/// <summary>
/// Creates a user defined universe symbol
/// </summary>
/// <param name="securityType">The security</param>
/// <param name="market">The market</param>
/// <returns>A symbol for user defined universe of the specified security type and market</returns>
public static Symbol CreateSymbol(SecurityType securityType, string market)
{
var ticker = string.Format("qc-universe-userdefined-{0}-{1}", market.ToLower(), securityType);
SecurityIdentifier sid;
switch (securityType)
{
case SecurityType.Base:
sid = SecurityIdentifier.GenerateBase(ticker, market);
break;
case SecurityType.Equity:
sid = SecurityIdentifier.GenerateEquity(SecurityIdentifier.DefaultDate, ticker, market);
break;
case SecurityType.Option:
var underlying = SecurityIdentifier.GenerateEquity(SecurityIdentifier.DefaultDate, ticker, market);
sid = SecurityIdentifier.GenerateOption(SecurityIdentifier.DefaultDate, underlying, market, 0, 0, 0);
break;
case SecurityType.Forex:
sid = SecurityIdentifier.GenerateForex(ticker, market);
break;
case SecurityType.Cfd:
sid = SecurityIdentifier.GenerateCfd(ticker, market);
break;
case SecurityType.Future:
sid = SecurityIdentifier.GenerateFuture(SecurityIdentifier.DefaultDate, ticker, market);
break;
case SecurityType.Crypto:
sid = SecurityIdentifier.GenerateCrypto(ticker, market);
break;
case SecurityType.Commodity:
default:
throw new NotImplementedException("The specified security type is not implemented yet: " + securityType);
}
return(new Symbol(sid, ticker));
}