/* * 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.IO; using QuantConnect.Data.UniverseSelection; namespace QuantConnect.Data.Fundamental { /// /// Lean fundamental data class /// public class Fundamental : FineFundamental { /// /// Gets the day's dollar volume for this symbol /// public override double DollarVolume => FundamentalService.Get(Time, Symbol.ID, FundamentalProperty.DollarVolume); /// /// Gets the day's total volume /// public override long Volume => FundamentalService.Get(Time, Symbol.ID, FundamentalProperty.Volume); /// /// Returns whether the symbol has fundamental data for the given date /// public override bool HasFundamentalData => FundamentalService.Get(Time, Symbol.ID, FundamentalProperty.HasFundamentalData); /// /// Gets the price factor for the given date /// public override decimal PriceFactor => FundamentalService.Get(Time, Symbol.ID, FundamentalProperty.PriceFactor); /// /// Gets the split factor for the given date /// public override decimal SplitFactor => FundamentalService.Get(Time, Symbol.ID, FundamentalProperty.SplitFactor); /// /// Gets the raw price /// public override decimal Value => FundamentalService.Get(Time, Symbol.ID, FundamentalProperty.Value); /// /// Creates a new empty instance /// public Fundamental() { } /// /// Creates a new instance /// /// The current time /// The associated symbol public Fundamental(DateTime time, Symbol symbol) : base(time, symbol) { } /// /// Return the URL string source of the file. This will be converted to a stream /// public override SubscriptionDataSource GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode) { var path = Path.Combine(Globals.DataFolder, "equity", config.Market, "fundamental", "coarse", $"{date:yyyyMMdd}.csv"); return new SubscriptionDataSource(path, SubscriptionTransportMedium.LocalFile, FileFormat.Csv); } /// /// Will read a new instance from the given line /// /// The associated requested configuration /// The line to parse /// The current time /// True if live mode /// A new instance or null public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode) { try { var csv = line.Split(','); var sid = SecurityIdentifier.Parse(csv[0]); // This use case/Reader implementation is only for history, where the user requests specific symbols only // and because we use the same source file as the universe Fundamentals we need to filter out other symbols if (sid == config.Symbol.ID) { return new Fundamental(date, new Symbol(sid, csv[1])); } } catch { // pass } return null; } /// /// Will clone the current instance /// /// The cloned instance public override BaseData Clone() { return new Fundamental(Time, Symbol); } /// /// Gets the default resolution for this data and security type /// public override Resolution DefaultResolution() { return Resolution.Daily; } } }