wehub-resource-sync
81 lines
2.6 KiB
C#
81 lines
2.6 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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using QuantConnect.Data.Auxiliary;
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using System;
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using System.Linq;
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namespace QuantConnect.ToolBox.CoarseUniverseGenerator
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{
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/// <summary>
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/// Auxiliary class for handling map files and SID.
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/// </summary>
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internal class SecurityIdentifierContext
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{
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/// <summary>
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/// Initializes a new instance of the <see cref="SecurityIdentifierContext"/> class.
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/// </summary>
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/// <param name="mapFile">The map file.</param>
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/// <param name="market">The market.</param>
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public SecurityIdentifierContext(MapFile mapFile, string market)
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{
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MapFile = mapFile;
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SID = SecurityIdentifier.GenerateEquity(MapFile.FirstDate, MapFile.FirstTicker, market);
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MapFileRows = MapFile.Select(mfr => new Tuple<DateTime, string>(mfr.Date, mfr.MappedSymbol)).ToArray();
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Tickers = MapFile.Select(mfr => mfr.MappedSymbol.ToLowerInvariant()).Distinct().ToArray();
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LastTicker = MapFile.Last().MappedSymbol.ToLowerInvariant();
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}
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/// <summary>
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/// Gets the sid.
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/// </summary>
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/// <value>
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/// The sid.
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/// </value>
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public SecurityIdentifier SID { get; }
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/// <summary>
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/// Gets the map file.
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/// </summary>
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/// <value>
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/// The map file.
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/// </value>
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public MapFile MapFile { get; }
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/// <summary>
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/// Gets the map file rows.
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/// </summary>
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/// <value>
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/// The map file rows.
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/// </value>
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public Tuple<DateTime, string>[] MapFileRows { get; }
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/// <summary>
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/// Gets the tickers.
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/// </summary>
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/// <value>
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/// The tickers.
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/// </value>
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public string[] Tickers { get; }
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/// <summary>
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/// Gets the last ticker.
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/// </summary>
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/// <value>
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/// The last ticker.
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/// </value>
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public string LastTicker { get; }
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}
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} |