/*
* 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 System.Collections.Generic;
using System.Linq;
namespace QuantConnect.Data
{
///
/// Provides convenient methods for holding several
///
public class SubscriptionDataConfigList : List
{
///
/// for which this class holds
///
public Symbol Symbol { get; private set; }
///
/// Assume that the InternalDataFeed is the same for both
///
public bool IsInternalFeed
{
get
{
var first = this.FirstOrDefault();
return first != null && first.IsInternalFeed;
}
}
///
/// Default constructor that specifies the that the represent
///
///
public SubscriptionDataConfigList(Symbol symbol)
{
Symbol = symbol;
}
///
/// Sets the for all contained in the list
///
///
public void SetDataNormalizationMode(DataNormalizationMode normalizationMode)
{
if (Symbol.SecurityType.IsOption() && normalizationMode != DataNormalizationMode.Raw)
{
throw new ArgumentException($"DataNormalizationMode.Raw must be used with SecurityType {Symbol.SecurityType}");
}
foreach (var config in this)
{
config.DataNormalizationMode = normalizationMode;
}
}
}
}