wehub-resource-sync
64 lines
2.4 KiB
C#
64 lines
2.4 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 QuantConnect.Logging;
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namespace QuantConnect.Securities.Future
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{
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/// <summary>
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/// Static class contains common utility methods specific to symbols representing the future contracts
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/// </summary>
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public static class FutureSymbol
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{
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/// <summary>
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/// Determine if a given Futures contract is a standard contract.
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/// </summary>
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/// <param name="symbol">Future symbol</param>
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/// <returns>True if symbol expiration matches standard expiration</returns>
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public static bool IsStandard(Symbol symbol)
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{
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var contractExpirationDate = symbol.ID.Date.Date;
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try
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{
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// Use our FutureExpiryFunctions to determine standard contracts dates.
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var expiryFunction = FuturesExpiryFunctions.FuturesExpiryFunction(symbol);
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var contractMonth = FuturesExpiryUtilityFunctions.GetFutureContractMonth(symbol);
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var standardExpirationDate = expiryFunction(contractMonth);
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// Return true if the dates match
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return contractExpirationDate == standardExpirationDate.Date;
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}
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catch
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{
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Log.Error($"FutureSymbol.IsStandard(): Could not find standard date for {symbol}, will be classified as standard");
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return true;
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}
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}
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/// <summary>
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/// Returns true if the future contract is a weekly contract
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/// </summary>
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/// <param name="symbol">Future symbol</param>
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/// <returns>True if symbol is non-standard contract</returns>
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public static bool IsWeekly(Symbol symbol)
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{
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return !IsStandard(symbol);
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}
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}
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}
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