wehub-resource-sync
94 lines
3.5 KiB
C#
94 lines
3.5 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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namespace QuantConnect.Data.Market
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{
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/// <summary>
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/// Symbol changed event of a security. This is generated when a symbol is remapped for a given
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/// security, for example, at EOD 2014.04.02 GOOG turned into GOOGL, but are the same
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/// </summary>
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public class SymbolChangedEvent : BaseData
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{
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/// <summary>
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/// Gets the symbol before the change
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/// </summary>
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public string OldSymbol { get; private set; }
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/// <summary>
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/// Gets the symbol after the change
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/// </summary>
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public string NewSymbol { get; private set; }
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/// <summary>
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/// Initializes a new default instance of the <see cref="SymbolChangedEvent"/> class
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/// </summary>
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public SymbolChangedEvent()
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{
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DataType = MarketDataType.Auxiliary;
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="SymbolChangedEvent"/>
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/// </summary>
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/// <param name="requestedSymbol">The symbol that was originally requested</param>
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/// <param name="date">The date/time this symbol remapping took place</param>
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/// <param name="oldSymbol">The old symbol mapping</param>
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/// <param name="newSymbol">The new symbol mapping</param>
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public SymbolChangedEvent(Symbol requestedSymbol, DateTime date, string oldSymbol, string newSymbol)
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: this()
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{
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Time = date;
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Symbol = requestedSymbol;
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OldSymbol = oldSymbol;
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NewSymbol = newSymbol;
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}
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/// <summary>
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/// Return the URL string source of the file. This will be converted to a stream
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/// </summary>
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/// <param name="config">Configuration object</param>
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/// <param name="date">Date of this source file</param>
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/// <param name="isLiveMode">true if we're in live mode, false for backtesting mode</param>
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/// <returns>String URL of source file.</returns>
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public override SubscriptionDataSource GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode)
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{
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return null;
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}
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/// <summary>
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/// Return a new instance clone of this object, used in fill forward
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/// </summary>
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/// <remarks>
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/// This base implementation uses reflection to copy all public fields and properties
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/// </remarks>
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/// <returns>A clone of the current object</returns>
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public override BaseData Clone()
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{
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return new SymbolChangedEvent(Symbol, Time, OldSymbol, NewSymbol);
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}
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/// <summary>
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/// Friendly string representation of this symbol changed event
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/// </summary>
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public override string ToString()
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{
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return $"{Time} {OldSymbol}->{NewSymbol}";
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}
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}
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}
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