/*
* 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;
namespace QuantConnect.Data.Auxiliary
{
///
/// Represents security identifier within a date range.
///
#pragma warning disable CA1815 // Override equals and operator equals on value types
public readonly struct SymbolDateRange
{
///
/// Represents a unique security identifier.
///
public Symbol Symbol { get; }
///
/// Ticker Start Date Time in Local
///
public DateTime StartDateTimeLocal { get; }
///
/// Ticker End Date Time in Local
///
public DateTime EndDateTimeLocal { get; }
///
/// Create the instance of struct.
///
/// The unique security identifier
/// Start Date Time Local
/// End Date Time Local
public SymbolDateRange(Symbol symbol, DateTime startDateTimeLocal, DateTime endDateTimeLocal)
{
Symbol = symbol;
StartDateTimeLocal = startDateTimeLocal;
EndDateTimeLocal = endDateTimeLocal;
}
}
#pragma warning restore CA1815
}