SmartQuant Discussion

IFundamentalProvider - not
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Author:  mikembb [ Sun Apr 15, 2018 1:53 pm ]
Post subject:  IFundamentalProvider - not

Dear team,

can you let me know, how I could create a fundamental data provider?

When I add IFundamentalProvider to the Sample Provider, it do not see any function calls or anything like that exposed, as with the other interfaces like:
IInstrumentProvider, IHistoricalDataProvider, IDataProvider, IExecutionProvider

Would be great, if you could add that within the next release.

That way, I could build a fundatmental data provider.


Author:  mikembb [ Sat May 09, 2020 7:06 pm ]
Post subject:  Re: IFundamentalProvider - not

Hi team,

from my point of view, this is stil open. Could you implement that?

Or did anybody from the forum got this working?


Author:  skuvv [ Wed May 13, 2020 10:07 am ]
Post subject:  Re: IFundamentalProvider - not

Hello Mike,
Fundamental is the data type, so the methods are the same as in IDataProvider:
Fundamental fundamental = new Fundamental(...);
fundamental[0] = value1;
fundamental[1] = value2;
fundamental[N] = valueN;

And finally, it will appear in the strategy.OnFundamental()

Author:  mikembb [ Wed May 13, 2020 10:13 am ]
Post subject:  Re: IFundamentalProvider - not

Thank you. Seems to work.

and I guess I need to put the IFundamentalProvider in the class definition.

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