Add implicit conversion from FuturesContract to Symbol

Modified algorithms to use futures contract objects directly instead of accessing their Symbol property. Removed unnecessary import statements and redundant lines in various files.
QuantConnect · Dec 27, 2024 · 77d383f · 77d383f
1 parent a8259ac
commit 77d383f
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Showing 17 changed files with 21 additions and 19 deletions.
diff --git a/Algorithm.CSharp/AddFutureContractWithContinuousRegressionAlgorithm.cs b/Algorithm.CSharp/AddFutureContractWithContinuousRegressionAlgorithm.cs
@@ -49,7 +49,7 @@ public override void Initialize()
                 contractDepthOffset: 0
             );
 
-            _futureContract = AddFutureContract(FuturesChain(_continuousContract.Symbol).First().Symbol);
+            _futureContract = AddFutureContract(FuturesChain(_continuousContract.Symbol).First());
         }
 
         /// <summary>

diff --git a/Algorithm.CSharp/AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs b/Algorithm.CSharp/AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
@@ -38,7 +38,7 @@ public override void Initialize()
             SetEndDate(2013, 10, 10);
 
             var SP500 = QuantConnect.Symbol.Create(Futures.Indices.SP500EMini, SecurityType.Future, Market.CME);
-            _symbol = FuturesChain(SP500).First().Symbol;
+            _symbol = FuturesChain(SP500).First();
 
             // Test case: custom IndicatorBase<QuoteBar> indicator using Future unsubscribed symbol
             var indicator1 = new CustomIndicator();

diff --git a/Algorithm.CSharp/ConsolidateRegressionAlgorithm.cs b/Algorithm.CSharp/ConsolidateRegressionAlgorithm.cs
@@ -47,7 +47,7 @@ public override void Initialize()
             SetEndDate(2020, 01, 20);
 
             var SP500 = QuantConnect.Symbol.Create(Futures.Indices.SP500EMini, SecurityType.Future, Market.CME);
-            var symbol = FuturesChain(SP500).First().Symbol;
+            var symbol = FuturesChain(SP500).First();
             _future = AddFutureContract(symbol);
 
             var tradableDatesCount = QuantConnect.Time.EachTradeableDayInTimeZone(_future.Exchange.Hours,

diff --git a/Algorithm.CSharp/ContinuousFutureImmediateUniverseSelectionRegressionAlgorithm.cs b/Algorithm.CSharp/ContinuousFutureImmediateUniverseSelectionRegressionAlgorithm.cs
@@ -78,7 +78,7 @@ public override void Initialize()
 
                 }
 
-                return universe.Select(x => x.Symbol);
+                return universe;
             });
 
             _milk.SetFilter(universe =>
@@ -94,7 +94,7 @@ public override void Initialize()
                     }
                 }
 
-                return universe.Select(x => x.Symbol);
+                return universe;
             });
         }
 

diff --git a/Algorithm.CSharp/FuturesChainFullDataRegressionAlgorithm.cs b/Algorithm.CSharp/FuturesChainFullDataRegressionAlgorithm.cs
@@ -44,8 +44,7 @@ public override void Initialize()
                 // Get the contract with the latest expiration date, and lowest price
                 .OrderByDescending(x => x.Expiry)
                 .ThenBy(x => x.LastPrice)
-                .First()
-                .Symbol;
+                .First();
 
             AddFutureContract(_futureContract);
         }

diff --git a/Algorithm.CSharp/FuturesChainsMultipleFullDataRegressionAlgorithm.cs b/Algorithm.CSharp/FuturesChainsMultipleFullDataRegressionAlgorithm.cs
@@ -61,8 +61,7 @@ private Symbol GetContract(FuturesChains chains, Symbol canonical)
                 // Get the contract with the latest expiration date, and lowest price
                 .OrderByDescending(x => x.Expiry)
                 .ThenBy(x => x.LastPrice)
-                .First()
-                .Symbol;
+                .First();
         }
 
         public override void OnData(Slice slice)

diff --git a/Algorithm.CSharp/FuturesDailySettlementLongRegressionAlgorithm.cs b/Algorithm.CSharp/FuturesDailySettlementLongRegressionAlgorithm.cs
@@ -62,7 +62,7 @@ public override void Initialize()
 
             var future = QuantConnect.Symbol.Create(Futures.Indices.SP500EMini, SecurityType.Future, Market.CME);
 
-            _contractSymbol = FuturesChain(future).OrderBy(x => x.ID.Date).FirstOrDefault().Symbol;
+            _contractSymbol = FuturesChain(future).OrderBy(x => x.ID.Date).First();
             _future = AddFutureContract(_contractSymbol);
 
