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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