Lean  $LEAN_TAG$
FCFtoCFO.cs
1 /*
2  * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
3  * Lean Algorithmic Trading Engine v2.0. Copyright 2023 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 
17 using System;
18 using System.Linq;
19 using Python.Runtime;
20 using Newtonsoft.Json;
21 using System.Collections.Generic;
23 
25 {
26  /// <summary>
27  /// Indicates the percentage of a company's operating cash flow is free to be invested in its business after capital expenditures.
28  /// </summary>
29  public class FCFtoCFO : MultiPeriodField
30  {
31  /// <summary>
32  /// The default period
33  /// </summary>
34  protected override string DefaultPeriod => "OneYear";
35 
36  /// <summary>
37  /// Gets/sets the OneYear period value for the field
38  /// </summary>
39  [JsonProperty("1Y")]
40  public double OneYear => FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.OperationRatios_FCFtoCFO_OneYear);
41 
42  /// <summary>
43  /// Returns true if the field contains a value for the default period
44  /// </summary>
45  public override bool HasValue => !BaseFundamentalDataProvider.IsNone(typeof(double), FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.OperationRatios_FCFtoCFO_OneYear));
46 
47  /// <summary>
48  /// Returns the default value for the field
49  /// </summary>
50  public override double Value
51  {
52  get
53  {
54  var defaultValue = FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.OperationRatios_FCFtoCFO_OneYear);
55  if (!BaseFundamentalDataProvider.IsNone(typeof(double), defaultValue))
56  {
57  return defaultValue;
58  }
59  return base.Value;
60  }
61  }
62 
63  /// <summary>
64  /// Gets a dictionary of period names and values for the field
65  /// </summary>
66  /// <returns>The dictionary of period names and values</returns>
67  public override IReadOnlyDictionary<string, double> GetPeriodValues()
68  {
69  var result = new Dictionary<string, double>();
70  foreach (var kvp in new[] { new Tuple<string, double>("1Y",OneYear) })
71  {
72  if(!BaseFundamentalDataProvider.IsNone(typeof(double), kvp.Item2))
73  {
74  result[kvp.Item1] = kvp.Item2;
75  }
76  }
77  return result;
78  }
79 
80  /// <summary>
81  /// Gets the value of the field for the requested period
82  /// </summary>
83  /// <param name="period">The requested period</param>
84  /// <returns>The value for the period</returns>
85  public override double GetPeriodValue(string period) => FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, Enum.Parse<FundamentalProperty>($"OperationRatios_FCFtoCFO_{ConvertPeriod(period)}"));
86 
87  /// <summary>
88  /// Creates a new empty instance
89  /// </summary>
90  public FCFtoCFO()
91  {
92  }
93 
94  /// <summary>
95  /// Creates a new instance for the given time and security
96  /// </summary>
97  public FCFtoCFO(ITimeProvider timeProvider, SecurityIdentifier securityIdentifier) : base(timeProvider, securityIdentifier)
98  {
99  }
100  }
101 }