using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
namespace QuantConnect
{
///
/// Enum lists available trading events
///
public enum TradingDayType
{
///
/// Business day
///
BusinessDay,
///
/// Public Holiday
///
PublicHoliday,
///
/// Weekend
///
Weekend,
///
/// Option Expiration Date
///
OptionExpiration,
///
/// Futures Expiration Date
///
FutureExpiration,
///
/// Futures Roll Date
///
/// Not used yet. For future use.
FutureRoll,
///
/// Symbol Delisting Date
///
/// Not used yet. For future use.
SymbolDelisting,
///
/// Equity Ex-dividend Date
///
/// Not used yet. For future use.
EquityDividends,
///
/// FX Economic Event
///
/// FX Economic Event e.g. from DailyFx (DailyFx.cs). Not used yet. For future use.
EconomicEvent
}
///
/// Class contains trading events associated with particular day in
///
public class TradingDay
{
///
/// The date that this instance is associated with
///
public DateTime Date { get; internal set; }
///
/// Property returns true, if the day is a business day
///
public bool BusinessDay { get; internal set; }
///
/// Property returns true, if the day is a public holiday
///
public bool PublicHoliday { get; internal set; }
///
/// Property returns true, if the day is a weekend
///
public bool Weekend { get; internal set; }
///
/// Property returns the list of options (among currently traded) that expire on this day
///
public IEnumerable OptionExpirations { get; internal set; }
///
/// Property returns the list of futures (among currently traded) that expire on this day
///
public IEnumerable FutureExpirations { get; internal set; }
///
/// Property returns the list of futures (among currently traded) that roll forward on this day
///
/// Not used yet. For future use.
public IEnumerable FutureRolls { get; internal set; }
///
/// Property returns the list of symbols (among currently traded) that are delisted on this day
///
/// Not used yet. For future use.
public IEnumerable SymbolDelistings { get; internal set; }
///
/// Property returns the list of symbols (among currently traded) that have ex-dividend date on this day
///
/// Not used yet. For future use.
public IEnumerable EquityDividends { get; internal set; }
}
}