wehub-resource-sync
57 lines
2.0 KiB
C#
57 lines
2.0 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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using System;
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namespace QuantConnect.Data.Auxiliary
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{
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/// <summary>
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/// Represents stock data for a specific ticker within a date range.
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/// </summary>
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#pragma warning disable CA1815 // Override equals and operator equals on value types
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public readonly struct TickerDateRange
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{
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/// <summary>
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/// Ticker simple name of stock
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/// </summary>
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public string Ticker { get; }
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/// <summary>
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/// Ticker Start Date Time in Local
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/// </summary>
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public DateTime StartDateTimeLocal { get; }
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/// <summary>
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/// Ticker End Date Time in Local
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/// </summary>
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public DateTime EndDateTimeLocal { get; }
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/// <summary>
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/// Create the instance of <see cref="TickerDateRange"/> struct.
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/// </summary>
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/// <param name="ticker">Name of ticker</param>
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/// <param name="startDateTimeLocal">Start Date Time Local</param>
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/// <param name="endDateTimeLocal">End Date Time Local</param>
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public TickerDateRange(string ticker, DateTime startDateTimeLocal, DateTime endDateTimeLocal)
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{
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Ticker = ticker;
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StartDateTimeLocal = startDateTimeLocal;
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EndDateTimeLocal = endDateTimeLocal;
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}
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}
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#pragma warning restore CA1815
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}
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