wehub-resource-sync
60 lines
1.9 KiB
C#
60 lines
1.9 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 System.Collections;
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using System.Collections.Generic;
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namespace QuantConnect.Orders.Fills
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{
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/// <summary>
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/// Defines a possible result for <see cref="IFillModel.Fill"/> for a single order
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/// </summary>
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public class Fill : IEnumerable<OrderEvent>
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{
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private readonly List<OrderEvent> _orderEvents;
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/// <summary>
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/// Creates a new <see cref="Fill"/> instance
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/// </summary>
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/// <param name="orderEvents">The fill order events</param>
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public Fill(List<OrderEvent> orderEvents)
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{
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_orderEvents = orderEvents;
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}
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/// <summary>
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/// Creates a new <see cref="Fill"/> instance
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/// </summary>
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/// <param name="orderEvent">The fill order event</param>
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public Fill(OrderEvent orderEvent)
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{
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_orderEvents = new() { orderEvent };
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}
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/// <summary>
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/// Returns the order events enumerator
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/// </summary>
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public IEnumerator<OrderEvent> GetEnumerator()
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{
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return _orderEvents.GetEnumerator();
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}
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IEnumerator IEnumerable.GetEnumerator()
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{
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return GetEnumerator();
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}
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}
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}
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