wehub-resource-sync
50 lines
1.9 KiB
C#
50 lines
1.9 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*
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*/
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using System;
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using System.Collections.Generic;
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namespace QuantConnect.Data.Auxiliary
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{
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/// <summary>
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/// Providers price scaling factors for a permanent tick
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/// </summary>
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public interface IFactorProvider : IEnumerable<IFactorRow>
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{
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/// <summary>
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/// Gets the symbol this factor file represents
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/// </summary>
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public string Permtick { get; }
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/// <summary>
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/// The minimum tradeable date for the symbol
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/// </summary>
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/// <remarks>
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/// Some factor files have INF split values, indicating that the stock has so many splits
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/// that prices can't be calculated with correct numerical precision.
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/// To allow backtesting these symbols, we need to move the starting date
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/// forward when reading the data.
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/// Known symbols: GBSN, JUNI, NEWL
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/// </remarks>
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public DateTime? FactorFileMinimumDate { get; set; }
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/// <summary>
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/// Gets the price factor for the specified search date
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/// </summary>
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decimal GetPriceFactor(DateTime searchDate, DataNormalizationMode dataNormalizationMode, DataMappingMode? dataMappingMode = null, uint contractOffset = 0);
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}
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}
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