Lean  $LEAN_TAG$
TiingoSymbolMapper.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 
17 {
18  /// <summary>
19  /// Helper class to map a Lean format ticker to Tiingo format
20  /// </summary>
21  /// <remarks>To be used when performing direct queries to Tiingo API</remarks>
22  /// <remarks>https://api.tiingo.com/documentation/appendix/symbology</remarks>
23  public static class TiingoSymbolMapper
24  {
25  /// <summary>
26  /// Maps a given <see cref="Symbol"/> instance to it's Tiingo equivalent
27  /// </summary>
28  public static string GetTiingoTicker(Symbol symbol)
29  {
30  return symbol.Value.Replace(".", "-");
31  }
32 
33  /// <summary>
34  /// Maps a given Tiingo ticker to Lean equivalent
35  /// </summary>
36  public static string GetLeanTicker(string ticker)
37  {
38  return ticker.Replace("-", ".");
39  }
40  }
41 }