Fundamental.cs

/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
 *
 * 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.
*/
 
using System;
using System.IO;
using QuantConnect.Data.UniverseSelection;
 
namespace QuantConnect.Data.Fundamental
{
    /// <summary>
    /// Lean fundamental data class
    /// </summary>
    public class Fundamental : FineFundamental
    {
        /// <summary>
        /// Gets the day's dollar volume for this symbol
        /// </summary>
        public override double DollarVolume => FundamentalService.Get<double>(Time, Symbol.ID, FundamentalProperty.DollarVolume);
 
        /// <summary>
        /// Gets the day's total volume
        /// </summary>
        public override long Volume => FundamentalService.Get<long>(Time, Symbol.ID, FundamentalProperty.Volume);
 
        /// <summary>
        /// Returns whether the symbol has fundamental data for the given date
        /// </summary>
        public override bool HasFundamentalData => FundamentalService.Get<bool>(Time, Symbol.ID, FundamentalProperty.HasFundamentalData);
 
        /// <summary>
        /// Gets the price factor for the given date
        /// </summary>
        public override decimal PriceFactor => FundamentalService.Get<decimal>(Time, Symbol.ID, FundamentalProperty.PriceFactor);
 
        /// <summary>
        /// Gets the split factor for the given date
        /// </summary>
        public override decimal SplitFactor => FundamentalService.Get<decimal>(Time, Symbol.ID, FundamentalProperty.SplitFactor);
 
        /// <summary>
        /// Gets the raw price
        /// </summary>
        public override decimal Value => FundamentalService.Get<decimal>(Time, Symbol.ID, FundamentalProperty.Value);
 
        /// <summary>
        /// Creates a new empty instance
        /// </summary>
        public Fundamental()
        {
        }
 
        /// <summary>
        /// Creates a new instance
        /// </summary>
        /// <param name="time">The current time</param>
        /// <param name="symbol">The associated symbol</param>
        public Fundamental(DateTime time, Symbol symbol)
            : base(time, symbol)
        {
        }
 
        /// <summary>
        /// Return the URL string source of the file. This will be converted to a stream
        /// </summary>
        public override SubscriptionDataSource GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode)
        {
            var path = Path.Combine(Globals.DataFolder, "equity", config.Market, "fundamental", "coarse", $"{date:yyyyMMdd}.csv");
            return new SubscriptionDataSource(path, SubscriptionTransportMedium.LocalFile, FileFormat.Csv);
        }
 
        /// <summary>
        /// Will read a new instance from the given line
        /// </summary>
        /// <param name="config">The associated requested configuration</param>
        /// <param name="line">The line to parse</param>
        /// <param name="date">The current time</param>
        /// <param name="isLiveMode">True if live mode</param>
        /// <returns>A new instance or null</returns>
        public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode)
        {
            try
            {
                var csv = line.Split(',');
                var sid = SecurityIdentifier.Parse(csv[0]);
                // This use case/Reader implementation is only for history, where the user requests specific symbols only
                // and because we use the same source file as the universe Fundamentals we need to filter out other symbols
                if (sid == config.Symbol.ID)
                {
                    return new Fundamental(date, new Symbol(sid, csv[1]));
                }
            }
            catch
            {
                // pass
            }
            return null;
        }
 
        /// <summary>
        /// Will clone the current instance
        /// </summary>
        /// <returns>The cloned instance</returns>
        public override BaseData Clone()
        {
            return new Fundamental(Time, Symbol);
        }
 
        /// <summary>
        /// Gets the default resolution for this data and security type
        /// </summary>
        public override Resolution DefaultResolution()
        {
            return Resolution.Daily;
        }
    }
}