/*
* 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 QuantConnect.Interfaces;
using System;
namespace QuantConnect.Commands
{
///
/// Base command implementation
///
public abstract class BaseCommand : ICommand
{
///
/// Unique command id
///
public string Id { get; set; }
///
/// Runs this command against the specified algorithm instance
///
/// The algorithm to run this command against
public abstract CommandResultPacket Run(IAlgorithm algorithm);
///
/// Creats symbol using symbol properties.
///
/// The string ticker symbol
/// The security type of the ticker. If securityType == Option, then a canonical symbol is created
/// The market the ticker resides in
/// The algorithm to run this command against
/// If symbol is null or symbol can't be created with given args
protected Symbol GetSymbol(string ticker, SecurityType securityType, string market, Symbol symbol = null)
{
if (symbol != null)
{
// No need to create symbol if alrady exists
return symbol;
}
if (ticker != null && (securityType != null && securityType != SecurityType.Base) && market != null)
{
return Symbol.Create(ticker, securityType, market);
}
else
{
throw new ArgumentException($"BaseCommand.GetSymbol(): {Messages.BaseCommand.MissingValuesToGetSymbol}");
}
}
}
}