Lean
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Class to manage information from History Request of Options More...
Public Member Functions | |
OptionHistory (IEnumerable< Slice > data) | |
Create a new instance of OptionHistory. More... | |
PyObject | GetAllData () |
Gets all data from the History Request that are written in a pandas.DataFrame More... | |
PyObject | GetStrikes () |
Gets all strikes in the option history More... | |
PyObject | GetExpiryDates () |
Gets all expiry dates in the option history More... | |
override string | ToString () |
Returns a string that represent the current object More... | |
IEnumerator< Slice > | GetEnumerator () |
Class to manage information from History Request of Options
Definition at line 28 of file OptionHistory.cs.
QuantConnect.Research.OptionHistory.OptionHistory | ( | IEnumerable< Slice > | data | ) |
Create a new instance of OptionHistory.
data |
Definition at line 38 of file OptionHistory.cs.
PyObject QuantConnect.Research.OptionHistory.GetAllData | ( | ) |
Gets all data from the History Request that are written in a pandas.DataFrame
Definition at line 49 of file OptionHistory.cs.
PyObject QuantConnect.Research.OptionHistory.GetStrikes | ( | ) |
PyObject QuantConnect.Research.OptionHistory.GetExpiryDates | ( | ) |
override string QuantConnect.Research.OptionHistory.ToString | ( | ) |
Returns a string that represent the current object
Definition at line 84 of file OptionHistory.cs.