CreditLossesProvisionIncomeStatement.cs

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 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2023 QuantConnect Corporation.
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
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 *
 * 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.
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*/
 
using System;
using System.Linq;
using Python.Runtime;
using Newtonsoft.Json;
using System.Collections.Generic;
using QuantConnect.Data.UniverseSelection;
 
namespace QuantConnect.Data.Fundamental
{
    /// <summary>
    /// A charge to income which represents an expense deemed adequate by management given the composition of a bank's credit portfolios, their probability of default, the economic environment and the allowance for credit losses already established. Specific provisions are established to reduce the book value of specific assets (primarily loans) to establish the amount expected to be recovered on the loans.
    /// </summary>
    public class CreditLossesProvisionIncomeStatement : MultiPeriodField
    {
        /// <summary>
        /// The default period
        /// </summary>
        protected override string DefaultPeriod => "TwelveMonths";
 
        /// <summary>
        /// Gets/sets the OneMonth period value for the field
        /// </summary>
        [JsonProperty("1M")]
        public double OneMonth => FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_IncomeStatement_CreditLossesProvision_OneMonth);
 
        /// <summary>
        /// Gets/sets the ThreeMonths period value for the field
        /// </summary>
        [JsonProperty("3M")]
        public double ThreeMonths => FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_IncomeStatement_CreditLossesProvision_ThreeMonths);
 
        /// <summary>
        /// Gets/sets the SixMonths period value for the field
        /// </summary>
        [JsonProperty("6M")]
        public double SixMonths => FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_IncomeStatement_CreditLossesProvision_SixMonths);
 
        /// <summary>
        /// Gets/sets the NineMonths period value for the field
        /// </summary>
        [JsonProperty("9M")]
        public double NineMonths => FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_IncomeStatement_CreditLossesProvision_NineMonths);
 
        /// <summary>
        /// Gets/sets the TwelveMonths period value for the field
        /// </summary>
        [JsonProperty("12M")]
        public double TwelveMonths => FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_IncomeStatement_CreditLossesProvision_TwelveMonths);
 
        /// <summary>
        /// Returns true if the field contains a value for the default period
        /// </summary>
        public override bool HasValue => !BaseFundamentalDataProvider.IsNone(typeof(double), FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_IncomeStatement_CreditLossesProvision_TwelveMonths));
 
        /// <summary>
        /// Returns the default value for the field
        /// </summary>
        public override double Value
        {
            get
            {
                var defaultValue = FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_IncomeStatement_CreditLossesProvision_TwelveMonths);
                if (!BaseFundamentalDataProvider.IsNone(typeof(double), defaultValue))
                {
                    return defaultValue;
                }
                return base.Value;
            }
        }
 
        /// <summary>
        /// Gets a dictionary of period names and values for the field
        /// </summary>
        /// <returns>The dictionary of period names and values</returns>
        public override IReadOnlyDictionary<string, double> GetPeriodValues()
        {
            var result = new Dictionary<string, double>();
            foreach (var kvp in new[] { new Tuple<string, double>("1M",OneMonth), new Tuple<string, double>("3M",ThreeMonths), new Tuple<string, double>("6M",SixMonths), new Tuple<string, double>("9M",NineMonths), new Tuple<string, double>("12M",TwelveMonths) })
            {
                if(!BaseFundamentalDataProvider.IsNone(typeof(double), kvp.Item2))
                {
                    result[kvp.Item1] = kvp.Item2;
                }
            }
            return result;
        }
 
        /// <summary>
        /// Gets the value of the field for the requested period
        /// </summary>
        /// <param name="period">The requested period</param>
        /// <returns>The value for the period</returns>
        public override double GetPeriodValue(string period) => FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, Enum.Parse<FundamentalProperty>($"FinancialStatements_IncomeStatement_CreditLossesProvision_{ConvertPeriod(period)}"));
 
        /// <summary>
        /// Creates a new empty instance
        /// </summary>
        public CreditLossesProvisionIncomeStatement()
        {
        }
 
        /// <summary>
        /// Creates a new instance for the given time and security
        /// </summary>
        public CreditLossesProvisionIncomeStatement(ITimeProvider timeProvider, SecurityIdentifier securityIdentifier) : base(timeProvider, securityIdentifier)
        {
        }
    }
}