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TiingoSymbolMapper.cs
1
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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namespace
QuantConnect.Data.Custom.Tiingo
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{
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/// <summary>
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/// Helper class to map a Lean format ticker to Tiingo format
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/// </summary>
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/// <remarks>To be used when performing direct queries to Tiingo API</remarks>
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/// <remarks>https://api.tiingo.com/documentation/appendix/symbology</remarks>
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public
static
class
TiingoSymbolMapper
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{
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/// <summary>
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/// Maps a given <see cref="Symbol"/> instance to it's Tiingo equivalent
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/// </summary>
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public
static
string
GetTiingoTicker
(
Symbol
symbol)
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{
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return
symbol.
Value
.Replace(
"."
,
"-"
);
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}
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/// <summary>
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/// Maps a given Tiingo ticker to Lean equivalent
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/// </summary>
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public
static
string
GetLeanTicker
(
string
ticker)
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{
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return
ticker.Replace(
"-"
,
"."
);
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}
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}
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}
Common
Data
Custom
Tiingo
TiingoSymbolMapper.cs
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