Provides extension methods to slices and slice enumerables More...

Static Public Member Functions
static IEnumerable< TradeBars >	TradeBars (this IEnumerable< Slice > slices)
	Selects into the slice and returns the TradeBars that have data in order More...

static IEnumerable< Ticks >	Ticks (this IEnumerable< Slice > slices)
	Selects into the slice and returns the Ticks that have data in order More...

static IEnumerable< DataDictionary< BaseDataCollection > >	GetUniverseData (this IEnumerable< Slice > slices)
	Gets the data dictionaries or points of the requested type in each slice More...

static IEnumerable< dynamic >	Get (this IEnumerable< Slice > slices, Type type, Symbol symbol=null)
	Gets the data dictionaries or points of the requested type in each slice More...

static IEnumerable< TradeBar >	Get (this IEnumerable< Slice > slices, Symbol symbol)
	Gets an enumerable of TradeBar for the given symbol. This method does not verify that the specified symbol points to a TradeBar More...

static IEnumerable< T >	Get< T > (this IEnumerable< DataDictionary< T >> dataDictionaries, Symbol symbol)
	Gets an enumerable of T for the given symbol. This method does not vify that the specified symbol points to a T More...

static IEnumerable< decimal >	Get< T > (this IEnumerable< DataDictionary< T >> dataDictionaries, Symbol symbol, string field)
	Gets an enumerable of decimals by accessing the specified field on data for the symbol More...

static IEnumerable< DataDictionary< T > >	Get< T > (this IEnumerable< Slice > slices)
	Gets the data dictionaries of the requested type in each slice More...

static IEnumerable< T >	Get< T > (this IEnumerable< Slice > slices, Symbol symbol)
	Gets an enumerable of T by accessing the slices for the requested symbol More...

static IEnumerable< decimal >	Get (this IEnumerable< Slice > slices, Symbol symbol, Func< BaseData, decimal > field)
	Gets an enumerable of decimal by accessing the slice for the symbol and then retrieving the specified field on each piece of data More...

static bool	TryGet< T > (this Slice slice, Symbol symbol, out T data)
	Tries to get the data for the specified symbol and type More...

static bool	TryGet (this Slice slice, Type type, Symbol symbol, out dynamic data)
	Tries to get the data for the specified symbol and type More...

static double[]	ToDoubleArray (this IEnumerable< decimal > decimals)
	Converts the specified enumerable of decimals into a double array More...

static void	PushThroughConsolidators (this IEnumerable< Slice > slices, Dictionary< Symbol, IDataConsolidator > consolidatorsBySymbol)
	Loops through the specified slices and pushes the data into the consolidators. This can be used to easily warm up indicators from a history call that returns slice objects. More...

static void	PushThroughConsolidators (this IEnumerable< Slice > slices, Func< Symbol, IDataConsolidator > consolidatorsProvider)
	Loops through the specified slices and pushes the data into the consolidators. This can be used to easily warm up indicators from a history call that returns slice objects. More...

static void	PushThrough (this IEnumerable< Slice > slices, Action< BaseData > handler)
	Loops through the specified slices and pushes the data into the consolidators. This can be used to easily warm up indicators from a history call that returns slice objects. More...

Detailed Description

Provides extension methods to slices and slice enumerables

Definition at line 31 of file SliceExtensions.cs.

Member Function Documentation

◆ TradeBars()

static IEnumerable<TradeBars> QuantConnect.Data.SliceExtensions.TradeBars ( this IEnumerable< Slice > slices )

static

Selects into the slice and returns the TradeBars that have data in order

Parameters

slices The enumerable of slice

Returns: An enumerable of TradeBars

Definition at line 38 of file SliceExtensions.cs.

◆ Ticks()

static IEnumerable<Ticks> QuantConnect.Data.SliceExtensions.Ticks ( this IEnumerable< Slice > slices )

static

Selects into the slice and returns the Ticks that have data in order

Parameters

slices The enumerable of slice

Returns: An enumerable of Ticks

Definition at line 48 of file SliceExtensions.cs.

