54 lines
1.9 KiB
C#
54 lines
1.9 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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namespace QuantConnect.Securities
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{
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/// <summary>
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/// The settlement model <see cref="ISettlementModel.Scan(ScanSettlementModelParameters)"/> parameters
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/// </summary>
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public class ScanSettlementModelParameters
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{
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/// <summary>
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/// The algorithm portfolio instance
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/// </summary>
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public SecurityPortfolioManager Portfolio { get; set; }
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/// <summary>
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/// The associated security type
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/// </summary>
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public Security Security { get; set; }
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/// <summary>
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/// The current Utc time
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/// </summary>
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public DateTime UtcTime { get; set; }
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/// <summary>
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/// Creates a new instance
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/// </summary>
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/// <param name="portfolio">The algorithm portfolio</param>
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/// <param name="security">The associated security type</param>
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/// <param name="timeUtc">The current utc time</param>
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public ScanSettlementModelParameters(SecurityPortfolioManager portfolio, Security security, DateTime timeUtc)
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{
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Portfolio = portfolio;
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Security = security;
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UtcTime = timeUtc;
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}
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}
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}
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