             _future.Holdings.SetHoldings(1600, 1 * OrderSide);

diff --git a/Algorithm.CSharp/LimitOrdersAreFilledAfterHoursForFuturesRegressionAlgorithm.cs b/Algorithm.CSharp/LimitOrdersAreFilledAfterHoursForFuturesRegressionAlgorithm.cs
@@ -48,7 +48,7 @@ public override void Initialize()
                 contractDepthOffset: 0,
                 extendedMarketHours: true
             );
-            _futureContract = AddFutureContract(FuturesChain(_continuousContract.Symbol).First().Symbol, extendedMarketHours: true);
+            _futureContract = AddFutureContract(FuturesChain(_continuousContract.Symbol).First(), extendedMarketHours: true);
         }
 
         public override void OnWarmupFinished()

diff --git a/Algorithm.CSharp/MarketOrdersAreSupportedOnExtendedHoursForFuturesRegressionAlgorithm.cs b/Algorithm.CSharp/MarketOrdersAreSupportedOnExtendedHoursForFuturesRegressionAlgorithm.cs
@@ -43,7 +43,7 @@ public override void Initialize()
                 contractDepthOffset: 0,
                 extendedMarketHours: true
             );
-            _futureContract = AddFutureContract(FuturesChain(_continuousContract.Symbol).First().Symbol,
+            _futureContract = AddFutureContract(FuturesChain(_continuousContract.Symbol).First(),
                 extendedMarketHours: true);
         }
         public override void OnData(Slice slice)

diff --git a/Algorithm.CSharp/StatisticsResultsAlgorithm.cs b/Algorithm.CSharp/StatisticsResultsAlgorithm.cs
@@ -229,8 +229,8 @@ private void CheckMostTradedSecurityStatistic(Dictionary<string, string> statist
             {"Estimated Strategy Capacity", "$1100000.00"},
             {"Lowest Capacity Asset", "IBM R735QTJ8XC9X"},
             {"Portfolio Turnover", "549.26%"},
-            {"Most Traded Security", "IBM"},
             {"Most Traded Security Trade Count", "63"},
+            {"Most Traded Security", "IBM"},
             {"OrderListHash", "8dd77e35338a81410a5b68dc8345f402"}
         };
     }

diff --git a/Algorithm.Python/BasicTemplateFuturesDailyAlgorithm.py b/Algorithm.Python/BasicTemplateFuturesDailyAlgorithm.py
@@ -12,7 +12,6 @@
 # limitations under the License.
 
 from AlgorithmImports import *
-import QuantConnect.Data.UniverseSelection
 
 ### <summary>
 ### This example demonstrates how to add futures with daily resolution.

diff --git a/Algorithm.Python/ConsolidateRegressionAlgorithm.py b/Algorithm.Python/ConsolidateRegressionAlgorithm.py
@@ -25,7 +25,7 @@ def initialize(self):
         self.set_end_date(2020, 1, 20)
 
         SP500 = Symbol.create(Futures.Indices.SP_500_E_MINI, SecurityType.FUTURE, Market.CME)
-        symbol = list(self.futures_chain(SP500))[0].symbol
+        symbol = list(self.futures_chain(SP500))[0]
         self._future = self.add_future_contract(symbol)
 
         tradable_dates_count = len(list(Time.each_tradeable_day_in_time_zone(self._future.exchange.hours,

diff --git a/Algorithm.Python/FutureOptionChainFullDataRegressionAlgorithm.py b/Algorithm.Python/FutureOptionChainFullDataRegressionAlgorithm.py
@@ -12,7 +12,6 @@
 # limitations under the License.
 
 from AlgorithmImports import *
-from datetime import timedelta
 
 ### <summary>
 ### Regression algorithm illustrating the usage of the <see cref="QCAlgorithm.OptionChain(Symbol)"/> method

diff --git a/Algorithm.Python/FutureOptionChainsMultipleFullDataRegressionAlgorithm.py b/Algorithm.Python/FutureOptionChainsMultipleFullDataRegressionAlgorithm.py
@@ -12,7 +12,6 @@
 # limitations under the License.
 
 from AlgorithmImports import *
-from datetime import timedelta
 
 ### <summary>
 ### Regression algorithm illustrating the usage of the <see cref="QCAlgorithm.OptionChains(IEnumerable{Symbol})"/> method

diff --git a/Algorithm.Python/FuturesChainFullDataRegressionAlgorithm.py b/Algorithm.Python/FuturesChainFullDataRegressionAlgorithm.py
@@ -12,7 +12,6 @@
 # limitations under the License.
 
 from AlgorithmImports import *
-from datetime import timedelta
 
 ### <summary>
 ### Regression algorithm illustrating the usage of the <see cref="QCAlgorithm.FuturesChain(Symbol, bool)"/>

diff --git a/Algorithm.Python/FuturesChainsMultipleFullDataRegressionAlgorithm.py b/Algorithm.Python/FuturesChainsMultipleFullDataRegressionAlgorithm.py
@@ -12,7 +12,6 @@
 # limitations under the License.
 
 from AlgorithmImports import *
-from datetime import timedelta
 
 ### <summary>
 ### Regression algorithm illustrating the usage of the <see cref="QCAlgorithm.FuturesChains(IEnumerable{Symbol}, bool)"/>

diff --git a/Common/Data/Market/FuturesContract.cs b/Common/Data/Market/FuturesContract.cs
@@ -151,6 +151,15 @@ public FuturesContract(FutureUniverse contractData)
         /// </returns>
         public override string ToString() => Symbol.Value;
 
+        /// <summary>
+        /// Implicit conversion into <see cref="Symbol"/>
+        /// </summary>
+        /// <param name="contract">The option contract to be converted</param>
+        public static implicit operator Symbol(FuturesContract contract)
+        {
+            return contract.Symbol;
+        }
+
         /// <summary>
         /// Updates the future contract with the new data, which can be a <see cref="Tick"/> or <see cref="TradeBar"/> or <see cref="QuoteBar"/>
         /// </summary>