Jhonathan Abreu
9b332c2149
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* Fix dividend yield calculation * Get security price as input for dividend yield provider * Account for splits in dividend yield provider * Fix split adjustment for dividend yield calculation * Use right dividend yield in options indicators
74 lines
3.0 KiB
C#
74 lines
3.0 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 Python.Runtime;
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using QuantConnect.Data;
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namespace QuantConnect.Python
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{
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/// <summary>
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/// Wraps a <see cref="PyObject"/> object that represents a dividend yield model
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/// </summary>
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public class DividendYieldModelPythonWrapper : BasePythonWrapper<IDividendYieldModel>, IDividendYieldModel
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{
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/// <summary>
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/// Constructor for initializing the <see cref="DividendYieldModelPythonWrapper"/> class with wrapped <see cref="PyObject"/> object
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/// </summary>
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/// <param name="model">Represents a security's model of dividend yield</param>
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public DividendYieldModelPythonWrapper(PyObject model)
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: base(model)
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{
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}
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/// <summary>
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/// Get dividend yield by a given date of a given symbol
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/// </summary>
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/// <param name="date">The date</param>
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/// <returns>Dividend yield on the given date of the given symbol</returns>
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public decimal GetDividendYield(DateTime date)
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{
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return InvokeMethod<decimal>(nameof(GetDividendYield), date);
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}
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/// <summary>
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/// Get dividend yield at given date and security price
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/// </summary>
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/// <param name="date">The date</param>
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/// <param name="securityPrice">The security price at the given date</param>
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/// <returns>Dividend yield on the given date of the given symbol</returns>
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/// <remarks>Price data must be raw (<see cref="DataNormalizationMode.Raw"/>)</remarks>
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public decimal GetDividendYield(DateTime date, decimal securityPrice)
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{
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return InvokeMethod<decimal>(nameof(GetDividendYield), date, securityPrice);
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}
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/// <summary>
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/// Converts a <see cref="PyObject"/> object into a <see cref="IDividendYieldModel"/> object, wrapping it if necessary
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/// </summary>
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/// <param name="model">The Python model</param>
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/// <returns>The converted <see cref="IDividendYieldModel"/> instance</returns>
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public static IDividendYieldModel FromPyObject(PyObject model)
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{
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if (!model.TryConvert(out IDividendYieldModel dividendYieldModel))
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{
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dividendYieldModel = new DividendYieldModelPythonWrapper(model);
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}
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return dividendYieldModel;
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}
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}
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}
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