/* * 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.Linq; using QuantConnect.Data; using QuantConnect.Logging; using System.Collections.Generic; namespace QuantConnect.Lean.Engine.DataFeeds.Enumerators { /// /// Delisting event provider implementation which will source the delisting date based on new map files /// public class LiveDelistingEventProvider : DelistingEventProvider { /// /// Check for delistings /// /// The new tradable day event arguments /// New delisting event if any public override IEnumerable GetEvents(NewTradableDateEventArgs eventArgs) { var currentInstance = MapFile; // refresh map file instance InitializeMapFile(); var newInstance = MapFile; if (currentInstance?.LastOrDefault()?.Date != newInstance?.LastOrDefault()?.Date) { // All future and option contracts sharing the same canonical symbol, share the same configuration too. Thus, in // order to reduce logs, we log the configuration using the canonical symbol. See the optional parameter // "overrideMessageFloodProtection" in Log.Trace() method for more information var symbol = Config.Symbol.HasCanonical() ? Config.Symbol.Canonical.Value : Config.Symbol.Value; Log.Trace($"LiveDelistingEventProvider({Config.ToString(symbol)}): new tradable date {eventArgs.Date:yyyyMMdd}. " + $"MapFile.LastDate Old: {currentInstance?.LastOrDefault()?.Date:yyyyMMdd} New: {newInstance?.LastOrDefault()?.Date:yyyyMMdd}"); } return base.GetEvents(eventArgs); } } }