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2026-07-13 13:02:50 +08:00

51 lines
1.9 KiB
C#

/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
namespace QuantConnect.Securities.Equity
{
/// <summary>
/// Equity exchange information
/// </summary>
/// <seealso cref="SecurityExchange"/>
public class EquityExchange : SecurityExchange
{
/// <summary>
/// Number of trading days in an equity calendar year - 252
/// </summary>
public override int TradingDaysPerYear
{
get { return 252; }
}
/// <summary>
/// Initializes a new instance of the <see cref="EquityExchange"/> class using market hours
/// derived from the market-hours-database for the USA Equity market
/// </summary>
public EquityExchange()
: base(MarketHoursDatabase.FromDataFolder().GetExchangeHours(Market.USA, null, SecurityType.Equity))
{
}
/// <summary>
/// Initializes a new instance of the <see cref="EquityExchange"/> class using the specified
/// exchange hours to determine open/close times
/// </summary>
/// <param name="exchangeHours">Contains the weekly exchange schedule plus holidays</param>
public EquityExchange(SecurityExchangeHours exchangeHours)
: base(exchangeHours)
{
}
}
}