wehub-resource-sync
88 lines
4.0 KiB
C#
88 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 QuantConnect.Util;
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using QuantConnect.Interfaces;
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using QuantConnect.Configuration;
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using QuantConnect.Data.Fundamental;
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namespace QuantConnect.Data.UniverseSelection
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{
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/// <summary>
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/// Fundamental data provider service
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/// </summary>
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public static class FundamentalService
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{
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private static IFundamentalDataProvider _fundamentalDataProvider;
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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 static void Initialize(IDataProvider dataProvider, bool liveMode)
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{
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Initialize(dataProvider, Config.Get("fundamental-data-provider", nameof(CoarseFundamentalDataProvider)), liveMode);
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}
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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="fundamentalDataProvider">The fundamental data provider</param>
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/// <param name="liveMode">True if running in live mode</param>
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public static void Initialize(IDataProvider dataProvider, string fundamentalDataProvider, bool liveMode)
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{
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Initialize(dataProvider, Composer.Instance.GetExportedValueByTypeName<IFundamentalDataProvider>(fundamentalDataProvider), liveMode);
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}
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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="fundamentalDataProvider">The fundamental data provider</param>
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/// <param name="liveMode">True if running in live mode</param>
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public static void Initialize(IDataProvider dataProvider, IFundamentalDataProvider fundamentalDataProvider, bool liveMode)
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{
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_fundamentalDataProvider = fundamentalDataProvider;
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_fundamentalDataProvider.Initialize(dataProvider, liveMode);
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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="symbol">The symbol instance</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 static T Get<T>(DateTime time, Symbol symbol, FundamentalProperty name) => Get<T>(time, symbol.ID, name);
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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 static T Get<T>(DateTime time, SecurityIdentifier securityIdentifier, FundamentalProperty name)
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{
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return _fundamentalDataProvider.Get<T>(time.Date, securityIdentifier, name);
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}
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}
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}
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