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index.IndexInstrument Class Reference
Inheritance diagram for index.IndexInstrument:
instrument.Instrument

Public Member Functions

def __init__ (self, *args, **kwargs)
 
def create_instrument (self)
 
def initialize_instrument (self)
 
def update (self)
 
def __str__ (self)
 
- Public Member Functions inherited from instrument.Instrument
def __init__ (self, symbol, library_name, create=False, data_sources=None, additional_data_functions=None)
 
def load_historical_data (self)
 
def create_instrument (self, data_sources)
 
def load_quandl_data (self, database=None, symbol=None)
 
def update_quandl_data (self)
 
def load_bloomberg_data (self)
 
def update_bloomberg_data (self)
 
def load_salientdb_data (self)
 
def update_salientdb_data (self)
 

Public Attributes

 type
 
 root_symbol
 
 bloomberg_class
 
 metadata
 
 symbol
 
 data
 
 data_sources
 
- Public Attributes inherited from instrument.Instrument
 symbol
 
 library
 
 data_functions
 
 data_sources
 
 root_symbol
 
 bloomberg_class
 
 metadata
 
 data
 

Static Public Attributes

string SYMBOL_TEMPLATE = "INDEX::{root_symbol}::{bloomberg_class}"
 
string INSTRUMENT_SYMBOL_TEMPLATE = "INSTRUMENT::INDEX::{root_symbol}::{bloomberg_class}"
 
- Static Public Attributes inherited from instrument.Instrument
dictionary DATA_ADAPTERS
 

Member Function Documentation

◆ create_instrument()

def index.IndexInstrument.create_instrument (   self)
Creates equity instrument.

◆ update()

def index.IndexInstrument.update (   self)
Updates all of the contract's data.

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