◆ GetUniverseData()

static IEnumerable<DataDictionary<BaseDataCollection> > QuantConnect.Data.SliceExtensions.GetUniverseData ( this IEnumerable< Slice > slices )

static

Gets the data dictionaries or points of the requested type in each slice

Parameters

slices	The enumerable of slice
type	Data type of the data that will be fetched

Returns: An enumerable of data dictionary or data point of the requested type

Definition at line 59 of file SliceExtensions.cs.

◆ Get() [1/3]

static IEnumerable<dynamic> QuantConnect.Data.SliceExtensions.Get	(	this IEnumerable< Slice >	slices,
		Type	type,
		Symbol	symbol = `null`
	)

static

Gets the data dictionaries or points of the requested type in each slice

Parameters

slices	The enumerable of slice
type	Data type of the data that will be fetched
symbol	The symbol to retrieve

Returns: An enumerable of data dictionary or data point of the requested type

Definition at line 75 of file SliceExtensions.cs.

◆ Get() [2/3]

static IEnumerable<TradeBar> QuantConnect.Data.SliceExtensions.Get	(	this IEnumerable< Slice >	slices,
		Symbol	symbol
	)

static

Gets an enumerable of TradeBar for the given symbol. This method does not verify that the specified symbol points to a TradeBar

Parameters

slices	The enumerable of slice
symbol	The symbol to retrieve

Returns: An enumerable of TradeBar for the matching symbol, of no TradeBar found for symbol, empty enumerable is returned

Definition at line 94 of file SliceExtensions.cs.

◆ Get< T >() [1/4]

static IEnumerable<T> QuantConnect.Data.SliceExtensions.Get< T >	(	this IEnumerable< DataDictionary< T >>	dataDictionaries,
		Symbol	symbol
	)

static

Gets an enumerable of T for the given symbol. This method does not vify that the specified symbol points to a T

Template Parameters

T	The data type

Parameters

dataDictionaries	The data dictionary enumerable to access
symbol	The symbol to retrieve

Returns: An enumerable of T for the matching symbol, if no T is found for symbol, empty enumerable is returned

Type Constraints

T

:

IBaseData

Definition at line 107 of file SliceExtensions.cs.

◆ Get< T >() [2/4]

static IEnumerable<decimal> QuantConnect.Data.SliceExtensions.Get< T >	(	this IEnumerable< DataDictionary< T >>	dataDictionaries,
		Symbol	symbol,
		string	field
	)

static

Gets an enumerable of decimals by accessing the specified field on data for the symbol

Template Parameters

T	The data type

Parameters

dataDictionaries	An enumerable of data dictionaries
symbol	The symbol to retrieve
field	The field to access

Returns: An enumerable of decimals

Definition at line 121 of file SliceExtensions.cs.

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◆ Get< T >() [3/4]

static IEnumerable<DataDictionary<T> > QuantConnect.Data.SliceExtensions.Get< T > ( this IEnumerable< Slice > slices )

static

Gets the data dictionaries of the requested type in each slice

Template Parameters

T	The data type

Parameters

slices The enumerable of slice

Returns: An enumerable of data dictionary of the requested type

Type Constraints

T

:

IBaseData

Definition at line 160 of file SliceExtensions.cs.

◆ Get< T >() [4/4]

static IEnumerable<T> QuantConnect.Data.SliceExtensions.Get< T >	(	this IEnumerable< Slice >	slices,
		Symbol	symbol
	)

static

Gets an enumerable of T by accessing the slices for the requested symbol

Template Parameters

T	The data type

Parameters

slices	The enumerable of slice
symbol	The symbol to retrieve

Returns: An enumerable of T by accessing each slice for the requested symbol

Type Constraints

T

:

IBaseData

Definition at line 173 of file SliceExtensions.cs.

