FutureExchange.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.
*/
 
namespace QuantConnect.Securities.Future
{
    /// <summary>
    /// Future exchange class - information and helper tools for future exchange properties
    /// </summary>
    /// <seealso cref="SecurityExchange"/>
    public class FutureExchange : SecurityExchange
    {
        /// <summary>
        /// Number of trading days per year for this security, 252.
        /// </summary>
        /// <remarks>Used for performance statistics to calculate sharpe ratio accurately</remarks>
        public override int TradingDaysPerYear
        {
            get { return 252; }
        }
 
        /// <summary>
        /// Initializes a new instance of the <see cref="FutureExchange"/> class using the specified
        /// exchange hours to determine open/close times
        /// </summary>
        /// <param name="exchangeHours">Contains the weekly exchange schedule plus holidays</param>
        public FutureExchange(SecurityExchangeHours exchangeHours)
            : base(exchangeHours)
        {
        }
    }
}