/*
* 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.Collections.Generic;
using System.Linq;
namespace QuantConnect.Data
{
///
/// Helper methods used to determine different configurations properties
/// for a given set of
///
public static class SubscriptionDataConfigExtensions
{
///
/// Extension method used to obtain the highest
/// for a given set of
///
///
/// The highest resolution, if there
/// are no subscriptions
public static Resolution GetHighestResolution(
this IEnumerable subscriptionDataConfigs)
{
return subscriptionDataConfigs
.Select(x => x.Resolution)
.DefaultIfEmpty(Resolution.Daily)
.Min();
}
///
/// Extension method used to determine if FillForward is enabled
/// for a given set of
///
///
/// True, at least one subscription has it enabled
public static bool IsFillForward(
this IEnumerable subscriptionDataConfigs)
{
return subscriptionDataConfigs.Any(x => x.FillDataForward);
}
///
/// Extension method used to determine if ExtendedMarketHours is enabled
/// for a given set of
///
///
/// True, at least one subscription has it enabled
public static bool IsExtendedMarketHours(
this IEnumerable subscriptionDataConfigs)
{
return subscriptionDataConfigs.Any(x => x.ExtendedMarketHours);
}
///
/// Extension method used to determine if it is custom data
/// for a given set of
///
///
/// True, at least one subscription is custom data
public static bool IsCustomData(
this IEnumerable subscriptionDataConfigs)
{
return subscriptionDataConfigs.Any(x => x.IsCustomData);
}
///
/// Extension method used to determine what
/// to use for a given set of
///
///
/// The first DataNormalizationMode,
/// if there are no subscriptions
public static DataNormalizationMode DataNormalizationMode(
this IEnumerable subscriptionDataConfigs)
{
return subscriptionDataConfigs.
Select(x => x.DataNormalizationMode)
.DefaultIfEmpty(QuantConnect.DataNormalizationMode.Adjusted)
.First();
}
///
/// Sets the data normalization mode to be used by
/// this set of
///
public static void SetDataNormalizationMode(
this IEnumerable subscriptionDataConfigs,
DataNormalizationMode mode)
{
foreach (var subscription in subscriptionDataConfigs)
{
subscription.DataNormalizationMode = mode;
}
}
}
}