Martin Molinero
8d5745319e
> This PR is a mechanical refactor, no behaviour changed - Obsoleting `DataNormalizationMode`. Replacing the usaged by requesting the `SubscriptionDataConfigs` to the new `SubscriptionDataConfigService` > Note we still need to refresh the Security.DataNormalizationMode property.
785 lines
28 KiB
C#
785 lines
28 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System;
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using System.Collections.Concurrent;
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using System.Collections.Generic;
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using System.Linq;
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using QuantConnect.Data;
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using QuantConnect.Orders.Fees;
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using QuantConnect.Orders.Fills;
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using QuantConnect.Orders.Slippage;
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using QuantConnect.Securities.Equity;
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using QuantConnect.Securities.Forex;
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using QuantConnect.Securities.Interfaces;
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using QuantConnect.Data.Market;
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using QuantConnect.Python;
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using Python.Runtime;
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using QuantConnect.Data.Fundamental;
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using QuantConnect.Data.UniverseSelection;
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using QuantConnect.Interfaces;
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namespace QuantConnect.Securities
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{
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/// <summary>
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/// A base vehicle properties class for providing a common interface to all assets in QuantConnect.
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/// </summary>
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/// <remarks>
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/// Security object is intended to hold properties of the specific security asset. These properties can include trade start-stop dates,
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/// price, market hours, resolution of the security, the holdings information for this security and the specific fill model.
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/// </remarks>
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public class Security : ISecurityPrice
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{
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private readonly ICurrencyConverter _currencyConverter;
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private LocalTimeKeeper _localTimeKeeper;
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// using concurrent bag to avoid list enumeration threading issues
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protected readonly ConcurrentBag<SubscriptionDataConfig> SubscriptionsBag;
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/// <summary>
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/// Gets all the subscriptions for this security
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/// </summary>
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public IEnumerable<SubscriptionDataConfig> Subscriptions => SubscriptionsBag;
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/// <summary>
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/// <see cref="Symbol"/> for the asset.
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/// </summary>
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public Symbol Symbol { get; }
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/// <summary>
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/// Gets the Cash object used for converting the quote currency to the account currency
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/// </summary>
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public Cash QuoteCurrency
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{
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get;
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}
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/// <summary>
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/// Gets the symbol properties for this security
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/// </summary>
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public SymbolProperties SymbolProperties
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{
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get;
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}
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/// <summary>
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/// Type of the security.
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/// </summary>
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/// <remarks>
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/// QuantConnect currently only supports Equities and Forex
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/// </remarks>
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public SecurityType Type => Symbol.ID.SecurityType;
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/// <summary>
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/// Resolution of data requested for this security.
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/// </summary>
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/// <remarks>Tick, second or minute resolution for QuantConnect assets.</remarks>
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[Obsolete("This property is obsolete. Use the 'SubscriptionDataConfig' exposed by 'SubscriptionManager'")]
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public Resolution Resolution { get; private set; }
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/// <summary>
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/// Indicates the data will use previous bars when there was no trading in this time period. This was a configurable datastream setting set in initialization.
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/// </summary>
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[Obsolete("This property is obsolete. Use the 'SubscriptionDataConfig' exposed by 'SubscriptionManager'")]
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public bool IsFillDataForward { get; private set; }
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/// <summary>
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/// Indicates the security will continue feeding data after the primary market hours have closed. This was a configurable setting set in initialization.
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/// </summary>
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[Obsolete("This property is obsolete. Use the 'SubscriptionDataConfig' exposed by 'SubscriptionManager'")]
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public bool IsExtendedMarketHours { get; private set; }
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/// <summary>
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/// Gets the data normalization mode used for this security
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/// </summary>
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[Obsolete("This property is obsolete. Use the 'SubscriptionDataConfig' exposed by 'SubscriptionManager'")]
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public DataNormalizationMode DataNormalizationMode { get; private set; }
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/// <summary>
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/// Gets the subscription configuration for this security
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/// </summary>
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[Obsolete("This property returns only the first subscription. Use the 'Subscriptions' property for all of this security's subscriptions.")]
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public SubscriptionDataConfig SubscriptionDataConfig => SubscriptionsBag.FirstOrDefault();
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/// <summary>
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/// There has been at least one datapoint since our algorithm started running for us to determine price.
