Lean  $LEAN_TAG$
TickerDateRange.cs
1 /*
2  * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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.
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 using System;
17 
18 
19 namespace QuantConnect.Data.Auxiliary
20 {
21  /// <summary>
22  /// Represents stock data for a specific ticker within a date range.
23  /// </summary>
24 #pragma warning disable CA1815 // Override equals and operator equals on value types
25  public readonly struct TickerDateRange
26  {
27  /// <summary>
28  /// Ticker simple name of stock
29  /// </summary>
30  public string Ticker { get; }
31 
32  /// <summary>
33  /// Ticker Start Date Time in Local
34  /// </summary>
35  public DateTime StartDateTimeLocal { get; }
36 
37  /// <summary>
38  /// Ticker End Date Time in Local
39  /// </summary>
40  public DateTime EndDateTimeLocal { get; }
41 
42  /// <summary>
43  /// Create the instance of <see cref="TickerDateRange"/> struct.
44  /// </summary>
45  /// <param name="ticker">Name of ticker</param>
46  /// <param name="startDateTimeLocal">Start Date Time Local</param>
47  /// <param name="endDateTimeLocal">End Date Time Local</param>
48  public TickerDateRange(string ticker, DateTime startDateTimeLocal, DateTime endDateTimeLocal)
49  {
50  Ticker = ticker;
51  StartDateTimeLocal = startDateTimeLocal;
52  EndDateTimeLocal = endDateTimeLocal;
53  }
54  }
55 #pragma warning restore CA1815
56 }