wehub-resource-sync
264 lines
14 KiB
C#
264 lines
14 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2023 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 System;
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using System.Linq;
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using Python.Runtime;
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using Newtonsoft.Json;
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using System.Collections.Generic;
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using QuantConnect.Data.UniverseSelection;
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namespace QuantConnect.Data.Fundamental
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{
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/// <summary>
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/// Definition of the SecurityReference class
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/// </summary>
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public class SecurityReference : FundamentalTimeDependentProperty
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{
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/// <summary>
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/// An arrangement of characters (often letters) representing a particular security listed on an exchange or otherwise traded publicly. Note: Morningstar's multi-share class symbols will often contain a "period" within the symbol; e.g. BRK.B for Berkshire Hathaway Class B.
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1001
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/// </remarks>
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[JsonProperty("1001")]
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public string SecuritySymbol => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_SecuritySymbol);
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/// <summary>
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/// The Id representing the stock exchange that the particular share class is trading. See separate reference document for Exchange Mappings.
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1002
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/// </remarks>
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[JsonProperty("1002")]
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public string ExchangeId => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_ExchangeId);
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/// <summary>
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/// 3 Character ISO code of the currency that the exchange price is denominated in; i.e. the trading currency of the security. See separate reference document for Currency Mappings.
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1004
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/// </remarks>
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[JsonProperty("1004")]
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public string CurrencyId => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_CurrencyId);
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/// <summary>
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/// The initial day that the share begins trading on a public exchange.
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1009
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/// </remarks>
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[JsonProperty("1009")]
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public DateTime IPODate => FundamentalService.Get<DateTime>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_IPODate);
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/// <summary>
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/// Indicator to denote if the share class is a depository receipt. 1 denotes it is an ADR or GDR; otherwise 0.
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1010
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/// </remarks>
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[JsonProperty("1010")]
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public bool IsDepositaryReceipt => FundamentalService.Get<bool>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_IsDepositaryReceipt);
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/// <summary>
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/// The number of underlying common shares backing each American Depository Receipt traded.
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1011
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/// </remarks>
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[JsonProperty("1011")]
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public double DepositaryReceiptRatio => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_DepositaryReceiptRatio);
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/// <summary>
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/// Each security will be assigned to one of the below security type classifications; - Common Stock (ST00000001) - Preferred Stock (ST00000002) - Units (ST000000A1)
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1012
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/// </remarks>
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[JsonProperty("1012")]
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public string SecurityType => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_SecurityType);
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/// <summary>
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/// Provides information when applicable such as whether the share class is Class A or Class B, an ADR, GDR, or a business development company (BDC). For preferred stocks, this field provides more detail about the preferred share class.
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1013
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/// </remarks>
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[JsonProperty("1013")]
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public string ShareClassDescription => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_ShareClassDescription);
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/// <summary>
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/// At the ShareClass level; each share is assigned to 1 of 4 possible status classifications; (A) Active, (D) Deactive, (I) Inactive, or (O) Obsolete: - Active-Share class is currently trading in a public market, and we have fundamental data available. - Deactive-Share class was once Active, but is no longer trading due to share being delisted from the exchange. - Inactive-Share class is currently trading in a public market, but no fundamental data is available. - Obsolete-Share class was once Inactive, but is no longer trading due to share being delisted from the exchange.
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1014
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/// </remarks>
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[JsonProperty("1014")]
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public string ShareClassStatus => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_ShareClassStatus);
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/// <summary>
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/// This indicator will denote if the indicated share is the primary share for the company. A "1" denotes the primary share, a "0" denotes a share that is not the primary share. The primary share is defined as the first share that a company IPO'd with and is still actively trading. If this share is no longer trading, we will denote the primary share as the share with the highest volume.
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1015
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/// </remarks>
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[JsonProperty("1015")]
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public bool IsPrimaryShare => FundamentalService.Get<bool>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_IsPrimaryShare);
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/// <summary>
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/// Shareholder election plan to re-invest cash dividend into additional shares.
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1016
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/// </remarks>
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[JsonProperty("1016")]
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public bool IsDividendReinvest => FundamentalService.Get<bool>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_IsDividendReinvest);
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/// <summary>
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/// A plan to make it possible for individual investors to invest in public companies without going through a stock broker.
