wehub-resource-sync
103 lines
3.5 KiB
C#
103 lines
3.5 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;
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using QuantConnect.Data.Market;
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namespace QuantConnect.Orders.Fills
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{
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/// <summary>
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/// Prices class used by <see cref="IFillModel"/>s
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/// </summary>
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public class Prices
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{
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/// <summary>
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/// Start time for these prices (when the bar opened)
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/// </summary>
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public DateTime Time { get; init; }
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/// <summary>
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/// End time for these prices
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/// </summary>
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public DateTime EndTime { get; init; }
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/// <summary>
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/// Current price
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/// </summary>
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public decimal Current { get; init; }
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/// <summary>
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/// Open price
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/// </summary>
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public decimal Open { get; init; }
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/// <summary>
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/// High price
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/// </summary>
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public decimal High { get; init; }
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/// <summary>
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/// Low price
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/// </summary>
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public decimal Low { get; init; }
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/// <summary>
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/// Closing price
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/// </summary>
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public decimal Close { get; init; }
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/// <summary>
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/// Create an instance of Prices class with a data bar
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/// </summary>
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/// <param name="bar">Data bar to use for prices</param>
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public Prices(IBaseDataBar bar)
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: this(bar.Time, bar.EndTime, bar.Close, bar.Open, bar.High, bar.Low, bar.Close)
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{
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}
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/// <summary>
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/// Create an instance of Prices class with a data bar and start/end time
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/// </summary>
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/// <param name="time">The start time for these prices (when the bar opened)</param>
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/// <param name="endTime">The end time for these prices</param>
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/// <param name="bar">Data bar to use for prices</param>
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public Prices(DateTime time, DateTime endTime, IBar bar)
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: this(time, endTime, bar.Close, bar.Open, bar.High, bar.Low, bar.Close)
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{
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}
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/// <summary>
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/// Create a instance of the Prices class with specific values for all prices
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/// </summary>
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/// <param name="time">The start time for these prices (when the bar opened)</param>
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/// <param name="endTime">The end time for these prices</param>
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/// <param name="current">Current price</param>
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/// <param name="open">Open price</param>
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/// <param name="high">High price</param>
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/// <param name="low">Low price</param>
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/// <param name="close">Close price</param>
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public Prices(DateTime time, DateTime endTime, decimal current, decimal open, decimal high, decimal low, decimal close)
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{
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Time = time;
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EndTime = endTime;
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Current = current;
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Open = open == 0 ? current : open;
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High = high == 0 ? current : high;
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Low = low == 0 ? current : low;
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Close = close == 0 ? current : close;
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}
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}
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}
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