/* * 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; } } }