/*
* 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;
namespace QuantConnect.Data.Market
{
///
/// Collection of splits keyed by
///
public class Splits : DataDictionary
{
///
/// Initializes a new instance of the dictionary
///
public Splits()
{
}
///
/// Initializes a new instance of the dictionary
///
/// The time associated with the data in this dictionary
public Splits(DateTime frontier)
: base(frontier)
{
}
///
/// Gets or sets the Split with the specified ticker.
///
///
/// The Split with the specified ticker.
///
/// The ticker of the element to get or set.
/// Wraps the base implementation to enable indexing in python algorithms due to pythonnet limitations
public new Split this[string ticker] { get { return base[ticker]; } set { base[ticker] = value; } }
///
/// Gets or sets the Split with the specified Symbol.
///
///
/// The Split with the specified Symbol.
///
/// The Symbol of the element to get or set.
/// Wraps the base implementation to enable indexing in python algorithms due to pythonnet limitations
public new Split this[Symbol symbol] { get { return base[symbol]; } set { base[symbol] = value; } }
}
}