponents | Type representing the various pieces of information emebedded into a lean data file path |
| LinqExtensions | Provides more extension methods for the enumerable types |
| ListComparer | An implementation of IEqualityComparer{T} for List{T}.... |
| MarketHoursDatabaseJsonConverter | Provides json conversion for the MarketHoursDatabase class |
| MemoizingEnumerable | Defines an enumerable that can be enumerated many times while... |
| NullStringValueConverter | Converts the string "null" into a new instance of T.... |
| ObjectActivator | Provides methods for creating new instances of objects |
| OptionPayoff | Static class containing useful methods related with options payoff |
| PerformanceTimer | Helper class to keep track of wall time, an efficient stop watch implementation |
| PerformanceTrackingTool | Helper class to track algorithm performance |
| PythonUtil | Collection of utils for python objects processing |
| RateGate | Used to control the rate of some occurrence per unit of time. |
| ReaderWriterLockSlimExtensions | Provides extension methods to make working with the ReaderWriterLockSlim class easier |
| Ref | Represents a reference to any value, T |
| ReferenceWrapper | We wrap a T instance, a value type, with a class, a reference type, to achieve thread safety when assigning new values... |
| SecurityExtensions | Provides useful infrastructure methods to the Security class.... |
| SecurityIdentifierJsonConverter | A JsonConverter implementation that serializes a SecurityIdentifier as a string |
| SeriesJsonConverter | Json Converter for Series which handles special Pie Series serialization case |
| SingleValueListConverter | Reads json and always produces a List, even if the input has just an object |
| StreamReaderEnumerable | Converts a StreamReader into an enumerable of string |
| StreamReaderExtensions | Extension methods to fetch data from a StreamReader instance |
| StringDecimalJsonConverter | Allows for conversion of string numeric values from JSON to the decimal type |
| TypeChangeJsonConverter | Provides a base class for a JsonConverter that serializes a... |
| Validate | Provides methods for validating strings following a certain format, such as an email address |
| WorkerThread | This worker tread is required to guarantee all python operations are... |
| XElementExtensions | Provides extension methods for the XML to LINQ types |
Enumerations
QuantConnect.Util.ComparisonOperatorTypes
Bases: IntEnum
Comparison operators
EQUALS
EQUALS = 0
Check if their operands are equal
NOT_EQUAL
NOT_EQUAL = 1
Check if their operands are not equal
GREATER
GREATER = 2
Checks left-hand operand is greater than its right-hand operand
GREATER_OR_EQUAL
GREATER_OR_EQUAL = 3
Checks left-hand operand is greater or equal to its right-hand operand
LESS
LESS = 4
Checks left-hand operand is less than its right-hand operand
LESS_OR_EQUAL
LESS_OR_EQUAL = 5
Checks left-hand operand is less or equal to its right-hand operand
QuantConnect.Util.PerformanceTarget
Bases: IntEnum
This class has no documentation.
SELECTION
SELECTION = 0
SUBSCRIPTIONS
SUBSCRIPTIONS = 1
SLICE
SLICE = 2
ON_DATA
ON_DATA = 3
SCHEDULE
SCHEDULE = 4
CONSOLIDATORS
CONSOLIDATORS = 5
SECURITIES
SECURITIES = 6
TRANSACTIONS
TRANSACTIONS = 7
SPLITS_DIVIDENDS_DELISTING
SPLITS_DIVIDENDS_DELISTING = 8