wehub-resource-sync
33 lines
1.3 KiB
C#
33 lines
1.3 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 QuantConnect.Orders;
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namespace QuantConnect.Securities
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{
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/// <summary>
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/// Performs order fill application to portfolio
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/// </summary>
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public interface ISecurityPortfolioModel
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{
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/// <summary>
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/// Performs application of an OrderEvent to the portfolio
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/// </summary>
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/// <param name="portfolio">The algorithm's portfolio</param>
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/// <param name="security">The fill's security</param>
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/// <param name="fill">The order event fill object to be applied</param>
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void ProcessFill(SecurityPortfolioManager portfolio, Security security, OrderEvent fill);
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}
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} |