/// <summary>
/// Check for new splits
/// </summary>
/// <param name="eventArgs">The new tradable day event arguments</param>
/// <returns>New split event if any</returns>
public IEnumerable <BaseData> GetEvents(NewTradableDateEventArgs eventArgs)
{
if (_config.Symbol == eventArgs.Symbol &&
_mapFile.HasData(eventArgs.Date))
{
var factor = _splitFactor;
if (factor != null)
{
var close = AuxiliaryDataEnumerator.GetRawClose(
eventArgs.LastBaseData?.Price ?? 0,
_config);
_splitFactor = null;
yield return(new Split(
eventArgs.Symbol,
eventArgs.Date,
close,
factor.Value,
SplitType.SplitOccurred));
}
decimal splitFactor;
if (_factorFile.HasSplitEventOnNextTradingDay(eventArgs.Date, out splitFactor))
{
_splitFactor = splitFactor;
yield return(new Split(
eventArgs.Symbol,
eventArgs.Date,
AuxiliaryDataEnumerator.GetRawClose(
eventArgs.LastBaseData?.Price ?? 0,
_config),
splitFactor,
SplitType.Warning));
}
}
}
/// <summary>
/// Check for dividends and returns them
/// </summary>
/// <param name="eventArgs">The new tradable day event arguments</param>
/// <returns>New Dividend event if any</returns>
public IEnumerable <BaseData> GetEvents(NewTradableDateEventArgs eventArgs)
{
if (_config.Symbol == eventArgs.Symbol &&
_mapFile.HasData(eventArgs.Date))
{
if (_priceFactorRatio != null)
{
var close = AuxiliaryDataEnumerator.GetRawClose(
eventArgs.LastBaseData?.Price ?? 0,
_config);
var baseData = Dividend.Create(
_config.Symbol,
eventArgs.Date,
close,
_priceFactorRatio.Value
);
// let the config know about it for normalization
_config.SumOfDividends += baseData.Distribution;
_priceFactorRatio = null;
yield return(baseData);
}
// check the factor file to see if we have a dividend event tomorrow
decimal priceFactorRatio;
if (_factorFile.HasDividendEventOnNextTradingDay(eventArgs.Date, out priceFactorRatio))
{
_priceFactorRatio = priceFactorRatio;
}
}
}