/* * 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 { /// /// Impairments are considered to be permanent, which is a downward revaluation of fixed assets. If the sum of all estimated future cash flows is less than the carrying value of the asset, then the asset would be considered impaired and would have to be written down to its fair value. Once an asset is written down, it may only be written back up under very few circumstances. Usually the company uses the sum of undiscounted future cash flows to determine if the impairment should occur, and uses the sum of discounted future cash flows to make the impairment judgment. The impairment decision emphasizes on capital assets' future profit collection ability. /// public class ImpairmentOfCapitalAssetsIncomeStatement : MultiPeriodField { /// /// The default period /// protected override string DefaultPeriod => "TwelveMonths"; /// /// Gets/sets the OneMonth period value for the field /// [JsonProperty("1M")] public double OneMonth => FundamentalService.Get(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_IncomeStatement_ImpairmentOfCapitalAssets_OneMonth); /// /// Gets/sets the TwoMonths period value for the field /// [JsonProperty("2M")] public double TwoMonths => FundamentalService.Get(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_IncomeStatement_ImpairmentOfCapitalAssets_TwoMonths); /// /// Gets/sets the ThreeMonths period value for the field /// [JsonProperty("3M")] public double ThreeMonths => FundamentalService.Get(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_IncomeStatement_ImpairmentOfCapitalAssets_ThreeMonths); /// /// Gets/sets the SixMonths period value for the field /// [JsonProperty("6M")] public double SixMonths => FundamentalService.Get(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_IncomeStatement_ImpairmentOfCapitalAssets_SixMonths); /// /// Gets/sets the NineMonths period value for the field /// [JsonProperty("9M")] public double NineMonths => FundamentalService.Get(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_IncomeStatement_ImpairmentOfCapitalAssets_NineMonths); /// /// Gets/sets the TwelveMonths period value for the field /// [JsonProperty("12M")] public double TwelveMonths => FundamentalService.Get(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_IncomeStatement_ImpairmentOfCapitalAssets_TwelveMonths); /// /// 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.FinancialStatements_IncomeStatement_ImpairmentOfCapitalAssets_TwelveMonths)); /// /// Returns the default value for the field /// public override double Value { get { var defaultValue = FundamentalService.Get(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_IncomeStatement_ImpairmentOfCapitalAssets_TwelveMonths); 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("1M",OneMonth), new Tuple("2M",TwoMonths), new Tuple("3M",ThreeMonths), new Tuple("6M",SixMonths), new Tuple("9M",NineMonths), new Tuple("12M",TwelveMonths) }) { 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($"FinancialStatements_IncomeStatement_ImpairmentOfCapitalAssets_{ConvertPeriod(period)}")); /// /// Creates a new empty instance /// public ImpairmentOfCapitalAssetsIncomeStatement() { } /// /// Creates a new instance for the given time and security /// public ImpairmentOfCapitalAssetsIncomeStatement(ITimeProvider timeProvider, SecurityIdentifier securityIdentifier) : base(timeProvider, securityIdentifier) { } } }