/*
* 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();
}
}
}
}