quant1729
57 lines
2.4 KiB
C#
57 lines
2.4 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.Collections.Generic;
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using QuantConnect.Data;
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using QuantConnect.Data.Auxiliary;
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using QuantConnect.Data.UniverseSelection;
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using System.Linq;
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namespace QuantConnect.Lean.Engine.DataFeeds.Enumerators
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{
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/// <summary>
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/// Enumerates data into <see cref="OptionChainUniverseDataCollection"/> instances
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/// </summary>
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public class OptionChainUniverseDataCollectionEnumerator : BaseDataCollectionAggregatorEnumerator<OptionChainUniverseDataCollection>
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{
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/// <summary>
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/// Initializes a new instance of the <see cref="OptionChainUniverseDataCollectionAggregatorEnumerator"/> class
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/// </summary>
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/// <param name="enumerator">The enumerator to aggregate</param>
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/// <param name="symbol">The output data's symbol</param>
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public OptionChainUniverseDataCollectionEnumerator(IEnumerator<BaseData> enumerator, Symbol symbol)
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: base(enumerator, symbol)
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{
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}
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/// <summary>
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/// Adds the specified instance of <see cref="BaseData"/> to the current collection
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/// </summary>
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/// <param name="collection">The collection to be added to</param>
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/// <param name="current">The data to be added</param>
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protected override void Add(OptionChainUniverseDataCollection collection, BaseData current)
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{
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var baseDataCollection = current as BaseDataCollection;
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if (baseDataCollection != null)
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{
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if (baseDataCollection.Data.Count > 1)
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SetData(collection, baseDataCollection.Data);
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else if (baseDataCollection.Data.Count == 1)
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collection.Underlying = baseDataCollection.Data[0];
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}
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}
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}
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} |