/*
* 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 QuantConnect.Data.Auxiliary;
using System;
using System.Linq;
namespace QuantConnect.ToolBox.CoarseUniverseGenerator
{
///
/// Auxiliary class for handling map files and SID.
///
internal class SecurityIdentifierContext
{
///
/// Initializes a new instance of the class.
///
/// The map file.
/// The market.
public SecurityIdentifierContext(MapFile mapFile, string market)
{
MapFile = mapFile;
SID = SecurityIdentifier.GenerateEquity(MapFile.FirstDate, MapFile.FirstTicker, market);
MapFileRows = MapFile.Select(mfr => new Tuple(mfr.Date, mfr.MappedSymbol)).ToArray();
Tickers = MapFile.Select(mfr => mfr.MappedSymbol.ToLowerInvariant()).Distinct().ToArray();
LastTicker = MapFile.Last().MappedSymbol.ToLowerInvariant();
}
///
/// Gets the sid.
///
///
/// The sid.
///
public SecurityIdentifier SID { get; }
///
/// Gets the map file.
///
///
/// The map file.
///
public MapFile MapFile { get; }
///
/// Gets the map file rows.
///
///
/// The map file rows.
///
public Tuple[] MapFileRows { get; }
///
/// Gets the tickers.
///
///
/// The tickers.
///
public string[] Tickers { get; }
///
/// Gets the last ticker.
///
///
/// The last ticker.
///
public string LastTicker { get; }
}
}