wehub-resource-sync
104 lines
3.7 KiB
C#
104 lines
3.7 KiB
C#
/*
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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.Interfaces;
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using QuantConnect.Securities;
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namespace QuantConnect.Commands
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{
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/// <summary>
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/// Represents a command to add a security to the algorithm
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/// </summary>
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public class AddSecurityCommand : BaseCommand
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{
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/// <summary>
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/// The security type of the security
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/// </summary>
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public SecurityType SecurityType { get; set; }
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/// <summary>
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/// The security's ticker symbol
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/// </summary>
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public string Symbol { get; set; }
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/// <summary>
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/// The requested resolution, defaults to Resolution.Minute
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/// </summary>
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public Resolution Resolution { get; set; }
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/// <summary>
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/// The security's market, defaults to <see cref="QuantConnect.Market.USA"/> except for Forex, defaults to <see cref="QuantConnect.Market.FXCM"/>
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/// </summary>
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public string Market { get; set; }
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/// <summary>
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/// The fill forward behavior, true to fill forward, false otherwise - defaults to true
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/// </summary>
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public bool FillDataForward { get; set; }
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/// <summary>
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/// The leverage for the security, defaults to 2 for equity, 50 for forex, and 1 for everything else
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/// </summary>
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public decimal Leverage { get; set; }
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/// <summary>
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/// The extended market hours flag, true to allow pre/post market data, false for only in market data
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/// </summary>
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public bool ExtendedMarketHours { get; set; }
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/// <summary>
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/// Default construct that applies default values
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/// </summary>
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public AddSecurityCommand()
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{
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Resolution = Resolution.Minute;
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Market = null;
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FillDataForward = true;
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Leverage = Security.NullLeverage;
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ExtendedMarketHours = false;
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}
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/// <summary>
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/// Runs this command against the specified algorithm instance
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/// </summary>
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/// <param name="algorithm">The algorithm to run this command against</param>
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public override CommandResultPacket Run(IAlgorithm algorithm)
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{
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var security = algorithm.AddSecurity(SecurityType, Symbol, Resolution, Market, FillDataForward, Leverage, ExtendedMarketHours);
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return new Result(this, true, security.Symbol);
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}
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/// <summary>
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/// Result packet type for the <see cref="AddSecurityCommand"/> command
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/// </summary>
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public class Result : CommandResultPacket
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{
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/// <summary>
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/// The symbol result from the add security command
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/// </summary>
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public Symbol Symbol { get; set; }
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/// <summary>
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/// Initializes a new instance of the <see cref="Result"/> class
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/// </summary>
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public Result(AddSecurityCommand command, bool success, Symbol symbol)
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: base(command, success)
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{
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Symbol = symbol;
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}
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}
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}
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}
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