ContractTickerMapper#

class qf_lib.backtesting.contract.contract_to_ticker_conversion.base.ContractTickerMapper[source]#

Bases: object

abstractmethod contract_to_ticker(contract: Any) → Ticker[source]#

Maps Broker specific contract objects onto corresponding Tickers.

Parameters:

contract (Any) – broker specific object, which is used to identify an asset (e.g. Contracts for Interactive Brokers, Tickers for Bloomberg EMSX etc.)

Returns:

corresponding ticker

Return type:

Ticker

abstractmethod ticker_to_contract(ticker: Ticker) → Any[source]#

Maps ticker to corresponding ticker.

Parameters:

ticker (Ticker) – ticker that should be mapped

Returns:

corresponding broker specific object

Return type:

Any