◆ Get() [3/3]

static IEnumerable<decimal> QuantConnect.Data.SliceExtensions.Get	(	this IEnumerable< Slice >	slices,
		Symbol	symbol,
		Func< BaseData, decimal >	field
	)

static

Gets an enumerable of decimal by accessing the slice for the symbol and then retrieving the specified field on each piece of data

Parameters

slices	The enumerable of slice
symbol	The symbol to retrieve
field	The field selector used to access the dats

Returns: An enumerable of decimal

Definition at line 187 of file SliceExtensions.cs.

◆ TryGet< T >()

static bool QuantConnect.Data.SliceExtensions.TryGet< T >	(	this Slice	slice,
		Symbol	symbol,
		out T	data
	)

static

Tries to get the data for the specified symbol and type

Template Parameters

T	The type of data we want, for example, TradeBar or UnlinkedData, etc...

Parameters

slice	The slice
symbol	The symbol data is sought for
data	The found data

Returns: True if data was found for the specified type and symbol

Type Constraints

T

:

IBaseData

Definition at line 208 of file SliceExtensions.cs.

◆ TryGet()

static bool QuantConnect.Data.SliceExtensions.TryGet	(	this Slice	slice,
		Type	type,
		Symbol	symbol,
		out dynamic	data
	)

static

Tries to get the data for the specified symbol and type

Parameters

slice	The slice
type	The type of data we seek
symbol	The symbol data is sought for
data	The found data

Returns: True if data was found for the specified type and symbol

Definition at line 230 of file SliceExtensions.cs.

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◆ ToDoubleArray()

static double [] QuantConnect.Data.SliceExtensions.ToDoubleArray ( this IEnumerable< decimal > decimals )

static

Converts the specified enumerable of decimals into a double array

Parameters

decimals The enumerable of decimal

Returns: Double array representing the enumerable of decimal

Definition at line 248 of file SliceExtensions.cs.

◆ PushThroughConsolidators() [1/2]

static void QuantConnect.Data.SliceExtensions.PushThroughConsolidators	(	this IEnumerable< Slice >	slices,
		Dictionary< Symbol, IDataConsolidator >	consolidatorsBySymbol
	)

static

Loops through the specified slices and pushes the data into the consolidators. This can be used to easily warm up indicators from a history call that returns slice objects.

Parameters

slices	The data to send into the consolidators, likely result of a history request
consolidatorsBySymbol	Dictionary of consolidators keyed by symbol

Definition at line 259 of file SliceExtensions.cs.

◆ PushThroughConsolidators() [2/2]

static void QuantConnect.Data.SliceExtensions.PushThroughConsolidators	(	this IEnumerable< Slice >	slices,
		Func< Symbol, IDataConsolidator >	consolidatorsProvider
	)

static

Loops through the specified slices and pushes the data into the consolidators. This can be used to easily warm up indicators from a history call that returns slice objects.

Parameters

slices	The data to send into the consolidators, likely result of a history request
consolidatorsProvider	Delegate that fetches the consolidators by a symbol

Definition at line 275 of file SliceExtensions.cs.

◆ PushThrough()

static void QuantConnect.Data.SliceExtensions.PushThrough	(	this IEnumerable< Slice >	slices,
		Action< BaseData >	handler
	)

static

Loops through the specified slices and pushes the data into the consolidators. This can be used to easily warm up indicators from a history call that returns slice objects.

Parameters

slices	The data to send into the consolidators, likely result of a history request
handler	Delegate handles each data piece from the slice

Definition at line 286 of file SliceExtensions.cs.

The documentation for this class was generated from the following file:

Common/Data/SliceExtensions.cs

Static Public Member Functions

Detailed Description

Member Function Documentation

◆ TradeBars()

◆ Ticks()

◆ GetUniverseData()

◆ Get() [1/3]

◆ Get() [2/3]

◆ Get< T >() [1/4]

◆ Get< T >() [2/4]

◆ Get< T >() [3/4]

◆ Get< T >() [4/4]

◆ Get() [3/3]

◆ TryGet< T >()

◆ TryGet()

◆ ToDoubleArray()

◆ PushThroughConsolidators() [1/2]

◆ PushThroughConsolidators() [2/2]

◆ PushThrough()