Lean  $LEAN_TAG$
EmptyFutureChainProvider.cs
1 /*
2  * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
3  * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
4  *
5  * Licensed under the Apache License, Version 2.0 (the "License");
6  * you may not use this file except in compliance with the License.
7  * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
8  *
9  * Unless required by applicable law or agreed to in writing, software
10  * distributed under the License is distributed on an "AS IS" BASIS,
11  * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12  * See the License for the specific language governing permissions and
13  * limitations under the License.
14 */
15 
16 using System;
17 using System.Collections.Generic;
18 using System.Linq;
20 
22 {
23  /// <summary>
24  /// An implementation of <see cref="IFutureChainProvider"/> that always returns an empty list of contracts
25  /// </summary>
27  {
28  /// <summary>
29  /// Gets the list of future contracts for a given underlying symbol
30  /// </summary>
31  /// <param name="symbol">The underlying symbol</param>
32  /// <param name="date">The date for which to request the future chain (only used in backtesting)</param>
33  /// <returns>The list of future contracts</returns>
34  public IEnumerable<Symbol> GetFutureContractList(Symbol symbol, DateTime date)
35  {
36  return Enumerable.Empty<Symbol>();
37  }
38  }
39 }