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

_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

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
System.Func<TResult><System.Collections.Generic.List<T><BarType<OHLCV>>>	retrieve

Returns

Type	Description
TimeSeriesAsset

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
System.Exception

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

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
System.Collections.Generic.HashSet<T><string>	universe constituents

Exceptions

Type	Condition
System.Exception

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
System.Collections.Generic.HashSet<T><string>	universe constituents