/// <summary>
/// Initializes a new instance of the <see cref="ScheduleManager"/> class
/// </summary>
/// <param name="securities">Securities manager containing the algorithm's securities</param>
/// <param name="timeZone">The algorithm's time zone</param>
public ScheduleManager(SecurityManager securities, DateTimeZone timeZone)
{
_securities = securities;
DateRules = new DateRules(securities);
TimeRules = new TimeRules(securities, timeZone);
// used for storing any events before the event schedule is set
_preInitializedEvents = new List<ScheduledEvent>();
}
private static DateRules GetDateRules()
{
var timeKeeper = new TimeKeeper(DateTime.Today, new List<DateTimeZone>());
var manager = new SecurityManager(timeKeeper);
var securityExchangeHours = MarketHoursDatabase.FromDataFolder().GetExchangeHours(Market.USA, null, SecurityType.Equity);
var config = new SubscriptionDataConfig(typeof(TradeBar), Symbols.SPY, Resolution.Daily, TimeZones.NewYork, TimeZones.NewYork, true, false, false);
manager.Add(Symbols.SPY, new Security(securityExchangeHours, config, new Cash(CashBook.AccountCurrency, 0, 1m), SymbolProperties.GetDefault(CashBook.AccountCurrency)));
var rules = new DateRules(manager);
return rules;
}
private static DateRules GetDateRules()
{
var timeKeeper = new TimeKeeper(DateTime.Today, new List<DateTimeZone>());
var manager = new SecurityManager(timeKeeper);
var securityExchangeHours = SecurityExchangeHoursProvider.FromDataFolder().GetExchangeHours("usa", null, SecurityType.Equity);
var config = new SubscriptionDataConfig(typeof(TradeBar), SecurityType.Equity, "SPY", Resolution.Daily, "usa", TimeZones.NewYork, true, false, true, true, false);
manager.Add("SPY", new Security(securityExchangeHours, config, 1, false));
var rules = new DateRules(manager);
return rules;
}