wehub-resource-sync
139 lines
4.2 KiB
C#
139 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 QuantConnect.Python;
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using System;
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namespace QuantConnect.Data.Market
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{
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/// <summary>
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/// Defines a base for a single contract, like an option or future contract
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/// </summary>
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public abstract class BaseContract : ISymbolProvider
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{
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/// <summary>
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/// Gets the contract's symbol
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/// </summary>
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[PandasIgnore]
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public Symbol Symbol
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{
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get; set;
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}
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/// <summary>
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/// The security identifier of the symbol
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/// </summary>
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[PandasIgnore]
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public SecurityIdentifier ID => Symbol.ID;
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/// <summary>
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/// Gets the underlying security's symbol
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/// </summary>
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public Symbol UnderlyingSymbol => Symbol.Underlying;
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/// <summary>
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/// Gets the expiration date
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/// </summary>
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public DateTime Expiry => Symbol.ID.Date;
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/// <summary>
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/// Gets the local date time this contract's data was last updated
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/// </summary>
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[PandasIgnore]
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public DateTime Time
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{
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get; set;
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}
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/// <summary>
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/// Gets the open interest
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/// </summary>
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public virtual decimal OpenInterest { get; set; }
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/// <summary>
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/// Gets the last price this contract traded at
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/// </summary>
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public virtual decimal LastPrice { get; set; }
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/// <summary>
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/// Value representation of this contract, mimicking <see cref="BaseData.Value"/>.
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/// Aliases <see cref="LastPrice"/>.
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/// </summary>
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[PandasIgnore]
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public virtual decimal Value => LastPrice;
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/// <summary>
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/// Alias of value as price, mimicking <see cref="BaseData.Price"/>.
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/// Aliases <see cref="LastPrice"/>.
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/// </summary>
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[PandasIgnore]
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public virtual decimal Price => LastPrice;
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/// <summary>
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/// Closing price of this contract, mimicking <see cref="TradeBar.Close"/>.
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/// Aliases <see cref="LastPrice"/>.
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/// </summary>
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[PandasIgnore]
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public virtual decimal Close => LastPrice;
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/// <summary>
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/// Gets the last volume this contract traded at
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/// </summary>
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public virtual long Volume { get; set; }
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/// <summary>
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/// Gets the current bid price
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/// </summary>
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public virtual decimal BidPrice { get; set; }
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/// <summary>
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/// Get the current bid size
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/// </summary>
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public virtual long BidSize { get; set; }
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/// <summary>
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/// Gets the ask price
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/// </summary>
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public virtual decimal AskPrice { get; set; }
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/// <summary>
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/// Gets the current ask size
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/// </summary>
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public virtual long AskSize { get; set; }
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/// <summary>
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/// Initializes a new instance of the <see cref="BaseContract"/> class
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/// </summary>
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/// <param name="symbol">The contract symbol</param>
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protected BaseContract(Symbol symbol)
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{
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Symbol = symbol;
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}
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/// <summary>
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/// Returns a string that represents the current object.
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/// </summary>
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/// <returns>
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/// A string that represents the current object.
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/// </returns>
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public override string ToString() => Symbol.Value;
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/// <summary>
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/// Updates the contract with the new data, which can be a <see cref="Tick"/> or <see cref="TradeBar"/> or <see cref="QuoteBar"/>
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/// </summary>
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internal abstract void Update(BaseData data);
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}
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}
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