wehub-resource-sync
63 lines
2.5 KiB
C#
63 lines
2.5 KiB
C#
/*
|
|
* 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 QuantConnect.Interfaces;
|
|
using System;
|
|
|
|
namespace QuantConnect.Commands
|
|
{
|
|
/// <summary>
|
|
/// Base command implementation
|
|
/// </summary>
|
|
public abstract class BaseCommand : ICommand
|
|
{
|
|
/// <summary>
|
|
/// Unique command id
|
|
/// </summary>
|
|
public string Id { get; set; }
|
|
|
|
/// <summary>
|
|
/// Runs this command against the specified algorithm instance
|
|
/// </summary>
|
|
/// <param name="algorithm">The algorithm to run this command against</param>
|
|
public abstract CommandResultPacket Run(IAlgorithm algorithm);
|
|
|
|
/// <summary>
|
|
/// Creats symbol using symbol properties.
|
|
/// </summary>
|
|
/// <param name="ticker">The string ticker symbol</param>
|
|
/// <param name="securityType">The security type of the ticker. If securityType == Option, then a canonical symbol is created</param>
|
|
/// <param name="market">The market the ticker resides in</param>
|
|
/// <param name="symbol">The algorithm to run this command against</param>
|
|
/// <exception cref="ArgumentException">If symbol is null or symbol can't be created with given args</exception>
|
|
protected Symbol GetSymbol(string ticker, SecurityType securityType, string market, Symbol symbol = null)
|
|
{
|
|
if (symbol != null)
|
|
{
|
|
// No need to create symbol if alrady exists
|
|
return symbol;
|
|
}
|
|
if (ticker != null && (securityType != null && securityType != SecurityType.Base) && market != null)
|
|
{
|
|
return Symbol.Create(ticker, securityType, market);
|
|
}
|
|
else
|
|
{
|
|
throw new ArgumentException($"BaseCommand.GetSymbol(): {Messages.BaseCommand.MissingValuesToGetSymbol}");
|
|
}
|
|
}
|
|
}
|
|
}
|