wehub-resource-sync
57 lines
2.1 KiB
C#
57 lines
2.1 KiB
C#
/*
|
|
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
|
|
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
|
|
*
|
|
* Licensed under the Apache License, Version 2.0 (the "License");
|
|
* you may not use this file except in compliance with the License.
|
|
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
|
|
*
|
|
* Unless required by applicable law or agreed to in writing, software
|
|
* distributed under the License is distributed on an "AS IS" BASIS,
|
|
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
* See the License for the specific language governing permissions and
|
|
* limitations under the License.
|
|
*/
|
|
|
|
using System;
|
|
using System.Collections.Generic;
|
|
using QuantConnect.Data;
|
|
|
|
namespace QuantConnect.Securities.Future
|
|
{
|
|
/// <summary>
|
|
/// Future specific caching support
|
|
/// </summary>
|
|
/// <seealso cref="SecurityCache"/>
|
|
public class FutureCache : SecurityCache
|
|
{
|
|
/// <summary>
|
|
/// The current settlement price
|
|
/// </summary>
|
|
public decimal SettlementPrice { get; set; }
|
|
|
|
/// <summary>
|
|
/// Will consume the given data point updating the cache state and it's properties
|
|
/// </summary>
|
|
/// <param name="data">The data point to process</param>
|
|
/// <param name="cacheByType">True if this data point should be cached by type</param>
|
|
protected override void ProcessDataPoint(BaseData data, bool cacheByType)
|
|
{
|
|
base.ProcessDataPoint(data, cacheByType);
|
|
|
|
SettlementPrice = Price;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Stores the specified data list in the cache, updating the open interest from any chain universe data
|
|
/// </summary>
|
|
/// <param name="data">The collection of data to store in this cache</param>
|
|
/// <param name="dataType">The data type</param>
|
|
public override void StoreData(IReadOnlyList<BaseData> data, Type dataType)
|
|
{
|
|
UpdateOpenInterest(data);
|
|
base.StoreData(data, dataType);
|
|
}
|
|
}
|
|
}
|