Class DataSource

Helper class to load asset data from various data feeds.

Inheritance

object

DataSource

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

object.ToString()

Namespace: TuringTrader.SimulatorV2

Assembly: TuringTrader.Simulator.dll

Syntax

public static class DataSource

Fields

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_lockGetData

Declaration

public static object _lockGetData

Field Value

Type	Description
object

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_lockGetMeta

Declaration

public static object _lockGetMeta

Field Value

Type	Description
object

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_lockNorgate

Object to block reentrance into Norgate APIs. This object is made public to interface between code of v1 and v2 engine. DO NOT TOUCH!

Declaration

public static object _lockNorgate

Field Value

Type	Description
object

Methods

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CustomGetAsset(Algorithm, string, Func<List<BarType<OHLCV>>>)

Declaration

public static TimeSeriesAsset CustomGetAsset(Algorithm owner, string nickname, Func<List<BarType<OHLCV>>> retrieve)

Parameters

Type	Name	Description
Algorithm	owner
string	nickname
Func<List<BarType<OHLCV>>>	retrieve

Returns

Type	Description
TimeSeriesAsset

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LoadAsset(Algorithm, string)

Load asset data from various data feeds.

Declaration

public static TimeSeriesAsset LoadAsset(Algorithm owner, string nickname)

Parameters

Type	Name	Description
Algorithm	owner	parent/ owning algorithm
string	nickname	asset nickname

Returns

Type	Description
TimeSeriesAsset	time series for asset

Exceptions

Type	Condition
Exception

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LoadAsset(Algorithm, IAlgorithm)

Load result from child algorithm as an asset.

Declaration

public static TimeSeriesAsset LoadAsset(Algorithm owner, IAlgorithm generator)

Parameters

Type	Name	Description
Algorithm	owner	parent/ owning algorithm
IAlgorithm	generator	child/ generating algorithm

Returns

Type	Description
TimeSeriesAsset

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StaticGetUniverse(Algorithm, string, string)

Return static universe. The constituents for these universes are time-invariant, hence suffering from survivorship bias.

Declaration

public static HashSet<string> StaticGetUniverse(Algorithm algo, string universe, string datafeed)

Parameters

Type	Name	Description
Algorithm	algo	parent algorithm
string	universe	universe name
string	datafeed	datafeed name

Returns

Type	Description
HashSet<string>	universe constituents

Exceptions

Type	Condition
Exception

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Universe(Algorithm, string)

Get constituents of universe.

Declaration

public static HashSet<string> Universe(Algorithm algo, string name)

Parameters

Type	Name	Description
Algorithm	algo	parent algorithm
string	name	universe name

Returns

Type	Description
HashSet<string>	universe constituents