wehub-resource-sync
81 lines
3.5 KiB
C#
81 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.Collections.Generic;
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namespace QuantConnect.Orders
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{
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/// <summary>
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/// Provides extension methods for the <see cref="Order"/> class and for the <see cref="OrderStatus"/> enumeration
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/// </summary>
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public static class OrderExtensions
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{
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/// <summary>
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/// Determines if the specified status is in a closed state.
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/// </summary>
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/// <param name="status">The status to check</param>
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/// <returns>True if the status is <see cref="OrderStatus.Filled"/>, <see cref="OrderStatus.Canceled"/>, or <see cref="OrderStatus.Invalid"/></returns>
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public static bool IsClosed(this OrderStatus status)
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{
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return status == OrderStatus.Filled
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|| status == OrderStatus.Canceled
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|| status == OrderStatus.Invalid;
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}
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/// <summary>
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/// Determines if the specified status is in an open state.
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/// </summary>
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/// <param name="status">The status to check</param>
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/// <returns>True if the status is not <see cref="OrderStatus.Filled"/>, <see cref="OrderStatus.Canceled"/>, or <see cref="OrderStatus.Invalid"/></returns>
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public static bool IsOpen(this OrderStatus status)
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{
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return !status.IsClosed();
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}
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/// <summary>
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/// Determines if the specified status is a fill, that is, <see cref="OrderStatus.Filled"/>
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/// order <see cref="OrderStatus.PartiallyFilled"/>
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/// </summary>
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/// <param name="status">The status to check</param>
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/// <returns>True if the status is <see cref="OrderStatus.Filled"/> or <see cref="OrderStatus.PartiallyFilled"/>, false otherwise</returns>
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public static bool IsFill(this OrderStatus status)
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{
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return status == OrderStatus.Filled || status == OrderStatus.PartiallyFilled;
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}
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/// <summary>
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/// Determines whether or not the specified order is a limit order
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/// </summary>
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/// <param name="orderType">The order to check</param>
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/// <returns>True if the order is a limit order, false otherwise</returns>
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public static bool IsLimitOrder(this OrderType orderType)
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{
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return orderType == OrderType.Limit
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|| orderType == OrderType.StopLimit
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|| orderType == OrderType.LimitIfTouched;
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}
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/// <summary>
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/// Determines whether or not the specified order is a stop order
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/// </summary>
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/// <param name="orderType">The order to check</param>
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/// <returns>True if the order is a stop order, false otherwise</returns>
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public static bool IsStopOrder(this OrderType orderType)
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{
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return orderType == OrderType.StopMarket || orderType == OrderType.StopLimit || orderType == OrderType.TrailingStop;
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}
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}
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}
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