wehub-resource-sync
123 lines
4.8 KiB
C#
123 lines
4.8 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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*/
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using System;
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using Newtonsoft.Json;
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using QuantConnect.Orders;
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namespace QuantConnect.Data.Market
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{
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/// <summary>
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/// Delisting event of a security
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/// </summary>
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public class Delisting : BaseData
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{
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/// <summary>
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/// Gets the type of delisting, warning or delisted
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/// A <see cref="DelistingType.Warning"/> is sent
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/// </summary>
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[JsonProperty]
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public DelistingType Type { get; private set; }
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/// <summary>
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/// Gets the <see cref="OrderTicket"/> that was submitted to liquidate this position
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/// </summary>
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public OrderTicket Ticket { get; private set; }
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/// <summary>
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/// Initializes a new instance of the <see cref="Delisting"/> class
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/// </summary>
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public Delisting()
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{
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DataType = MarketDataType.Auxiliary;
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Type = DelistingType.Delisted;
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="Delisting"/> class
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/// </summary>
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/// <param name="symbol">The delisted symbol</param>
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/// <param name="date">The date the symbol was delisted</param>
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/// <param name="price">The final price before delisting</param>
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/// <param name="type">The type of delisting event</param>
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public Delisting(Symbol symbol, DateTime date, decimal price, DelistingType type)
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: this()
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{
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Symbol = symbol;
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Time = date;
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Value = price;
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Type = type;
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}
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/// <summary>
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/// Sets the <see cref="OrderTicket"/> used to liquidate this position
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/// </summary>
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/// <param name="ticket">The ticket that represents the order to liquidate this position</param>
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public void SetOrderTicket(OrderTicket ticket)
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{
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Ticket = ticket;
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}
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/// <summary>
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/// Reader converts each line of the data source into BaseData objects. Each data type creates its own factory method, and returns a new instance of the object
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/// each time it is called.
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/// </summary>
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/// <param name="config">Subscription data config setup object</param>
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/// <param name="line">Line of the source document</param>
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/// <param name="date">Date of the requested data</param>
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/// <param name="isLiveMode">true if we're in live mode, false for backtesting mode</param>
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/// <returns>Instance of the T:BaseData object generated by this line of the CSV</returns>
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public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode)
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{
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throw new NotImplementedException("This method is not supposed to be called on the Delisting type.");
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}
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/// <summary>
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/// Return the URL string source of the file. This will be converted to a stream
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/// </summary>
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/// <param name="config">Configuration object</param>
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/// <param name="date">Date of this source file</param>
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/// <param name="isLiveMode">true if we're in live mode, false for backtesting mode</param>
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/// <returns>String URL of source file.</returns>
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public override SubscriptionDataSource GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode)
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{
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return null;
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}
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/// <summary>
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/// Return a new instance clone of this object, used in fill forward
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/// </summary>
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/// <remarks>
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/// This base implementation uses reflection to copy all public fields and properties
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/// </remarks>
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/// <returns>A clone of the current object</returns>
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public override BaseData Clone()
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{
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return new Delisting(Symbol, Time, Price, Type);
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}
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/// <summary>
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/// Formats a string with the symbol and value.
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/// </summary>
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/// <returns>string - a string formatted as SPY: 167.753</returns>
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public override string ToString()
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{
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var type = Type == DelistingType.Warning ? "Delisting Warning" : "Delisted";
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return $"{type}: {Symbol} {EndTime}";
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}
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}
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}
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