wehub-resource-sync
114 lines
3.6 KiB
C#
114 lines
3.6 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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namespace QuantConnect.Securities
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{
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/// <summary>
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/// Static class contains definitions of popular futures expiration cycles
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/// </summary>
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public static class FutureExpirationCycles
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{
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/// <summary>
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/// January Cycle: Expirations in January, April, July, October (the first month of each quarter)
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/// </summary>
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public static readonly int[] January = { 1, 4, 7, 10 };
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/// <summary>
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/// February Cycle: Expirations in February, May, August, November (second month)
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/// </summary>
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public static readonly int[] February = { 2, 5, 8, 11 };
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/// <summary>
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/// March Cycle: Expirations in March, June, September, December (third month)
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/// </summary>
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public static readonly int[] March = { 3, 6, 9, 12 };
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/// <summary>
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/// December Cycle: Expirations in December
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/// </summary>
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public static readonly int[] December = { 12 };
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/// <summary>
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/// All Year Cycle: Expirations in every month of the year
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/// </summary>
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public static readonly int[] AllYear = { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12 };
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/// <summary>
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/// GJMQVZ Cycle
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/// </summary>
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public static readonly int[] GJMQVZ = { 2, 4, 6, 8, 10, 12 };
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/// <summary>
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/// GJKMNQVZ Cycle
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/// </summary>
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public static readonly int[] GJKMNQVZ = { 2, 4, 5, 6, 7, 8, 10, 12 };
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/// <summary>
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/// HMUZ Cycle
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/// </summary>
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public static readonly int[] HMUZ = March;
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/// <summary>
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/// HKNUZ Cycle
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/// </summary>
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public static readonly int[] HKNUZ = { 3, 5, 7, 9, 12 };
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/// <summary>
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/// HKNV Cycle
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/// </summary>
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public static readonly int[] HKNV = { 3, 5, 7, 10 };
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/// <summary>
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/// HKNVZ Cycle
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/// </summary>
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public static readonly int[] HKNVZ = { 3, 5, 7, 10, 12 };
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/// <summary>
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/// FHKNUX Cycle
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/// </summary>
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public static readonly int[] FHKNUX = { 1, 3, 5, 7, 9, 11 };
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/// <summary>
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/// FHJKQUVX Cycle
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/// </summary>
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public static readonly int[] FHJKQUVX = { 1, 3, 4, 5, 8, 9, 10, 11 };
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/// <summary>
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/// HKNUVZ Cycle
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/// </summary>
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public static readonly int[] HKNUVZ = { 3, 5, 7, 9, 10, 12 };
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/// <summary>
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/// FHKNQUVZ Cycle
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/// </summary>
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public static readonly int[] FHKNUVZ = { 1, 3, 5, 7, 9, 10, 12 };
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/// <summary>
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/// FHKMQUVZ Cycle
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/// </summary>
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public static readonly int[] FHKNQUVZ = { 1, 3, 5, 7, 8, 9, 10, 12 };
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/// <summary>
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/// FHKNQUX Cycle
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/// </summary>
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public static readonly int[] FHKNQUX = { 1, 3, 5, 7, 8, 9, 11 };
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/// <summary>
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/// FGHJKMNQUVXZ Cycle
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/// </summary>
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public static readonly int[] FGHJKMNQUVXZ = AllYear;
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}
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}
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