chore: import upstream snapshot with attribution
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/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using QuantConnect.Orders;
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using System;
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namespace QuantConnect.Securities
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{
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/// <summary>
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/// Helper parameters class for <see cref="ISettlementModel.ApplyFunds(ApplyFundsSettlementModelParameters)"/>
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/// </summary>
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public class ApplyFundsSettlementModelParameters
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{
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/// <summary>
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/// The algorithm portfolio instance
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/// </summary>
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public SecurityPortfolioManager Portfolio { get; set; }
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/// <summary>
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/// The associated security type
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/// </summary>
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public Security Security { get; set; }
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/// <summary>
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/// The current Utc time
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/// </summary>
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public DateTime UtcTime { get; set; }
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/// <summary>
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/// The funds to apply
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/// </summary>
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public CashAmount CashAmount { get; set; }
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/// <summary>
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/// The associated fill event
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/// </summary>
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public OrderEvent Fill { get; set; }
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/// <summary>
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/// Creates a new instance
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/// </summary>
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/// <param name="portfolio">The algorithm's portfolio</param>
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/// <param name="security">The fill's security</param>
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/// <param name="applicationTimeUtc">The fill time (in UTC)</param>
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/// <param name="cashAmount">The amount to settle</param>
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/// <param name="fill">The associated fill</param>
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public ApplyFundsSettlementModelParameters(SecurityPortfolioManager portfolio, Security security, DateTime applicationTimeUtc, CashAmount cashAmount, OrderEvent fill)
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{
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Portfolio = portfolio;
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Security = security;
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UtcTime = applicationTimeUtc;
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CashAmount = cashAmount;
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Fill = fill;
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}
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}
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}
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