/*
* 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 QuantConnect.Data;
using QuantConnect.Data.Auxiliary;
using QuantConnect.Data.UniverseSelection;
using System.Linq;
namespace QuantConnect.Lean.Engine.DataFeeds.Enumerators
{
///
/// Enumerates data into instances
///
public class OptionChainUniverseDataCollectionEnumerator : BaseDataCollectionAggregatorEnumerator
{
///
/// Initializes a new instance of the class
///
/// The enumerator to aggregate
/// The output data's symbol
public OptionChainUniverseDataCollectionEnumerator(IEnumerator enumerator, Symbol symbol)
: base(enumerator, symbol)
{
}
///
/// Adds the specified instance of to the current collection
///
/// The collection to be added to
/// The data to be added
protected override void Add(OptionChainUniverseDataCollection collection, BaseData current)
{
var baseDataCollection = current as BaseDataCollection;
if (baseDataCollection != null)
{
if (baseDataCollection.Data.Count > 1)
SetData(collection, baseDataCollection.Data);
else if (baseDataCollection.Data.Count == 1)
collection.Underlying = baseDataCollection.Data[0];
}
}
}
}