/*
* 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 QuantConnect.Data.Market;
using System.Collections.Generic;
namespace QuantConnect.Lean.Engine.DataFeeds.Enumerators
{
///
/// Event provider who will emit events
///
/// Only special behavior is that it will refresh factor file on each new tradable date event
public class LiveDividendEventProvider : DividendEventProvider
{
///
/// Check for dividends and returns them
///
/// The new tradable day event arguments
/// New Dividend event if any
public override IEnumerable GetEvents(NewTradableDateEventArgs eventArgs)
{
var currentInstance = FactorFile;
// refresh factor file instance
InitializeFactorFile();
var newInstance = FactorFile;
if (currentInstance?.Count() != newInstance?.Count())
{
// 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($"LiveDividendEventProvider({Config.ToString(symbol)}): new tradable date {eventArgs.Date:yyyyMMdd}. " +
$"New FactorFile: {!ReferenceEquals(currentInstance, newInstance)}. " +
$"FactorFile.Count Old: {currentInstance?.Count()} New: {newInstance?.Count()}");
}
return base.GetEvents(eventArgs);
}
}
}