/* * 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 NodaTime; using QuantConnect.Securities; namespace QuantConnect.Scheduling { /// /// Base rule scheduler /// public class BaseScheduleRules { /// /// The algorithm's default time zone /// protected DateTimeZone TimeZone { get; set; } /// /// The security manager /// protected SecurityManager Securities { get; set; } /// /// The market hours database instance to use /// protected MarketHoursDatabase MarketHoursDatabase { get; set; } /// /// Initializes a new instance of the helper class /// /// The security manager /// The algorithm's default time zone /// The market hours database instance to use public BaseScheduleRules(SecurityManager securities, DateTimeZone timeZone, MarketHoursDatabase marketHoursDatabase) { Securities = securities; TimeZone = timeZone; MarketHoursDatabase = marketHoursDatabase; } /// /// Helper method to fetch the security exchange hours /// protected SecurityExchangeHours GetSecurityExchangeHours(Symbol symbol) { if (!Securities.TryGetValue(symbol, out var security)) { return MarketHoursDatabase.GetEntry(symbol.ID.Market, symbol, symbol.SecurityType).ExchangeHours; } return security.Exchange.Hours; } } }