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1017
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/// </remarks>
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[JsonProperty("1017")]
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public bool IsDirectInvest => FundamentalService.Get<bool>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_IsDirectInvest);
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/// <summary>
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/// Identifier assigned to each security Morningstar covers.
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1018
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/// </remarks>
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[JsonProperty("1018")]
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public string InvestmentId => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_InvestmentId);
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/// <summary>
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/// IPO offer price indicates the price at which an issuer sells its shares under an initial public offering (IPO). The offer price is set by issuer and its underwriters.
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1019
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/// </remarks>
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[JsonProperty("1019")]
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public double IPOOfferPrice => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_IPOOfferPrice);
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/// <summary>
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/// The date on which an inactive security was delisted from an exchange.
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1020
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/// </remarks>
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[JsonProperty("1020")]
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public DateTime DelistingDate => FundamentalService.Get<DateTime>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_DelistingDate);
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/// <summary>
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/// The reason for an inactive security's delisting from an exchange. The full list of Delisting Reason codes can be found within the Data Definitions- Appendix A DelistingReason Codes tab.
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1021
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/// </remarks>
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[JsonProperty("1021")]
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public string DelistingReason => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_DelistingReason);
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/// <summary>
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/// The MIC (market identifier code) of the related shareclass of the company. See Data Appendix A for the relevant MIC to exchange name mapping.
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1022
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/// </remarks>
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[JsonProperty("1022")]
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public string MIC => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_MIC);
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/// <summary>
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/// Refers to the type of securities that can be found within the equity database. For the vast majority, this value will populate as null for regular common shares. For a minority of shareclasses, this will populate as either "Participating Preferred", "Closed-End Fund", "Foreign Share", or "Foreign Participated Preferred" which reflects our limited coverage of these types of securities within our equity database.
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1023
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/// </remarks>
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[JsonProperty("1023")]
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public string CommonShareSubType => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_CommonShareSubType);
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/// <summary>
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/// The estimated offer price range (low-high) for a new IPO. The field should be used until the final IPO price becomes available, as populated in the data field "IPOPrice".
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1024
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/// </remarks>
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[JsonProperty("1024")]
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public string IPOOfferPriceRange => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_IPOOfferPriceRange);
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/// <summary>
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/// Classification to denote different Marketplace or Market tiers within a stock exchange.
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1025
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/// </remarks>
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[JsonProperty("1025")]
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public string ExchangeSubMarketGlobalId => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_ExchangeSubMarketGlobalId);
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/// <summary>
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/// The relationship between the chosen share class and the primary share class.
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1026
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/// </remarks>
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[JsonProperty("1026")]
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public double ConversionRatio => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_ConversionRatio);
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/// <summary>
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/// Nominal value of a security determined by the issuing company.
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1027
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/// </remarks>
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[JsonProperty("1027")]
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public double ParValue => FundamentalService.Get<double>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_ParValue);
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/// <summary>
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/// <remarks> Morningstar DataId: 1028 </remarks>
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1028
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/// </remarks>
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[JsonProperty("1028")]
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public bool TradingStatus => FundamentalService.Get<bool>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_TradingStatus);
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/// <summary>
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/// <remarks> Morningstar DataId: 1029 </remarks>
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/// </summary>
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/// <remarks>
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/// Morningstar DataId: 1029
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/// </remarks>
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[JsonProperty("1029")]
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public string MarketDataID => FundamentalService.Get<string>(_timeProvider.GetUtcNow(), _securityIdentifier, FundamentalProperty.SecurityReference_MarketDataID);
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/// <summary>
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/// Creates a new instance for the given time and security
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/// </summary>
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public SecurityReference(ITimeProvider timeProvider, SecurityIdentifier securityIdentifier)
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: base(timeProvider, securityIdentifier)
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{
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}
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/// <summary>
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/// Clones this instance
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/// </summary>
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public override FundamentalTimeDependentProperty Clone(ITimeProvider timeProvider)
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{
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return new SecurityReference(timeProvider, _securityIdentifier);
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}
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}
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}
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