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/// </summary>
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public bool HasData => GetLastData() != null;
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/// <summary>
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/// Gets or sets whether or not this security should be considered tradable
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/// </summary>
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public bool IsTradable
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{
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get; set;
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}
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/// <summary>
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/// True if the security has been delisted from exchanges and is no longer tradable
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/// </summary>
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public bool IsDelisted { get; set; }
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/// <summary>
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/// Data cache for the security to store previous price information.
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/// </summary>
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/// <seealso cref="EquityCache"/>
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/// <seealso cref="ForexCache"/>
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public SecurityCache Cache
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{
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get; set;
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}
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/// <summary>
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/// Holdings class contains the portfolio, cash and processes order fills.
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/// </summary>
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/// <seealso cref="EquityHolding"/>
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/// <seealso cref="ForexHolding"/>
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public SecurityHolding Holdings
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{
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get;
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set;
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}
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/// <summary>
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/// Exchange class contains the market opening hours, along with pre-post market hours.
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/// </summary>
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/// <seealso cref="EquityExchange"/>
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/// <seealso cref="ForexExchange"/>
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public SecurityExchange Exchange
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{
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get;
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set;
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}
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/// <summary>
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/// Fee model used to compute order fees for this security
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/// </summary>
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public IFeeModel FeeModel
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{
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get;
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set;
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}
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/// <summary>
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/// Fill model used to produce fill events for this security
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/// </summary>
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public IFillModel FillModel
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{
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get;
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set;
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}
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/// <summary>
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/// Slippage model use to compute slippage of market orders
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/// </summary>
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public ISlippageModel SlippageModel
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{
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get;
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set;
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}
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/// <summary>
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/// Gets the portfolio model used by this security
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/// </summary>
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public ISecurityPortfolioModel PortfolioModel
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{
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get;
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set;
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}
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/// <summary>
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/// Gets the buying power model used for this security
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/// </summary>
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public IBuyingPowerModel BuyingPowerModel
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{
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get;
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set;
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}
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/// <summary>
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/// Gets the buying power model used for this security, an alias for <see cref="BuyingPowerModel"/>
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/// </summary>
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public IBuyingPowerModel MarginModel
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{
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get { return BuyingPowerModel; }
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set { BuyingPowerModel = value; }
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}
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/// <summary>
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/// Gets the settlement model used for this security
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/// </summary>
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public ISettlementModel SettlementModel
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{
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get;
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set;
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}
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/// <summary>
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/// Gets the volatility model used for this security
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/// </summary>
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public IVolatilityModel VolatilityModel
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{
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get;
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set;
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}
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/// <summary>
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/// Customizable data filter to filter outlier ticks before they are passed into user event handlers.
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/// By default all ticks are passed into the user algorithms.
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/// </summary>
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/// <remarks>TradeBars (seconds and minute bars) are prefiltered to ensure the ticks which build the bars are realistically tradeable</remarks>
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/// <seealso cref="EquityDataFilter"/>
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/// <seealso cref="ForexDataFilter"/>
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public ISecurityDataFilter DataFilter
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{
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get;
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set;
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}
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/// <summary>
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/// Customizable price variation model used to define the minimum price variation of this security.
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/// By default minimum price variation is a constant find in the symbol-properties-database.
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/// </summary>
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/// <seealso cref="AdjustedPriceVariationModel"/>
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/// <seealso cref="SecurityPriceVariationModel"/>
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/// <seealso cref="EquityPriceVariationModel"/>
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public IPriceVariationModel PriceVariationModel
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{
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get;
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set;
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}
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/// <summary>
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/// Construct a new security vehicle based on the user options.
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/// </summary>
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public Security(SecurityExchangeHours exchangeHours, SubscriptionDataConfig config, Cash quoteCurrency, SymbolProperties symbolProperties, ICurrencyConverter currencyConverter)
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: this(config,
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quoteCurrency,
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symbolProperties,
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new SecurityExchange(exchangeHours),
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new SecurityCache(),
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new SecurityPortfolioModel(),
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new ImmediateFillModel(),
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new InteractiveBrokersFeeModel(),
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new ConstantSlippageModel(0),
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new ImmediateSettlementModel(),
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Securities.VolatilityModel.Null,
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new SecurityMarginModel(),
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new SecurityDataFilter(),
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new SecurityPriceVariationModel(),
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currencyConverter
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)
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{
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}
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/// <summary>
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/// Construct a new security vehicle based on the user options.
