/*
* 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 QuantConnect.Python;
using System;
namespace QuantConnect.Data.Market
{
///
/// Defines a base for a single contract, like an option or future contract
///
public abstract class BaseContract : ISymbolProvider
{
///
/// Gets the contract's symbol
///
[PandasIgnore]
public Symbol Symbol
{
get; set;
}
///
/// The security identifier of the symbol
///
[PandasIgnore]
public SecurityIdentifier ID => Symbol.ID;
///
/// Gets the underlying security's symbol
///
public Symbol UnderlyingSymbol => Symbol.Underlying;
///
/// Gets the expiration date
///
public DateTime Expiry => Symbol.ID.Date;
///
/// Gets the local date time this contract's data was last updated
///
[PandasIgnore]
public DateTime Time
{
get; set;
}
///
/// Gets the open interest
///
public virtual decimal OpenInterest { get; set; }
///
/// Gets the last price this contract traded at
///
public virtual decimal LastPrice { get; set; }
///
/// Gets the last volume this contract traded at
///
public virtual long Volume { get; set; }
///
/// Gets the current bid price
///
public virtual decimal BidPrice { get; set; }
///
/// Get the current bid size
///
public virtual long BidSize { get; set; }
///
/// Gets the ask price
///
public virtual decimal AskPrice { get; set; }
///
/// Gets the current ask size
///
public virtual long AskSize { get; set; }
///
/// Initializes a new instance of the class
///
/// The contract symbol
protected BaseContract(Symbol symbol)
{
Symbol = symbol;
}
///
/// Returns a string that represents the current object.
///
///
/// A string that represents the current object.
///
public override string ToString() => Symbol.Value;
///
/// Updates the contract with the new data, which can be a or or
///
internal abstract void Update(BaseData data);
}
}