/* * 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 }