wehub-resource-sync
109 lines
5.0 KiB
C#
109 lines
5.0 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.Report
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{
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/// <summary>
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/// Crisis events utility class
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/// </summary>
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public class Crisis
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{
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/// <summary>
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/// Crisis events and pre-defined values
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/// </summary>
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public static readonly Dictionary<CrisisEvent, Crisis> Events = new Dictionary<CrisisEvent, Crisis>
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{
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{CrisisEvent.DotCom, new Crisis("DotCom Bubble 2000", new DateTime(2000, 2, 26), new DateTime(2000, 9, 10)) },
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{CrisisEvent.SeptemberEleventh, new Crisis("September 11, 2001", new DateTime(2001, 9, 5), new DateTime(2001, 10, 10)) },
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{CrisisEvent.USHousingBubble2003, new Crisis("U.S. Housing Bubble 2003", new DateTime(2003, 1, 1), new DateTime(2003, 2, 20)) },
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{CrisisEvent.GlobalFinancialCrisis, new Crisis("Global Financial Crisis 2007", new DateTime(2007, 10, 1), new DateTime(2011, 12, 1))},
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{CrisisEvent.FlashCrash, new Crisis("Flash Crash 2010", new DateTime(2010, 5, 1), new DateTime(2010, 5, 22))},
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{CrisisEvent.FukushimaMeltdown, new Crisis("Fukushima Meltdown 2011", new DateTime(2011, 3, 1), new DateTime(2011, 4, 22)) },
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{CrisisEvent.USDowngradeEuropeanDebt, new Crisis("U.S. Credit Downgrade 2011", new DateTime(2011, 8, 5), new DateTime(2011, 9, 1))},
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{CrisisEvent.EurozoneSeptember2012, new Crisis("ECB IR Event 2012", new DateTime(2012, 9, 5), new DateTime(2012, 10, 12))},
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{CrisisEvent.EurozoneOctober2014, new Crisis("European Debt Crisis 2014", new DateTime(2014, 10, 1), new DateTime(2014, 10, 29))},
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{CrisisEvent.MarketSellOff2015, new Crisis("Market Sell-Off 2015", new DateTime(2015, 8, 10), new DateTime(2015, 10, 10))},
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{CrisisEvent.Recovery, new Crisis("Recovery 2010-2012", new DateTime(2010, 1, 1), new DateTime(2012, 10, 1))},
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{CrisisEvent.NewNormal, new Crisis("New Normal 2014-2019", new DateTime(2014, 1, 1), new DateTime(2019, 1, 1))},
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{CrisisEvent.COVID19, new Crisis("COVID-19 Pandemic 2020", new DateTime(2020, 2, 10), new DateTime(2020, 9, 20))},
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{CrisisEvent.PostCOVIDRunUp, new Crisis("Post-COVID Run-up 2020-2021", new DateTime(2020, 4, 1), new DateTime(2022, 1, 1))},
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{CrisisEvent.MemeSeason, new Crisis("Meme Season 2021", new DateTime(2021, 1, 1), new DateTime(2021, 5, 15))},
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{CrisisEvent.RussiaInvadesUkraine, new Crisis("Russia Invades Ukraine 2022-2023", new DateTime(2022, 2, 1), new DateTime(2024, 1, 1))},
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{CrisisEvent.AIBoom, new Crisis("AI Boom 2022-Present", new DateTime(2022, 11, 30), DateTime.Now)},
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};
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/// <summary>
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/// Start of the crisis event
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/// </summary>
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public DateTime Start { get; }
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/// <summary>
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/// End of the crisis event
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/// </summary>
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public DateTime End { get; }
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/// <summary>
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/// Name of the crisis
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/// </summary>
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public string Name { get; }
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/// <summary>
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/// Creates a new crisis instance with the given name and start/end date.
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/// </summary>
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/// <param name="name">Name of the crisis</param>
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/// <param name="start">Start date of the crisis</param>
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/// <param name="end">End date of the crisis</param>
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public Crisis(string name, DateTime start, DateTime end)
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{
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Name = name;
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Start = start;
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End = end;
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}
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/// <summary>
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/// Returns a pre-defined crisis event
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/// </summary>
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/// <param name="crisisEvent">Crisis Event</param>
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/// <returns>Pre-defined crisis event</returns>
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public static Crisis FromCrisis(CrisisEvent crisisEvent)
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{
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return Events[crisisEvent];
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}
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/// <summary>
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/// Converts instance to string using the dates in the instance as start/end dates
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/// </summary>
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/// <returns></returns>
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public override string ToString()
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{
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return ToString(Start, End);
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}
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/// <summary>
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/// Converts instance to string using the provided dates
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/// </summary>
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/// <param name="start">Start date</param>
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/// <param name="end">End date</param>
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/// <returns></returns>
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public string ToString(DateTime start, DateTime end)
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{
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return $"{Name}";
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}
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}
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}
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