ContractTickerMapper

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

Bases: object

Methods

contract_to_ticker(contract)

Maps Broker specific contract objects onto corresponding Tickers.

ticker_to_contract(ticker)

Maps ticker to corresponding ticker.

abstract contract_to_ticker(contract: Any)qf_lib.common.tickers.tickers.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

abstract ticker_to_contract(ticker: qf_lib.common.tickers.tickers.Ticker) → Any[source]

Maps ticker to corresponding ticker.

Parameters

ticker (Ticker) – ticker that should be mapped

Returns

corresponding broker specific object

Return type

Any