wehub-resource-sync
49 lines
1.9 KiB
C#
49 lines
1.9 KiB
C#
/*
|
|
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
|
|
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
|
|
*
|
|
* Licensed under the Apache License, Version 2.0 (the "License");
|
|
* you may not use this file except in compliance with the License.
|
|
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
|
|
*
|
|
* Unless required by applicable law or agreed to in writing, software
|
|
* distributed under the License is distributed on an "AS IS" BASIS,
|
|
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
* See the License for the specific language governing permissions and
|
|
* limitations under the License.
|
|
*/
|
|
|
|
using QuantConnect.Securities;
|
|
|
|
namespace QuantConnect.Orders.TimeInForces
|
|
{
|
|
/// <summary>
|
|
/// Good Til Canceled Time In Force - order does never expires
|
|
/// </summary>
|
|
public class GoodTilCanceledTimeInForce : TimeInForce
|
|
{
|
|
/// <summary>
|
|
/// Checks if an order is expired
|
|
/// </summary>
|
|
/// <param name="security">The security matching the order</param>
|
|
/// <param name="order">The order to be checked</param>
|
|
/// <returns>Returns true if the order has expired, false otherwise</returns>
|
|
public override bool IsOrderExpired(Security security, Order order)
|
|
{
|
|
return false;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Checks if an order fill is valid
|
|
/// </summary>
|
|
/// <param name="security">The security matching the order</param>
|
|
/// <param name="order">The order to be checked</param>
|
|
/// <param name="fill">The order fill to be checked</param>
|
|
/// <returns>Returns true if the order fill can be emitted, false otherwise</returns>
|
|
public override bool IsFillValid(Security security, Order order, OrderEvent fill)
|
|
{
|
|
return true;
|
|
}
|
|
}
|
|
}
|