Lean
$LEAN_TAG$
EquityExchange.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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namespace
QuantConnect.Securities.Equity
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{
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/// <summary>
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/// Equity exchange information
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/// </summary>
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/// <seealso cref="SecurityExchange"/>
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public
class
EquityExchange
:
SecurityExchange
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{
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/// <summary>
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/// Number of trading days in an equity calendar year - 252
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/// </summary>
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public
override
int
TradingDaysPerYear
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{
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get
{
return
252; }
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="EquityExchange"/> class using market hours
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/// derived from the market-hours-database for the USA Equity market
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/// </summary>
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public
EquityExchange
()
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: base(
MarketHoursDatabase
.FromDataFolder().GetExchangeHours(
Market
.USA, null,
SecurityType
.
Equity
))
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{
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="EquityExchange"/> class using the specified
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/// exchange hours to determine open/close times
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/// </summary>
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/// <param name="exchangeHours">Contains the weekly exchange schedule plus holidays</param>
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public
EquityExchange
(
SecurityExchangeHours
exchangeHours)
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: base(exchangeHours)
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{
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}
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}
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}
Common
Securities
Equity
EquityExchange.cs
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