CurrencyPairUtil

QuantConnect.Util.CurrencyPairUtil

Bases: Object

Utility methods for decomposing and comparing currency pairs

Match

Bases: IntEnum

Represents the relation between two currency pairs

NO_MATCH

NO_MATCH = 0

The two currency pairs don't match each other normally nor when one is reversed

EXACT_MATCH

EXACT_MATCH = 1

The two currency pairs match each other exactly

INVERSE_MATCH

INVERSE_MATCH = 2

The two currency pairs are the inverse of each other

currency_pair_dual

currency_pair_dual(
    currency_pair: Union[Symbol, str, BaseContract],
    known_symbol: str,
) -> str

currency_pair_dual(
    base_currency: str,
    quote_currency: str,
    known_symbol: str,
) -> str

Signature descriptions:

You have currency_pair AB and one known symbol (A or B). This function returns the other symbol (B or A).
You have currencyPair AB and one known symbol (A or B). This function returns the other symbol (B or A).

Parameters:

Name	Type	Description	Default
`currency_pair`	`Optional[Union[Symbol, str, BaseContract]]`	Currency pair AB	`None`
`known_symbol`	`str`	Known part of the currency_pair (either A or B)	required
`base_currency`	`Optional[str]`	The base currency of the currency pair	`None`
`quote_currency`	`Optional[str]`	The quote currency of the currency pair	`None`

Returns:

Type	Description
`str`	Depends on the signature used. Case 1: [The other part of currency_pair (either B or A), or null if known symbol is not part of currency_pair.]; Case 2: [The other part of currencyPair (either B or A), or null if known symbol is not part of the currency pair.]

compare_pair

compare_pair(
    pair_a: Union[Symbol, str, BaseContract],
    base_currency_b: str,
    quote_currency_b: str,
) -> Match

Returns how two currency pairs are related to each other

Parameters:

Name	Type	Description	Default
`pair_a`	`Union[Symbol, str, BaseContract]`	The first pair	required
`base_currency_b`	`str`	The base currency of the second pair	required
`quote_currency_b`	`str`	The quote currency of the second pair	required

Returns:

Type	Description
`Match`	The Match member that represents the relation between the two pairs.

decompose_currency_pair

decompose_currency_pair(
    currency_pair: Union[Symbol, str, BaseContract],
    base_currency: Optional[str],
    quote_currency: Optional[str],
    default_quote_currency: str = ...,
) -> Tuple[None, str, str]

Decomposes the specified currency pair into a base and quote currency provided as out parameters

Parameters:

Name	Type	Description	Default
`currency_pair`	`Union[Symbol, str, BaseContract]`	The input currency pair to be decomposed	required
`base_currency`	`Optional[str]`	The output base currency	required
`quote_currency`	`Optional[str]`	The output quote currency	required
`default_quote_currency`	`str`	Optionally can provide a default quote currency	`...`

is_decomposable

is_decomposable(
    currency_pair: Union[Symbol, str, BaseContract],
) -> bool

Checks whether a symbol is decomposable into a base and a quote currency

Parameters:

Name	Type	Description	Default
`currency_pair`	`Union[Symbol, str, BaseContract]`	The pair to check for	required

Returns:

Type	Description
`bool`	True if the pair can be decomposed into base and quote currencies, false if not.

is_forex_decomposable

is_forex_decomposable(currency_pair: str) -> bool

Checks whether a symbol is decomposable into a base and a quote currency

Parameters:

Name	Type	Description	Default
`currency_pair`	`str`	The pair to check for	required

Returns:

Type	Description
`bool`	True if the pair can be decomposed into base and quote currencies, false if not.

is_valid_security_type

is_valid_security_type(
    security_type: Optional[SecurityType],
    throw_exception: bool,
) -> bool

try_decompose_currency_pair

try_decompose_currency_pair(
    currency_pair: Union[Symbol, str, BaseContract],
    base_currency: Optional[str],
    quote_currency: Optional[str],
) -> Tuple[bool, str, str]

Tries to decomposes the specified currency pair into a base and quote currency provided as out parameters

Parameters:

Name	Type	Description	Default
`currency_pair`	`Union[Symbol, str, BaseContract]`	The input currency pair to be decomposed	required
`base_currency`	`Optional[str]`	The output base currency	required
`quote_currency`	`Optional[str]`	The output quote currency	required

Returns:

Type	Description
`Tuple[bool, str, str]`	True if was able to decompose the currency pair.