/// <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;
}
}
}
/// <summary>
/// Check for dividends and emit them into the aux data queue
/// </summary>
private void CheckForDividend(DateTime date)
{
if (_priceFactorRatio != null)
{
var close = GetRawClose();
var dividend = new Dividend(_config.Symbol, date, close, _priceFactorRatio.Value);
// let the config know about it for normalization
_config.SumOfDividends += dividend.Distribution;
_auxiliaryData.Enqueue(dividend);
_priceFactorRatio = null;
}
// check the factor file to see if we have a dividend event tomorrow
decimal priceFactorRatio;
if (_factorFile.HasDividendEventOnNextTradingDay(date, out priceFactorRatio))
{
_priceFactorRatio = priceFactorRatio;
}
}
/// <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)
{
if (_referencePrice == 0)
{
throw new InvalidOperationException($"Zero reference price for {_config.Symbol} dividend at {eventArgs.Date}");
}
var baseData = Dividend.Create(
_config.Symbol,
eventArgs.Date,
_referencePrice,
_priceFactorRatio.Value
);
// let the config know about it for normalization
_config.SumOfDividends += baseData.Distribution;
_priceFactorRatio = null;
_referencePrice = 0;
yield return(baseData);
}
// check the factor file to see if we have a dividend event tomorrow
decimal priceFactorRatio;
decimal referencePrice;
if (_factorFile.HasDividendEventOnNextTradingDay(eventArgs.Date, out priceFactorRatio, out referencePrice))
{
_priceFactorRatio = priceFactorRatio;
_referencePrice = referencePrice;
}
}
}
