Lean
$LEAN_TAG$
EmptyFutureChainProvider.cs
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/*
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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.Generic;
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using
System.Linq;
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using
QuantConnect
.
Interfaces
;
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namespace
QuantConnect.Securities.Future
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{
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/// <summary>
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/// An implementation of <see cref="IFutureChainProvider"/> that always returns an empty list of contracts
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/// </summary>
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public
class
EmptyFutureChainProvider
:
IFutureChainProvider
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{
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/// <summary>
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/// Gets the list of future contracts for a given underlying symbol
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/// </summary>
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/// <param name="symbol">The underlying symbol</param>
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/// <param name="date">The date for which to request the future chain (only used in backtesting)</param>
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/// <returns>The list of future contracts</returns>
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public
IEnumerable<Symbol>
GetFutureContractList
(
Symbol
symbol, DateTime date)
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{
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return
Enumerable.Empty<
Symbol
>();
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}
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}
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}
Common
Securities
Future
EmptyFutureChainProvider.cs
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