/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
using System;
using System.Collections.Generic;
namespace QuantConnect.Data.Market
{
///
/// Collection of keyed by canonical option symbol
///
public class OptionChains : BaseChains
{
///
/// Creates a new instance of the dictionary
///
public OptionChains() : base()
{
}
///
/// Creates a new instance of the dictionary
///
public OptionChains(bool flatten)
: base(flatten)
{
}
///
/// Creates a new instance of the dictionary
///
public OptionChains(DateTime time, bool flatten = true)
: base(time, flatten)
{
}
///
/// Gets or sets the for the symbol, converting to canonical if needed.
///
public override OptionChain this[Symbol symbol]
{
get => base[GetCanonicalOptionSymbol(symbol)];
set => base[GetCanonicalOptionSymbol(symbol)] = value;
}
///
/// Tries to get the for the given symbol.
/// Converts to the canonical option symbol if needed before attempting retrieval.
///
public override bool TryGetValue(Symbol key, out OptionChain value)
{
var canonicalSymbol = GetCanonicalOptionSymbol(key);
return base.TryGetValue(canonicalSymbol, out value);
}
///
/// Checks if an exists for the given symbol.
/// Converts to the canonical option symbol first if needed.
///
public override bool ContainsKey(Symbol key)
{
var canonicalSymbol = GetCanonicalOptionSymbol(key);
return base.ContainsKey(canonicalSymbol);
}
///
/// Adds the specified symbol and chain to the dictionary, converting to canonical if needed.
///
public override void Add(Symbol key, OptionChain value)
{
var canonicalSymbol = GetCanonicalOptionSymbol(key);
base.Add(canonicalSymbol, value);
}
///
/// Removes the element with the specified key, converting to canonical if needed.
///
public override bool Remove(Symbol key)
{
var canonicalSymbol = GetCanonicalOptionSymbol(key);
return base.Remove(canonicalSymbol);
}
///
/// Determines if the dictionary contains the specific key-value pair, converting key to canonical if needed.
///
public override bool Contains(KeyValuePair item)
{
var canonicalSymbol = GetCanonicalOptionSymbol(item.Key);
return base.Contains(new KeyValuePair(canonicalSymbol, item.Value));
}
///
/// Removes the specific key-value pair, converting key to canonical if needed.
///
public override bool Remove(KeyValuePair item)
{
var canonicalSymbol = GetCanonicalOptionSymbol(item.Key);
return base.Remove(new KeyValuePair(canonicalSymbol, item.Value));
}
private static Symbol GetCanonicalOptionSymbol(Symbol symbol)
{
if (symbol.SecurityType.HasOptions())
{
return Symbol.CreateCanonicalOption(symbol);
}
if (symbol.SecurityType.IsOption())
{
return symbol.Canonical;
}
return symbol;
}
}
}