wehub-resource-sync
111 lines
4.3 KiB
C#
111 lines
4.3 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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using System.Linq;
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namespace QuantConnect.Securities.CurrencyConversion
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{
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/// <summary>
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/// Provides an implementation of <see cref="ICurrencyConversion"/> with a fixed conversion rate
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/// </summary>
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public class ConstantCurrencyConversion : ICurrencyConversion
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{
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private decimal _conversionRate;
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/// <summary>
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/// Event fired when the conversion rate is updated
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/// </summary>
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public event EventHandler<decimal> ConversionRateUpdated;
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/// <summary>
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/// The currency this conversion converts from
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/// </summary>
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public string SourceCurrency { get; }
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/// <summary>
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/// The currency this conversion converts to
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/// </summary>
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public string DestinationCurrency { get; }
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/// <summary>
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/// The current conversion rate
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/// </summary>
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public decimal ConversionRate
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{
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get
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{
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return _conversionRate;
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}
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set
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{
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if (_conversionRate != value)
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{
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// only update if there was actually one
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_conversionRate = value;
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ConversionRateUpdated?.Invoke(this, value);
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}
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}
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}
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/// <summary>
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/// The securities which the conversion rate is based on
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/// </summary>
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public IEnumerable<Security> ConversionRateSecurities => Enumerable.Empty<Security>();
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/// <summary>
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/// Initializes a new instance of the <see cref="ConstantCurrencyConversion"/> class.
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/// </summary>
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/// <param name="sourceCurrency">The currency this conversion converts from</param>
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/// <param name="destinationCurrency">The currency this conversion converts to</param>
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/// <param name="conversionRate">The conversion rate between the currencies</param>
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public ConstantCurrencyConversion(string sourceCurrency, string destinationCurrency, decimal conversionRate = 1m)
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{
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SourceCurrency = sourceCurrency;
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DestinationCurrency = destinationCurrency;
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ConversionRate = conversionRate;
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}
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/// <summary>
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/// Marks the conversion rate as potentially outdated, needing an update based on the latest data
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/// </summary>
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/// <remarks>This conversion is not based on securities, so we don't really need an update</remarks>
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public void Update()
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{
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}
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/// <summary>
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/// Creates a new identity conversion, where the conversion rate is set to 1 and the source and destination currencies might the same
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/// </summary>
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/// <param name="sourceCurrency">The currency this conversion converts from</param>
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/// <param name="destinationCurrency">The currency this conversion converts to. If null, the destination and source currencies are the same</param>
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/// <returns>The identity currency conversion</returns>
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public static ConstantCurrencyConversion Identity(string sourceCurrency, string destinationCurrency = null)
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{
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return new ConstantCurrencyConversion(sourceCurrency, destinationCurrency ?? sourceCurrency);
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}
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/// <summary>
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/// Returns an instance of <see cref="ConstantCurrencyConversion"/> that represents a null conversion
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/// </summary>
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public static ConstantCurrencyConversion Null(string sourceCurrency, string destinationCurrency)
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{
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return new ConstantCurrencyConversion(sourceCurrency, destinationCurrency, 0m);
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}
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}
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}
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