/*
* 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 Newtonsoft.Json;
using QuantConnect.Orders;
namespace QuantConnect.Data.Market
{
///
/// Delisting event of a security
///
public class Delisting : BaseData
{
///
/// Gets the type of delisting, warning or delisted
/// A is sent
///
[JsonProperty]
public DelistingType Type { get; private set; }
///
/// Gets the that was submitted to liquidate this position
///
public OrderTicket Ticket { get; private set; }
///
/// Initializes a new instance of the class
///
public Delisting()
{
DataType = MarketDataType.Auxiliary;
Type = DelistingType.Delisted;
}
///
/// Initializes a new instance of the class
///
/// The delisted symbol
/// The date the symbol was delisted
/// The final price before delisting
/// The type of delisting event
public Delisting(Symbol symbol, DateTime date, decimal price, DelistingType type)
: this()
{
Symbol = symbol;
Time = date;
Value = price;
Type = type;
}
///
/// Sets the used to liquidate this position
///
/// The ticket that represents the order to liquidate this position
public void SetOrderTicket(OrderTicket ticket)
{
Ticket = ticket;
}
///
/// Reader converts each line of the data source into BaseData objects. Each data type creates its own factory method, and returns a new instance of the object
/// each time it is called.
///
/// Subscription data config setup object
/// Line of the source document
/// Date of the requested data
/// true if we're in live mode, false for backtesting mode
/// Instance of the T:BaseData object generated by this line of the CSV
public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode)
{
throw new NotImplementedException("This method is not supposed to be called on the Delisting type.");
}
///
/// Return the URL string source of the file. This will be converted to a stream
///
/// Configuration object
/// Date of this source file
/// true if we're in live mode, false for backtesting mode
/// String URL of source file.
public override SubscriptionDataSource GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode)
{
return null;
}
///
/// Return a new instance clone of this object, used in fill forward
///
///
/// This base implementation uses reflection to copy all public fields and properties
///
/// A clone of the current object
public override BaseData Clone()
{
return new Delisting(Symbol, Time, Price, Type);
}
///
/// Formats a string with the symbol and value.
///
/// string - a string formatted as SPY: 167.753
public override string ToString()
{
var type = Type == DelistingType.Warning ? "Delisting Warning" : "Delisted";
return $"{type}: {Symbol} {EndTime}";
}
}
}