Skip to content

broker.historical_brokers.historical_broker

broker.historical_brokers.historical_broker

HistoricalBroker

Bases: ABC, Generic[TConfig]

A single broker (or data provider) for historical market data.

get_bars abstractmethod 

get_bars(config: TConfig) -> list[MarketDataEvent]

Returns a list of market data events for any configuration parameters.

Source code in src\contango\broker\historical_brokers\historical_broker.py 
34
35
36
37
38
39
@abstractmethod
def get_bars(self, config: TConfig) -> list[MarketDataEvent]:
    """
    Returns a list of market data events for any configuration parameters.
    """
    ...

get_expected_timestamps abstractmethod 

get_expected_timestamps(config: TConfig) -> Iterable[datetime]

Returns an Iterable of the expected timestamps for the start & finishing timestamps of a configuration.

Source code in src\contango\broker\historical_brokers\historical_broker.py 
41
42
43
44
45
46
47
48
49
@abstractmethod
def get_expected_timestamps(
    self,
    config: TConfig,
) -> Iterable[datetime]:
    """
    Returns an Iterable of the expected timestamps for the start & finishing timestamps of a configuration.
    """
    ...