/* * 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.Linq; using System.Collections; using System.Collections.Generic; namespace QuantConnect.Securities { /// /// Derivate security universe selection filter which will always return empty /// public class EmptyContractFilter : IDerivativeSecurityFilter where T : IChainUniverseData { /// /// True if this universe filter can run async in the data stack /// public bool Asynchronous { get; set; } = true; /// /// Filters the input set of symbols represented by the universe /// /// derivative symbols universe used in filtering /// The filtered set of symbols public IDerivativeSecurityFilterUniverse Filter(IDerivativeSecurityFilterUniverse universe) { return new NoneIDerivativeSecurityFilterUniverse(); } private class NoneIDerivativeSecurityFilterUniverse : IDerivativeSecurityFilterUniverse { public DateTime LocalTime => default; public IEnumerator GetEnumerator() { return Enumerable.Empty().GetEnumerator(); } IEnumerator IEnumerable.GetEnumerator() { return Enumerable.Empty().GetEnumerator(); } } } }