/* * 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]; } } } }