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; } } }