/// <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 emit them into the aux data queue
/// </summary>
private void CheckForSplit(DateTime date)
{
if (_splitFactor != null)
{
var close = GetRawClose();
var split = new Split(_config.Symbol, date, close, _splitFactor.Value);
_auxiliaryData.Enqueue(split);
_splitFactor = null;
}
decimal splitFactor;
if (_factorFile.HasSplitEventOnNextTradingDay(date, out splitFactor))
{
_splitFactor = splitFactor;
}
}
/// <summary>
/// Check for dividends and emit them into the aux data queue
/// </summary>
private void CheckForSplit(DateTime date)
{
var factor = _splitFactor;
if (factor != null)
{
var close = GetRawClose();
var split = new Split(_config.Symbol, date, close, factor.Value, SplitType.SplitOccurred);
_auxiliaryData.Enqueue(split);
_splitFactor = null;
}
decimal splitFactor;
if (_factorFile.HasSplitEventOnNextTradingDay(date, out splitFactor))
{
_splitFactor = splitFactor;
var split = new Split(_config.Symbol, date, GetRawClose(), splitFactor, SplitType.Warning);
_auxiliaryData.Enqueue(split);
}
}
/// <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 = _referencePrice;
if (close == 0)
{
throw new InvalidOperationException($"Zero reference price for {_config.Symbol} split at {eventArgs.Date}");
}
_splitFactor = null;
_referencePrice = 0;
yield return(new Split(
eventArgs.Symbol,
eventArgs.Date,
close,
factor.Value,
SplitType.SplitOccurred));
}
decimal splitFactor;
decimal referencePrice;
if (_factorFile.HasSplitEventOnNextTradingDay(eventArgs.Date, out splitFactor, out referencePrice))
{
_splitFactor = splitFactor;
_referencePrice = referencePrice;
yield return(new Split(
eventArgs.Symbol,
eventArgs.Date,
eventArgs.LastRawPrice ?? 0,
splitFactor,
SplitType.Warning));
}
}
}
