wehub-resource-sync
130 lines
4.2 KiB
C#
130 lines
4.2 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 System.Collections.Generic;
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namespace QuantConnect
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{
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/// <summary>
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/// Enum lists available trading events
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/// </summary>
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public enum TradingDayType
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{
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/// <summary>
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/// Business day (0)
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/// </summary>
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BusinessDay,
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/// <summary>
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/// Public Holiday (1)
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/// </summary>
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PublicHoliday,
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/// <summary>
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/// Weekend (2)
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/// </summary>
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Weekend,
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/// <summary>
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/// Option Expiration Date (3)
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/// </summary>
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OptionExpiration,
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/// <summary>
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/// Futures Expiration Date (4)
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/// </summary>
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FutureExpiration,
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/// <summary>
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/// Futures Roll Date (5)
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/// </summary>
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/// <remarks>Not used yet. For future use.</remarks>
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FutureRoll,
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/// <summary>
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/// Symbol Delisting Date (6)
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/// </summary>
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/// <remarks>Not used yet. For future use.</remarks>
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SymbolDelisting,
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/// <summary>
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/// Equity Ex-dividend Date (7)
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/// </summary>
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/// <remarks>Not used yet. For future use.</remarks>
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EquityDividends,
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/// <summary>
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/// FX Economic Event (8)
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/// </summary>
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/// <remarks>FX Economic Event e.g. from DailyFx (DailyFx.cs). Not used yet. For future use.</remarks>
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EconomicEvent
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}
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/// <summary>
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/// Class contains trading events associated with particular day in <see cref="TradingCalendar"/>
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/// </summary>
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public class TradingDay
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{
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/// <summary>
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/// The date that this instance is associated with
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/// </summary>
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public DateTime Date { get; internal set; }
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/// <summary>
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/// Property returns true, if the day is a business day
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/// </summary>
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public bool BusinessDay { get; internal set; }
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/// <summary>
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/// Property returns true, if the day is a public holiday
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/// </summary>
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public bool PublicHoliday { get; internal set; }
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/// <summary>
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/// Property returns true, if the day is a weekend
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/// </summary>
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public bool Weekend { get; internal set; }
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/// <summary>
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/// Property returns the list of options (among currently traded) that expire on this day
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/// </summary>
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public IEnumerable<Symbol> OptionExpirations { get; internal set; }
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/// <summary>
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/// Property returns the list of futures (among currently traded) that expire on this day
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/// </summary>
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public IEnumerable<Symbol> FutureExpirations { get; internal set; }
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/// <summary>
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/// Property returns the list of futures (among currently traded) that roll forward on this day
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/// </summary>
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/// <remarks>Not used yet. For future use.</remarks>
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public IEnumerable<Symbol> FutureRolls { get; internal set; }
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/// <summary>
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/// Property returns the list of symbols (among currently traded) that are delisted on this day
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/// </summary>
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/// <remarks>Not used yet. For future use.</remarks>
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public IEnumerable<Symbol> SymbolDelistings { get; internal set; }
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/// <summary>
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/// Property returns the list of symbols (among currently traded) that have ex-dividend date on this day
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/// </summary>
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/// <remarks>Not used yet. For future use.</remarks>
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public IEnumerable<Symbol> EquityDividends { get; internal set; }
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}
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}
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