wehub-resource-sync
71 lines
2.6 KiB
C#
71 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 System;
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using System.Collections.Generic;
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using System.Linq;
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namespace QuantConnect.Data
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{
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/// <summary>
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/// Provides convenient methods for holding several <see cref="SubscriptionDataConfig"/>
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/// </summary>
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public class SubscriptionDataConfigList : List<SubscriptionDataConfig>
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{
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/// <summary>
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/// <see cref="Symbol"/> for which this class holds <see cref="SubscriptionDataConfig"/>
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/// </summary>
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public Symbol Symbol { get; private set; }
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/// <summary>
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/// Assume that the InternalDataFeed is the same for both <see cref="SubscriptionDataConfig"/>
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/// </summary>
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public bool IsInternalFeed
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{
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get
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{
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var first = this.FirstOrDefault();
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return first != null && first.IsInternalFeed;
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}
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}
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/// <summary>
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/// Default constructor that specifies the <see cref="Symbol"/> that the <see cref="SubscriptionDataConfig"/> represent
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/// </summary>
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/// <param name="symbol"></param>
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public SubscriptionDataConfigList(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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/// Sets the <see cref="DataNormalizationMode"/> for all <see cref="SubscriptionDataConfig"/> contained in the list
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/// </summary>
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/// <param name="normalizationMode"></param>
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public void SetDataNormalizationMode(DataNormalizationMode normalizationMode)
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{
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if (Symbol.SecurityType.IsOption() && normalizationMode != DataNormalizationMode.Raw)
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{
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throw new ArgumentException($"DataNormalizationMode.Raw must be used with SecurityType {Symbol.SecurityType}");
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}
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foreach (var config in this)
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{
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config.DataNormalizationMode = normalizationMode;
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}
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}
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}
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}
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