/* * 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; } } } }