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/// </summary>
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public Security(Symbol symbol, SecurityExchangeHours exchangeHours, Cash quoteCurrency, SymbolProperties symbolProperties, ICurrencyConverter currencyConverter)
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: this(symbol,
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quoteCurrency,
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symbolProperties,
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new SecurityExchange(exchangeHours),
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new SecurityCache(),
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new SecurityPortfolioModel(),
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new ImmediateFillModel(),
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new InteractiveBrokersFeeModel(),
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new ConstantSlippageModel(0),
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new ImmediateSettlementModel(),
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Securities.VolatilityModel.Null,
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new SecurityMarginModel(),
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new SecurityDataFilter(),
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new SecurityPriceVariationModel(),
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currencyConverter
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)
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{
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}
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/// <summary>
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/// Construct a new security vehicle based on the user options.
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/// </summary>
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protected Security(Symbol symbol,
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Cash quoteCurrency,
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SymbolProperties symbolProperties,
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SecurityExchange exchange,
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SecurityCache cache,
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ISecurityPortfolioModel portfolioModel,
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IFillModel fillModel,
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IFeeModel feeModel,
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ISlippageModel slippageModel,
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ISettlementModel settlementModel,
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IVolatilityModel volatilityModel,
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IBuyingPowerModel buyingPowerModel,
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ISecurityDataFilter dataFilter,
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IPriceVariationModel priceVariationModel,
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ICurrencyConverter currencyConverter
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)
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{
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if (symbolProperties == null)
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{
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throw new ArgumentNullException("symbolProperties", "Security requires a valid SymbolProperties instance.");
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}
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if (symbolProperties.QuoteCurrency != quoteCurrency.Symbol)
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{
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throw new ArgumentException("symbolProperties.QuoteCurrency must match the quoteCurrency.Symbol");
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}
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this._currencyConverter = currencyConverter;
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Symbol = symbol;
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SubscriptionsBag = new ConcurrentBag<SubscriptionDataConfig>();
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QuoteCurrency = quoteCurrency;
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SymbolProperties = symbolProperties;
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IsTradable = true;
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Cache = cache;
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Exchange = exchange;
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DataFilter = dataFilter;
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PriceVariationModel = priceVariationModel;
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PortfolioModel = portfolioModel;
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BuyingPowerModel = buyingPowerModel;
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FillModel = fillModel;
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FeeModel = feeModel;
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SlippageModel = slippageModel;
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SettlementModel = settlementModel;
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VolatilityModel = volatilityModel;
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Holdings = new SecurityHolding(this, currencyConverter);
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UpdateSubscriptionProperties();
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}
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/// <summary>
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/// Temporary convenience constructor
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/// </summary>
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protected Security(SubscriptionDataConfig config,
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Cash quoteCurrency,
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SymbolProperties symbolProperties,
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SecurityExchange exchange,
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SecurityCache cache,
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ISecurityPortfolioModel portfolioModel,
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IFillModel fillModel,
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IFeeModel feeModel,
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ISlippageModel slippageModel,
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ISettlementModel settlementModel,
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IVolatilityModel volatilityModel,
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IBuyingPowerModel buyingPowerModel,
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ISecurityDataFilter dataFilter,
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IPriceVariationModel priceVariationModel,
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ICurrencyConverter currencyConverter
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)
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: this(config.Symbol,
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quoteCurrency,
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symbolProperties,
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exchange,
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cache,
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portfolioModel,
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fillModel,
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feeModel,
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slippageModel,
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settlementModel,
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volatilityModel,
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buyingPowerModel,
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dataFilter,
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priceVariationModel,
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currencyConverter
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)
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{
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SubscriptionsBag.Add(config);
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UpdateSubscriptionProperties();
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}
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/// <summary>
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/// Read only property that checks if we currently own stock in the company.
