Lean  $LEAN_TAG$
OptionExchange.cs
1 /*
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3  * Lean Algorithmic Trading Engine v2.0. Copyright 2014 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.
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12  * See the License for the specific language governing permissions and
13  * limitations under the License.
14 */
15 
17 {
18  /// <summary>
19  /// Option exchange class - information and helper tools for option exchange properties
20  /// </summary>
21  /// <seealso cref="SecurityExchange"/>
23  {
24  /// <summary>
25  /// Number of trading days per year for this security, 252.
26  /// </summary>
27  /// <remarks>Used for performance statistics to calculate sharpe ratio accurately</remarks>
28  public override int TradingDaysPerYear
29  {
30  get { return 252; }
31  }
32 
33  /// <summary>
34  /// Initializes a new instance of the <see cref="OptionExchange"/> class using the specified
35  /// exchange hours to determine open/close times
36  /// </summary>
37  /// <param name="exchangeHours">Contains the weekly exchange schedule plus holidays</param>
38  public OptionExchange(SecurityExchangeHours exchangeHours)
39  : base(exchangeHours)
40  {
41  }
42  }
43 }