wehub-resource-sync
69 lines
2.4 KiB
C#
69 lines
2.4 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.Orders;
|
|
using System;
|
|
|
|
namespace QuantConnect.Securities
|
|
{
|
|
/// <summary>
|
|
/// Helper parameters class for <see cref="ISettlementModel.ApplyFunds(ApplyFundsSettlementModelParameters)"/>
|
|
/// </summary>
|
|
public class ApplyFundsSettlementModelParameters
|
|
{
|
|
/// <summary>
|
|
/// The algorithm portfolio instance
|
|
/// </summary>
|
|
public SecurityPortfolioManager Portfolio { get; set; }
|
|
|
|
/// <summary>
|
|
/// The associated security type
|
|
/// </summary>
|
|
public Security Security { get; set; }
|
|
|
|
/// <summary>
|
|
/// The current Utc time
|
|
/// </summary>
|
|
public DateTime UtcTime { get; set; }
|
|
|
|
/// <summary>
|
|
/// The funds to apply
|
|
/// </summary>
|
|
public CashAmount CashAmount { get; set; }
|
|
|
|
/// <summary>
|
|
/// The associated fill event
|
|
/// </summary>
|
|
public OrderEvent Fill { get; set; }
|
|
|
|
/// <summary>
|
|
/// Creates a new instance
|
|
/// </summary>
|
|
/// <param name="portfolio">The algorithm's portfolio</param>
|
|
/// <param name="security">The fill's security</param>
|
|
/// <param name="applicationTimeUtc">The fill time (in UTC)</param>
|
|
/// <param name="cashAmount">The amount to settle</param>
|
|
/// <param name="fill">The associated fill</param>
|
|
public ApplyFundsSettlementModelParameters(SecurityPortfolioManager portfolio, Security security, DateTime applicationTimeUtc, CashAmount cashAmount, OrderEvent fill)
|
|
{
|
|
Portfolio = portfolio;
|
|
Security = security;
|
|
UtcTime = applicationTimeUtc;
|
|
CashAmount = cashAmount;
|
|
Fill = fill;
|
|
}
|
|
}
|
|
}
|