wehub-resource-sync
114 lines
4.0 KiB
C#
114 lines
4.0 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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using System.Globalization;
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using QuantConnect.Interfaces;
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using QuantConnect.Data.Fundamental;
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using System.Runtime.CompilerServices;
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namespace QuantConnect.Data.UniverseSelection
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{
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/// <summary>
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/// Base fundamental data provider
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/// </summary>
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public class BaseFundamentalDataProvider : IFundamentalDataProvider
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{
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/// <summary>
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/// True if live trading
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/// </summary>
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public bool LiveMode { get; set; }
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/// <summary>
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/// THe data provider instance to use
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/// </summary>
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protected IDataProvider DataProvider { get; set; }
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/// <summary>
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/// Initializes the service
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/// </summary>
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/// <param name="dataProvider">The data provider instance to use</param>
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/// <param name="liveMode">True if running in live mode</param>
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public virtual void Initialize(IDataProvider dataProvider, bool liveMode)
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{
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LiveMode = liveMode;
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DataProvider = dataProvider;
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}
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/// <summary>
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/// Will fetch the requested fundamental information for the requested time and symbol
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/// </summary>
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/// <typeparam name="T">The expected data type</typeparam>
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/// <param name="time">The time to request this data for</param>
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/// <param name="securityIdentifier">The security identifier</param>
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/// <param name="name">The name of the fundamental property</param>
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/// <returns>The fundamental information</returns>
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public virtual T Get<T>(DateTime time, SecurityIdentifier securityIdentifier, FundamentalProperty name)
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{
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throw new NotImplementedException();
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}
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/// <summary>
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/// Get's the default value for the given T type
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/// </summary>
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/// <typeparam name="T">The expected T type</typeparam>
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/// <returns>The default value</returns>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static T GetDefault<T>()
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{
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if (typeof(T) == typeof(double))
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{
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return (T)Convert.ChangeType(double.NaN, typeof(T), CultureInfo.InvariantCulture);
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}
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else if (typeof(T) == typeof(decimal))
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{
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return (T)Convert.ChangeType(decimal.Zero, typeof(T), CultureInfo.InvariantCulture);
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}
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return default;
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}
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/// <summary>
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/// True if the given value is none
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static bool IsNone(object value) => IsNone(value?.GetType(), value);
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/// <summary>
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/// True if the given value is none
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/// </summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static bool IsNone(Type type, object value)
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{
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if (type == null || value == null)
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{
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return true;
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}
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else if(type == typeof(double))
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{
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return ((double)value).IsNaNOrInfinity();
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}
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else if (type == typeof(decimal))
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{
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return default(decimal) == (decimal)value;
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}
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else if (type == typeof(DateTime))
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{
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return default(DateTime) == (DateTime)value;
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}
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return false;
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}
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}
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}
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