/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2023 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.Linq;
using Python.Runtime;
using Newtonsoft.Json;
using System.Collections.Generic;
using QuantConnect.Data.UniverseSelection;
namespace QuantConnect.Data.Fundamental
{
///
/// This is the simple average of the company's ROIC over the last 5 years. Return on invested capital is calculated by taking net operating profit after taxes and dividends and dividing by the total amount of capital invested and expressing the result as a percentage.
///
public class AVG5YrsROIC : MultiPeriodField
{
///
/// The default period
///
protected override string DefaultPeriod => "FiveYears";
///
/// Gets/sets the FiveYears period value for the field
///
[JsonProperty("5Y")]
public double FiveYears => FundamentalService.Get(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.OperationRatios_AVG5YrsROIC_FiveYears);
///
/// Returns true if the field contains a value for the default period
///
public override bool HasValue => !BaseFundamentalDataProvider.IsNone(typeof(double), FundamentalService.Get(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.OperationRatios_AVG5YrsROIC_FiveYears));
///
/// Returns the default value for the field
///
public override double Value
{
get
{
var defaultValue = FundamentalService.Get(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.OperationRatios_AVG5YrsROIC_FiveYears);
if (!BaseFundamentalDataProvider.IsNone(typeof(double), defaultValue))
{
return defaultValue;
}
return base.Value;
}
}
///
/// Gets a dictionary of period names and values for the field
///
/// The dictionary of period names and values
public override IReadOnlyDictionary GetPeriodValues()
{
var result = new Dictionary();
foreach (var kvp in new[] { new Tuple("5Y",FiveYears) })
{
if(!BaseFundamentalDataProvider.IsNone(typeof(double), kvp.Item2))
{
result[kvp.Item1] = kvp.Item2;
}
}
return result;
}
///
/// Gets the value of the field for the requested period
///
/// The requested period
/// The value for the period
public override double GetPeriodValue(string period) => FundamentalService.Get(TimeProvider.GetUtcNow(), SecurityIdentifier, Enum.Parse($"OperationRatios_AVG5YrsROIC_{ConvertPeriod(period)}"));
///
/// Creates a new empty instance
///
public AVG5YrsROIC()
{
}
///
/// Creates a new instance for the given time and security
///
public AVG5YrsROIC(ITimeProvider timeProvider, SecurityIdentifier securityIdentifier) : base(timeProvider, securityIdentifier)
{
}
}
}