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/// </summary>
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public virtual bool HoldStock => Holdings.AbsoluteQuantity > 0;
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/// <summary>
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/// Alias for HoldStock - Do we have any of this security
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/// </summary>
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public virtual bool Invested => HoldStock;
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/// <summary>
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/// Local time for this market
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/// </summary>
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public virtual DateTime LocalTime
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{
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get
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{
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if (_localTimeKeeper == null)
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{
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throw new Exception("Security.SetLocalTimeKeeper(LocalTimeKeeper) must be called in order to use the LocalTime property.");
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}
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return _localTimeKeeper.LocalTime;
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}
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}
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/// <summary>
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/// Get the current value of the security.
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/// </summary>
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public virtual decimal Price => Cache.Price;
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/// <summary>
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/// Leverage for this Security.
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/// </summary>
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public virtual decimal Leverage => Holdings.Leverage;
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/// <summary>
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/// If this uses tradebar data, return the most recent high.
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/// </summary>
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public virtual decimal High => Cache.High == 0 ? Price : Cache.High;
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/// <summary>
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/// If this uses tradebar data, return the most recent low.
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/// </summary>
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public virtual decimal Low => Cache.Low == 0 ? Price : Cache.Low;
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/// <summary>
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/// If this uses tradebar data, return the most recent close.
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/// </summary>
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public virtual decimal Close => Cache.Close == 0 ? Price : Cache.Close;
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/// <summary>
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/// If this uses tradebar data, return the most recent open.
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/// </summary>
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public virtual decimal Open => Cache.Open == 0 ? Price: Cache.Open;
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/// <summary>
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/// Access to the volume of the equity today
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/// </summary>
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public virtual decimal Volume => Cache.Volume;
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/// <summary>
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/// Gets the most recent bid price if available
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/// </summary>
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public virtual decimal BidPrice => Cache.BidPrice == 0 ? Price : Cache.BidPrice;
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/// <summary>
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/// Gets the most recent bid size if available
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/// </summary>
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public virtual decimal BidSize => Cache.BidSize;
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/// <summary>
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/// Gets the most recent ask price if available
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/// </summary>
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public virtual decimal AskPrice => Cache.AskPrice == 0 ? Price : Cache.AskPrice;
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/// <summary>
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/// Gets the most recent ask size if available
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/// </summary>
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public virtual decimal AskSize => Cache.AskSize;
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/// <summary>
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/// Access to the open interest of the security today
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/// </summary>
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public virtual long OpenInterest => Cache.OpenInterest;
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/// <summary>
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/// Gets the fundamental data associated with the security if there is any, otherwise null.
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/// </summary>
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public Fundamentals Fundamentals
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{
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get
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{
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if (Cache.GetData<Fundamentals>() != null)
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{
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return Cache.GetData<Fundamentals>();
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}
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var coarse = Cache.GetData<CoarseFundamental>();
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if (coarse == null)
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{
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return null;
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}
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return new Fundamentals
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{
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Symbol = Symbol,
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Value = coarse.Value,
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EndTime = coarse.EndTime,
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DollarVolume = coarse.DollarVolume,
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DataType = coarse.DataType,
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Market = coarse.Market,
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Volume = coarse.Volume
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};
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}
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}
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/// <summary>
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/// Get the last price update set to the security.
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/// </summary>
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/// <returns>BaseData object for this security</returns>
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public BaseData GetLastData()
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{
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return Cache.GetData();
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}
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/// <summary>
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/// Sets the <see cref="LocalTimeKeeper"/> to be used for this <see cref="Security"/>.
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/// This is the source of this instance's time.
