Files
quantconnect--lean/Common/API/Split.cs
2018-08-15 13:45:12 -04:00

79 lines
2.3 KiB
C#

/*
* 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;
using System.Collections.Generic;
using Newtonsoft.Json;
using QuantConnect.Api;
using QuantConnect.Util;
namespace QuantConnect.API
{
/// <summary>
/// Split returned from the api
/// </summary>
public class Split
{
/// <summary>
/// The Symbol
/// </summary>
public Symbol Symbol
{
get
{
var sid = SecurityIdentifier.Parse(SymbolID);
return new Symbol(sid, sid.Symbol);
}
}
/// <summary>
/// The requested symbol ID
/// </summary>
[JsonProperty(PropertyName = "symbol_id")]
public string SymbolID { get; set; }
/// <summary>
/// The date of the split
/// </summary>
[JsonProperty(PropertyName = "date")]
[JsonConverter(typeof(DateTimeJsonConverter), "yyyyMMdd")]
public DateTime Date { get; set; }
/// <summary>
/// The split factor
/// </summary>
[JsonProperty(PropertyName = "split_factor")]
public decimal SplitFactor { get; set; }
/// <summary>
/// The reference price for the split
/// </summary>
[JsonProperty(PropertyName = "reference_price")]
public decimal ReferencePrice { get; set; }
}
/// <summary>
/// Collection container for a list of split objects
/// </summary>
public class SplitList : RestResponse
{
/// <summary>
/// The splits list
/// </summary>
[JsonProperty(PropertyName = "splits")]
public List<Split> Splits { get; set; }
}
}