/*
* 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.Collections.Generic;
namespace QuantConnect.Report
{
///
/// Crisis events utility class
///
public class Crisis
{
///
/// Crisis events and pre-defined values
///
public static readonly Dictionary Events = new Dictionary
{
{CrisisEvent.DotCom, new Crisis("DotCom Bubble 2000", new DateTime(2000, 2, 26), new DateTime(2000, 9, 10)) },
{CrisisEvent.SeptemberEleventh, new Crisis("September 11, 2001", new DateTime(2001, 9, 5), new DateTime(2001, 10, 10)) },
{CrisisEvent.USHousingBubble2003, new Crisis("U.S. Housing Bubble 2003", new DateTime(2003, 1, 1), new DateTime(2003, 2, 20)) },
{CrisisEvent.GlobalFinancialCrisis, new Crisis("Global Financial Crisis 2007", new DateTime(2007, 10, 1), new DateTime(2011, 12, 1))},
{CrisisEvent.FlashCrash, new Crisis("Flash Crash 2010", new DateTime(2010, 5, 1), new DateTime(2010, 5, 22))},
{CrisisEvent.FukushimaMeltdown, new Crisis("Fukushima Meltdown 2011", new DateTime(2011, 3, 1), new DateTime(2011, 4, 22)) },
{CrisisEvent.USDowngradeEuropeanDebt, new Crisis("U.S. Credit Downgrade 2011", new DateTime(2011, 8, 5), new DateTime(2011, 9, 1))},
{CrisisEvent.EurozoneSeptember2012, new Crisis("ECB IR Event 2012", new DateTime(2012, 9, 5), new DateTime(2012, 10, 12))},
{CrisisEvent.EurozoneOctober2014, new Crisis("European Debt Crisis 2014", new DateTime(2014, 10, 1), new DateTime(2014, 10, 29))},
{CrisisEvent.MarketSellOff2015, new Crisis("Market Sell-Off 2015", new DateTime(2015, 8, 10), new DateTime(2015, 10, 10))},
{CrisisEvent.Recovery, new Crisis("Recovery 2010-2012", new DateTime(2010, 1, 1), new DateTime(2012, 10, 1))},
{CrisisEvent.NewNormal, new Crisis("New Normal 2014-2019", new DateTime(2014, 1, 1), new DateTime(2019, 1, 1))},
{CrisisEvent.COVID19, new Crisis("COVID-19 Pandemic 2020", new DateTime(2020, 2, 10), new DateTime(2020, 9, 20))},
{CrisisEvent.PostCOVIDRunUp, new Crisis("Post-COVID Run-up 2020-2021", new DateTime(2020, 4, 1), new DateTime(2022, 1, 1))},
{CrisisEvent.MemeSeason, new Crisis("Meme Season 2021", new DateTime(2021, 1, 1), new DateTime(2021, 5, 15))},
{CrisisEvent.RussiaInvadesUkraine, new Crisis("Russia Invades Ukraine 2022-2023", new DateTime(2022, 2, 1), new DateTime(2024, 1, 1))},
{CrisisEvent.AIBoom, new Crisis("AI Boom 2022-Present", new DateTime(2022, 11, 30), DateTime.Now)},
};
///
/// Start of the crisis event
///
public DateTime Start { get; }
///
/// End of the crisis event
///
public DateTime End { get; }
///
/// Name of the crisis
///
public string Name { get; }
///
/// Creates a new crisis instance with the given name and start/end date.
///
/// Name of the crisis
/// Start date of the crisis
/// End date of the crisis
public Crisis(string name, DateTime start, DateTime end)
{
Name = name;
Start = start;
End = end;
}
///
/// Returns a pre-defined crisis event
///
/// Crisis Event
/// Pre-defined crisis event
public static Crisis FromCrisis(CrisisEvent crisisEvent)
{
return Events[crisisEvent];
}
///
/// Converts instance to string using the dates in the instance as start/end dates
///
///
public override string ToString()
{
return ToString(Start, End);
}
///
/// Converts instance to string using the provided dates
///
/// Start date
/// End date
///
public string ToString(DateTime start, DateTime end)
{
return $"{Name}";
}
}
}