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/// </summary>
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/// <param name="localTimeKeeper">The source of this <see cref="Security"/>'s time.</param>
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public void SetLocalTimeKeeper(LocalTimeKeeper localTimeKeeper)
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{
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_localTimeKeeper = localTimeKeeper;
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Exchange.SetLocalDateTimeFrontier(localTimeKeeper.LocalTime);
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_localTimeKeeper.TimeUpdated += (sender, args) =>
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{
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//Update the Exchange/Timer:
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Exchange.SetLocalDateTimeFrontier(args.Time);
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};
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}
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/// <summary>
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/// Update any security properties based on the latest market data and time
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/// </summary>
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/// <param name="data">New data packet from LEAN</param>
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public void SetMarketPrice(BaseData data)
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{
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//Add new point to cache:
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if (data == null) return;
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Cache.AddData(data);
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if (data is OpenInterest || data.Price == 0m) return;
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Holdings.UpdateMarketPrice(Price);
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VolatilityModel.Update(this, data);
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}
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/// <summary>
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/// Update any security properties based on the latest realtime data and time
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/// </summary>
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/// <param name="data">New data packet from LEAN</param>
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public void SetRealTimePrice(BaseData data)
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{
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//Add new point to cache:
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if (data == null) return;
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Cache.AddData(data);
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if (data is OpenInterest || data.Price == 0m) return;
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Holdings.UpdateMarketPrice(Price);
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}
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/// <summary>
|
|
/// Returns true if the security contains at least one subscription that represents custom data
|
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/// </summary>
|
|
[Obsolete("This method is obsolete. Use the 'SubscriptionDataConfig' exposed by" +
|
|
" 'SubscriptionManager' and the 'IsCustomData()' extension method")]
|
|
public bool IsCustomData()
|
|
{
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|
if (Subscriptions == null || !Subscriptions.Any())
|
|
{
|
|
return false;
|
|
}
|
|
|
|
return Subscriptions.Any(x => x.IsCustomData);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Set the leverage parameter for this security
|
|
/// </summary>
|
|
/// <param name="leverage">Leverage for this asset</param>
|
|
public void SetLeverage(decimal leverage)
|
|
{
|
|
if (Symbol.ID.SecurityType == SecurityType.Future ||
|
|
Symbol.ID.SecurityType == SecurityType.Option)
|
|
return;
|
|
|
|
BuyingPowerModel.SetLeverage(this, leverage);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Sets the data normalization mode to be used by this security
|
|
/// </summary>
|
|
[Obsolete("This method is obsolete. Use the 'SubscriptionDataConfig' exposed by" +
|
|
" 'SubscriptionManager' and the 'SetDataNormalizationMode()' extension method")]
|
|
public virtual void SetDataNormalizationMode(DataNormalizationMode mode)
|
|
{
|
|
foreach (var subscription in SubscriptionsBag)
|
|
{
|
|
subscription.DataNormalizationMode = mode;
|
|
}
|
|
UpdateSubscriptionProperties();
|
|
}
|
|
|
|
/// <summary>
|
|
/// This method will refresh the value of the <see cref="DataNormalizationMode"/> property.
|
|
/// This is required for backward-compatibility.
|
|
/// TODO: to be deleted with the DataNormalizationMode property
|
|
/// </summary>
|
|
public void RefreshDataNormalizationModeProperty()
|
|
{
|
|
DataNormalizationMode = SubscriptionsBag
|
|
.Select(x => x.DataNormalizationMode)
|
|
.DefaultIfEmpty(DataNormalizationMode.Adjusted)
|
|
.FirstOrDefault();
|
|
}
|
|
|
|
/// <summary>
|
|
/// Sets the fee model
|
|
/// </summary>
|
|
/// <param name="feelModel">Model that represents a fee model</param>
|
|
public void SetFeeModel(IFeeModel feelModel)
|
|
{
|
|
