/* * 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; namespace QuantConnect.Data.Market { /// /// Symbol changed event of a security. This is generated when a symbol is remapped for a given /// security, for example, at EOD 2014.04.02 GOOG turned into GOOGL, but are the same /// public class SymbolChangedEvent : BaseData { /// /// Gets the symbol before the change /// public string OldSymbol { get; private set; } /// /// Gets the symbol after the change /// public string NewSymbol { get; private set; } /// /// Initializes a new default instance of the class /// public SymbolChangedEvent() { DataType = MarketDataType.Auxiliary; } /// /// Initializes a new instance of the /// /// The symbol that was originally requested /// The date/time this symbol remapping took place /// The old symbol mapping /// The new symbol mapping public SymbolChangedEvent(Symbol requestedSymbol, DateTime date, string oldSymbol, string newSymbol) : this() { Time = date; Symbol = requestedSymbol; OldSymbol = oldSymbol; NewSymbol = newSymbol; } /// /// 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 SymbolChangedEvent(Symbol, Time, OldSymbol, NewSymbol); } /// /// Friendly string representation of this symbol changed event /// public override string ToString() { return $"{Time} {OldSymbol}->{NewSymbol}"; } } }