wehub-resource-sync
63 lines
2.1 KiB
C#
63 lines
2.1 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 System.Linq;
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using System.Collections;
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using System.Collections.Generic;
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namespace QuantConnect.Securities
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{
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/// <summary>
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/// Derivate security universe selection filter which will always return empty
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/// </summary>
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public class EmptyContractFilter<T> : IDerivativeSecurityFilter<T>
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where T : IChainUniverseData
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{
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/// <summary>
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/// True if this universe filter can run async in the data stack
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/// </summary>
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public bool Asynchronous { get; set; } = true;
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/// <summary>
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/// Filters the input set of symbols represented by the universe
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/// </summary>
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/// <param name="universe">derivative symbols universe used in filtering</param>
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/// <returns>The filtered set of symbols</returns>
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public IDerivativeSecurityFilterUniverse<T> Filter(IDerivativeSecurityFilterUniverse<T> universe)
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{
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return new NoneIDerivativeSecurityFilterUniverse();
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}
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private class NoneIDerivativeSecurityFilterUniverse : IDerivativeSecurityFilterUniverse<T>
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{
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public DateTime LocalTime => default;
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public int Count => 0;
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public IEnumerator<T> GetEnumerator()
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{
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return Enumerable.Empty<T>().GetEnumerator();
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}
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IEnumerator IEnumerable.GetEnumerator()
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{
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return Enumerable.Empty<T>().GetEnumerator();
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}
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}
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}
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}
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