FeeModel = feelModel;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Sets the fee model
|
|
/// </summary>
|
|
/// <param name="feelModel">Model that represents a fee model</param>
|
|
public void SetFeeModel(PyObject feelModel)
|
|
{
|
|
FeeModel = new FeeModelPythonWrapper(feelModel);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Sets the fill model
|
|
/// </summary>
|
|
/// <param name="fillModel">Model that represents a fill model</param>
|
|
public void SetFillModel(IFillModel fillModel)
|
|
{
|
|
FillModel = fillModel;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Sets the fill model
|
|
/// </summary>
|
|
/// <param name="fillModel">Model that represents a fill model</param>
|
|
public void SetFillModel(PyObject fillModel)
|
|
{
|
|
FillModel = new FillModelPythonWrapper(fillModel);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Sets the slippage model
|
|
/// </summary>
|
|
/// <param name="slippageModel">Model that represents a slippage model</param>
|
|
public void SetSlippageModel(ISlippageModel slippageModel)
|
|
{
|
|
SlippageModel = slippageModel;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Sets the slippage model
|
|
/// </summary>
|
|
/// <param name="slippageModel">Model that represents a slippage model</param>
|
|
public void SetSlippageModel(PyObject slippageModel)
|
|
{
|
|
SlippageModel = new SlippageModelPythonWrapper(slippageModel);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Sets the volatility model
|
|
/// </summary>
|
|
/// <param name="volatilityModel">Model that represents a volatility model</param>
|
|
public void SetVolatilityModel(IVolatilityModel volatilityModel)
|
|
{
|
|
VolatilityModel = volatilityModel;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Sets the volatility model
|
|
/// </summary>
|
|
/// <param name="volatilityModel">Model that represents a volatility model</param>
|
|
public void SetVolatilityModel(PyObject volatilityModel)
|
|
{
|
|
VolatilityModel = new VolatilityModelPythonWrapper(volatilityModel);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Sets the buying power model
|
|
/// </summary>
|
|
/// <param name="buyingPowerModel">Model that represents a security's model of buying power</param>
|
|
public void SetBuyingPowerModel(IBuyingPowerModel buyingPowerModel)
|
|
{
|
|
BuyingPowerModel = buyingPowerModel;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Sets the buying power model
|
|
/// </summary>
|
|
/// <param name="pyObject">Model that represents a security's model of buying power</param>
|
|
public void SetBuyingPowerModel(PyObject pyObject)
|
|
{
|
|
SetBuyingPowerModel(new BuyingPowerModelPythonWrapper(pyObject));
|
|
}
|
|
|
|
/// <summary>
|
|
/// Sets the margin model
|
|
/// </summary>
|
|
/// <param name="marginModel">Model that represents a security's model of buying power</param>
|
|
public void SetMarginModel(IBuyingPowerModel marginModel)
|
|
{
|
|
MarginModel = marginModel;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Sets the margin model
|
|
/// </summary>
|
|
/// <param name="pyObject">Model that represents a security's model of buying power</param>
|
|
public void SetMarginModel(PyObject pyObject)
|
|
{
|
|
SetMarginModel(new BuyingPowerModelPythonWrapper(pyObject));
|
|
}
|
|
|
|
/// <summary>
|
|
/// Returns a string that represents the current object.
|
|
/// </summary>
|
|
/// <returns>
|
|
/// A string that represents the current object.
|
|
/// </returns>
|
|
/// <filterpriority>2</filterpriority>
|
|
public override string ToString()
|
|
{
|
|
return Symbol.ToString();
|
|
}
|
|
|
|
/// <summary>
|
|
/// Adds the specified data subscription to this security.
|
|
/// </summary>
|
|
/// <param name="subscription">The subscription configuration to add. The Symbol and ExchangeTimeZone properties must match the existing Security object</param>
|
|
internal void AddData(SubscriptionDataConfig subscription)
|
|
{
|
|
if (subscription.Symbol != Symbol) throw new ArgumentException("Symbols must match.", "subscription.Symbol");
|
|
if (!subscription.ExchangeTimeZone.Equals(Exchange.TimeZone)) throw new ArgumentException("ExchangeTimeZones must match.", "subscription.ExchangeTimeZone");
|
|
SubscriptionsBag.Add(subscription);
|
|
UpdateSubscriptionProperties();
|
|
}
|
|
|
|
/// <summary>
|
|
/// Adds the specified data subscriptions to this security.
|
|
/// </summary>
|
|
/// <param name="subscriptions">The subscription configuration to add. The Symbol and ExchangeTimeZone properties must match the existing Security object</param>
|
|
internal void AddData(SubscriptionDataConfigList subscriptions)
|
|
{
|
|
foreach (var subscription in subscriptions)
|
|
{
|
|
if (subscription.Symbol != Symbol) throw new ArgumentException("Symbols must match.", "subscription.Symbol");
|
|
if (!subscription.ExchangeTimeZone.Equals(Exchange.TimeZone)) throw new ArgumentException("ExchangeTimeZones must match.", "subscription.ExchangeTimeZone");
|
|
SubscriptionsBag.Add(subscription);
|
|
}
|
|
UpdateSubscriptionProperties();
|
|
}
|
|
|
|
private void UpdateSubscriptionProperties()
|
|
{
|
|
Resolution = SubscriptionsBag.Select(x => x.Resolution).DefaultIfEmpty(Resolution.Daily).Min();
|
|
IsFillDataForward = SubscriptionsBag.Any(x => x.FillDataForward);
|
|
IsExtendedMarketHours = SubscriptionsBag.Any(x => x.ExtendedMarketHours);
|
|
RefreshDataNormalizationModeProperty();
|
|
}
|
|
}
|
|
} |